```
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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    30,149                :
: Positions                                                                                                    :
:   19,562    24,429     5,857     1,887     2,886         0         0         0     1,732       494         0 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   -5,873    -5,793       527       369      -550         0         0         0      -433      -313         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      81.0      19.4       6.3       9.6       0.0       0.0       0.0       5.7       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       25        31        10         5        12         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #02165B                                                    Open Interest is    12,537                :
: Positions                                                                                                    :
:    9,447    10,950     2,055       576       921         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   -1,925    -2,621      -578       144      -315         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.4      87.3      16.4       4.6       7.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       16        21         6         .         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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     9,622                :
: Positions                                                                                                    :
:    5,219     5,885     1,055        50     1,725         0         0         0         0       457       108 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   -1,102      -908        30       -17      -243         0         0         0         0       -69       -55 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.2      61.2      11.0       0.5      17.9       0.0       0.0       0.0       0.0       4.7       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        26         9         .        10         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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     7,683                :
: Positions                                                                                                    :
:    4,153     5,101     1,117        34     1,066         0         0         0       291        68       260 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:     -675    -1,026      -266       -87        29         0         0         0        16      -100      -221 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.1      66.4      14.5       0.4      13.9       0.0       0.0       0.0       3.8       0.9       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       31        38         8         .         9         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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     2,958                :
: Positions                                                                                                    :
:      798     1,363       138       554       417         0       210         0       945       145         5 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:     -384      -248        31       -93      -179         0         0         0       -85        15       -60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.0      46.1       4.7      18.7      14.1       0.0       7.1       0.0      31.9       4.9       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7         9         .         4         6         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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     9,144                :
: Positions                                                                                                    :
:    5,072     7,641     3,371       640       551         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   -1,427    -2,009    -1,155      -525      -284         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.5      83.6      36.9       7.0       6.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        11         4         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #021A28                                                    Open Interest is    13,320                :
: Positions                                                                                                    :
:    9,137     9,579     3,148       717       955         0         0         0         0     1,989        30 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   -2,758    -1,266       -14      -627      -875         0         0         0         0      -879         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.6      71.9      23.6       5.4       7.2       0.0       0.0       0.0       0.0      14.9       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        14         6         4         7         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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   296,314                :
: Positions                                                                                                    :
:  104,187   184,367    58,406     7,697    15,833    40,513     8,021    19,665     8,529    20,742    13,930 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   -9,943    -9,400    -1,243      -231       378       637    -1,410    -1,772       845       -15     2,156 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.2      62.2      19.7       2.6       5.3      13.7       2.7       6.6       2.9       7.0       4.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   156                     :
:       47        66        17         6        14        23        14        21        11        11        23 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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    14,970                :
: Positions                                                                                                    :
:    8,218     8,061     1,223     3,741     2,228       300         0         0     2,576       400       425 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   -2,785    -3,846    -1,542       300      -179         0         0       -50       785       -61      -189 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.9      53.8       8.2      25.0      14.9       2.0       0.0       0.0      17.2       2.7       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       30        25         6         6         9         .         0         0         6         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #02265T                                                    Open Interest is     7,400                :
: Positions                                                                                                    :
:    5,010     4,095       900     2,180       150     1,025       300         0       174       510       120 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:     -550      -757      -303        60      -213       176         0         0         0       -25       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.7      55.3      12.2      29.5       2.0      13.9       4.1       0.0       2.4       6.9       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       13         9         5         6         .         4         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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     8,896                :
: Positions                                                                                                    :
:    7,256     7,391        83       241       236       267         0        92       384       516       216 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:       39        46       -63        43        -7        26         0        18       115        51      -149 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.6      83.1       0.9       2.7       2.7       3.0       0.0       1.0       4.3       5.8       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       19        24         .         .         .         .         0         .         4         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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    14,234                :
: Positions                                                                                                    :
:   13,838    11,498         0     1,196       138         0        94        15        91     1,074        92 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   -1,272    -1,372         0       230      -106         0       -15         0       -60      -146       -45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.2      80.8       0.0       8.4       1.0       0.0       0.7       0.1       0.6       7.5       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       31        39         0         5         .         0         .         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                      :
CFTC Code #025652                                                    Open Interest is       870                :
: Positions                                                                                                    :
:      708       860       110         0         0         0         0         0        50         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:     -440      -495       -70         0         0         0         0         0        25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      98.9      12.6       0.0       0.0       0.0       0.0       0.0       5.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        11         .         0         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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     1,252                :
: Positions                                                                                                    :
:      770       805         0         0         0         0         0         0        16        20        46 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:     -207      -268         0         0         0         0         0         0      -148        20        -4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.5      64.3       0.0       0.0       0.0       0.0       0.0       0.0       1.3       1.6       3.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       16        15         0         0         0         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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   461,686                :
: Positions                                                                                                    :
:  138,049   161,199    44,990    70,398    99,018    30,731    14,633    29,404    32,083     2,198    61,589 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   -1,308     2,293    -5,064    -2,133     5,315     1,927    -1,841       337     5,317      -125    -1,877 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.9      34.9       9.7      15.2      21.4       6.7       3.2       6.4       6.9       0.5      13.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   140                     :
:       37        33        16        17        29        17         9        17        32         6        34 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #067651                                                    Open Interest is 1,522,391                :
: Positions                                                                                                    :
:  220,185   388,889   253,436   241,531   256,838   224,114    64,473   209,482    93,711   114,962   182,767 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   14,960     6,841    -9,235      -736     1,080     1,092    -8,545    -1,648    -1,218     4,583    -6,224 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.5      25.5      16.6      15.9      16.9      14.7       4.2      13.8       6.2       7.6      12.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   349                     :
:       48        55        25        21        38        69        41        68        58        56        97 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765A                                                    Open Interest is   216,064                :
: Positions                                                                                                    :
:   49,089    38,172    46,153    88,695    24,218     1,161         0       320    58,939    13,213     2,958 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   -4,195    -3,038     5,943     4,731    -3,737      -220         0       102     1,854    -1,641    -1,914 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.7      17.7      21.4      41.1      11.2       0.5       0.0       0.1      27.3       6.1       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:        7         7         9         8        13         .         0         .         7         4         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #06765G                                                    Open Interest is    26,294                :
: Positions                                                                                                    :
:   15,969    15,136     4,428     1,860     5,610         0       513       225         0     2,900        50 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   -2,853    -4,472    -2,949    -2,633      -635         0       313      -275         0     1,002       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.7      57.6      16.8       7.1      21.3       0.0       2.0       0.9       0.0      11.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       22        24         7         6         7         0         .         .         0         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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    71,453                :
: Positions                                                                                                    :
:   10,133     3,825    34,214    24,155    15,537     2,715     9,449     3,946         0     8,608       622 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:    1,124         0      -379       852       280         0         0         0         0        -5         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.2       5.4      47.9      33.8      21.7       3.8      13.2       5.5       0.0      12.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:        5         4        10        10        16         4         4         7         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                                  :
CFTC Code #06765J                                                    Open Interest is    31,127                :
: Positions                                                                                                    :
:    1,684     3,458    11,039    12,708     8,929     2,581         0     2,499         0       233       982 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:        0         0       482      -268        64      -803         0      -102         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      5.4      11.1      35.5      40.8      28.7       8.3       0.0       8.0       0.0       0.7       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        .         4         7         5        11         .         0         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                                 :
CFTC Code #06765O                                                    Open Interest is    15,830                :
: Positions                                                                                                    :
:    4,790     3,330     4,680     7,970     4,260     1,875         0        75         0       150         0 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:     -725      -575       -60      -185      -205        75       -82         0      -150         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.3      21.0      29.6      50.3      26.9      11.8       0.0       0.5       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       10         9         6         6         7         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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   235,190                :
: Positions                                                                                                    :
:   72,690   159,788    31,921    11,548    16,182    59,995     7,195    12,088    17,584     7,999     6,361 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   -5,322     5,558      -809    -1,308       203     8,669    -2,022      -645      -862     2,924    -2,435 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.9      67.9      13.6       4.9       6.9      25.5       3.1       5.1       7.5       3.4       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   182                     :
:       47        71        16         5        16        52         7        23        13        10        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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    24,442                :
: Positions                                                                                                    :
:    8,877    18,960     1,417         0       210     2,064       261        50     5,213         0       651 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   -1,764    -2,595      -629         0      -345       -70        10       -73       737         0       -78 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.3      77.6       5.8       0.0       0.9       8.4       1.1       0.2      21.3       0.0       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       10        15         .         0         .         .         .         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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     4,892                :
: Positions                                                                                                    :
:    2,715     3,754     1,433       394       444         0         0         0       300       300         0 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:     -566      -740       101        75      -112         0         0         0       100       300      -500 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.5      76.7      29.3       8.1       9.1       0.0       0.0       0.0       6.1       6.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       14        17         8         .         6         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #022A13                                                    Open Interest is    58,075                :
: Positions                                                                                                    :
:   42,117    38,064     8,117    13,997     5,611       892         0       200         0         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   -3,870    -4,244    -1,526    -1,491      -746      -242         0       -71         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      65.5      14.0      24.1       9.7       1.5       0.0       0.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       32        18         9         6         9         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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    18,658                :
: Positions                                                                                                    :
:   13,956    14,283     4,012     3,575       680         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   -2,534    -2,147       -93      -470        95         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      76.6      21.5      19.2       3.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9         9         8         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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     6,321                :
: Positions                                                                                                    :
:    4,495     2,305     1,261       370       445         0       276         0         0     2,925         0 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:     -995      -525      -444        70      -205         0       -59         0         0      -925         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.1      36.5      19.9       5.9       7.0       0.0       4.4       0.0       0.0      46.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       14        12         9         .         4         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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     9,999                :
: Positions                                                                                                    :
:    4,807     7,002     2,354     1,434     1,218        99         0         0       847         0       105 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   -1,271    -1,046       123      -414      -276         0         0         0      -450         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.1      70.0      23.5      14.3      12.2       1.0       0.0       0.0       8.5       0.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        11         6         .         4         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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    18,953                :
: Positions                                                                                                    :
:    9,043     7,115     5,708     4,699     2,594         0     2,470       120       964     1,401       494 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   -1,962    -2,236      -348      -280      -441       -25       254      -254       100         0      -168 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.7      37.5      30.1      24.8      13.7       0.0      13.0       0.6       5.1       7.4       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       20        19        10         9        12         0         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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    11,461                :
: Positions                                                                                                    :
:    9,039     7,539       453     3,178       369     1,240         0        84         0         9       201 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:     -831      -671      -106      -145      -176        93         0        -3         0       -45         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.9      65.8       4.0      27.7       3.2      10.8       0.0       0.7       0.0       0.1       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       23        22         .         6         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                            :
CFTC Code #86765C                                                    Open Interest is    31,448                :
: Positions                                                                                                    :
:    4,903    17,872     5,114     6,791     4,837     6,617         0       275     8,440       483       614 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:     -326    -1,352      -211       543    -1,251       -22         0       -12      -215       -77      -287 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.6      56.8      16.3      21.6      15.4      21.0       0.0       0.9      26.8       1.5       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       13        11         9         7        11         4         0         .         6         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #967654                                                    Open Interest is    13,195                :
: Positions                                                                                                    :
:    7,306     4,813         0     3,632         9     1,402         0       132     1,953         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   -2,425    -2,909      -271       373      -544       394       -60      -619       -37         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.4      36.5       0.0      27.5       0.1      10.6       0.0       1.0      14.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        12         0         4         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated July 8, 2011