```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    35,671                :
: Positions                                                                                                    :
:   21,514    28,972     7,112       869     4,856         0         0         0     2,062       483        60 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -5,613    -5,315       667      -122      -921         0         0         0      -707      -264         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.3      81.2      19.9       2.4      13.6       0.0       0.0       0.0       5.8       1.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       22        31        10         6        13         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    10,672                :
: Positions                                                                                                    :
:    8,482     8,692     1,522     1,375       500         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -1,298    -2,087      -448       392      -236         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.5      81.4      14.3      12.9       4.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       16        23         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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     9,251                :
: Positions                                                                                                    :
:    5,130     5,628     1,111       393     1,469         0         0         0       153       308       250 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -711      -840      -224       139      -406         0         0         0        21      -201        -6 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.5      60.8      12.0       4.2      15.9       0.0       0.0       0.0       1.7       3.3       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       21        25         6         4        10         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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     6,930                :
: Positions                                                                                                    :
:    3,731     4,666       858       114     1,053         0         0         0       602       110       105 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -891    -1,303      -569        80      -266         0         0         0       117       -53      -177 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.8      67.3      12.4       1.6      15.2       0.0       0.0       0.0       8.7       1.6       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       29        35         7         6        13         0         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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     2,595                :
: Positions                                                                                                    :
:      838     1,338        28       376       348         0         0         0       760       140         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -146      -381      -170      -103       -82         0       -80       -10       -90         5        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.3      51.6       1.1      14.5      13.4       0.0       0.0       0.0      29.3       5.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        10         .         .         4         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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     7,851                :
: Positions                                                                                                    :
:    4,856     6,818     2,374       245       506         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -1,029    -2,031    -1,327      -360      -100         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      86.8      30.2       3.1       6.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        12         6         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    16,289                :
: Positions                                                                                                    :
:   13,311    11,021     1,326       930     1,622         0         0         0         0     2,686        30 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -961    -1,309    -1,374       -93      -139         0         0         0         0      -933         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.7      67.7       8.1       5.7      10.0       0.0       0.0       0.0       0.0      16.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        12         5         6         9         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   351,831                :
: Positions                                                                                                    :
:  118,341   214,606    59,619    10,981    24,125    49,777    10,499    20,569     8,391    18,098    28,920 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -3,691    -8,123      -211       998      -302    -1,846     2,176       485        48       477    -2,790 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.6      61.0      16.9       3.1       6.9      14.1       3.0       5.8       2.4       5.1       8.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   171                     :
:       47        71        17         6        19        35        10        19        12        14        24 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   101,361                :
: Positions                                                                                                    :
:   35,905    45,458    14,327       684    19,044         0         0         0        74     5,861    26,910 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -7,445    -7,697    -1,081       -92    -2,902         0         0         0        74      -952    -4,038 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.4      44.8      14.1       0.7      18.8       0.0       0.0       0.0       0.1       5.8      26.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        4         4         5         .         7         0         0         0         .         7         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    14,422                :
: Positions                                                                                                    :
:    8,147     8,339     1,943     3,175     1,776       300         0         0     1,711       580       545 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -1,547    -2,263      -272       -48      -905         0         0         0      -535       -50       340 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.5      57.8      13.5      22.0      12.3       2.1       0.0       0.0      11.9       4.0       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       33        24         7         4         8         .         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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     6,520                :
: Positions                                                                                                    :
:    4,320     3,820       750     1,734       240       795       200         0       280       375       120 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -840      -500      -225      -692        90      -476      -100         0       106      -135         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.3      58.6      11.5      26.6       3.7      12.2       3.1       0.0       4.3       5.8       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       13        10         5         7         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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     9,528                :
: Positions                                                                                                    :
:    7,528     6,682        33       928       260       589         0         5       394     1,101       181 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -114       190       -63       -82        71       109         0       -12        23      -134      -165 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      70.1       0.3       9.7       2.7       6.2       0.0       0.1       4.1      11.6       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       19        22         .         .         .         5         0         .         4         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    14,053                :
: Positions                                                                                                    :
:   13,436    11,299         0     1,216       179         0        67        17        38       865       105 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -3,745    -2,367         0      -674       -30         0       -40        12       -46      -610       -39 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.6      80.4       0.0       8.7       1.3       0.0       0.5       0.1       0.3       6.2       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       33        36         0         4         .         0         .         .         .         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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     1,355                :
: Positions                                                                                                    :
:      872       903         0        11        58         0         0         0        43         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -191      -185         0       -11        28         0         0         0       -42       -27       -39 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.4      66.6       0.0       0.8       4.3       0.0       0.0       0.0       3.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       18        19         0         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   507,131                :
: Positions                                                                                                    :
:  158,917   175,802    42,803    73,712   105,423    37,806    13,966    33,121    19,312     1,366    82,294 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   12,827       374    -3,238       898     2,456    -4,192    -1,892     1,416    -6,586       498     3,685 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.3      34.7       8.4      14.5      20.8       7.5       2.8       6.5       3.8       0.3      16.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   131                     :
:       39        36        14        17        28        14        11        14        21         8        25 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 2,703,641                :
: Positions                                                                                                    :
:  350,639   534,243   231,744   276,832   773,647   235,396    75,145   346,664    99,658    67,741   562,425 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:    2,026      -406    -4,530   -13,624     9,626   -15,249    15,923    26,009     7,797    -8,469    18,240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.0      19.8       8.6      10.2      28.6       8.7       2.8      12.8       3.7       2.5      20.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   392                     :
:       49        55        22        29        45        85        51        92        90        44       113 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   353,212                :
: Positions                                                                                                    :
:   95,469   193,995    20,073    53,554    25,156         0    33,583    17,363   172,077     2,618    21,724 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:    9,061     3,547        38     3,663     1,179    -2,106     3,426     2,316     4,065      -247     1,359 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.0      54.9       5.7      15.2       7.1       0.0       9.5       4.9      48.7       0.7       6.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       16        17         .         6         8         0        13        10         7         .         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   207,189                :
: Positions                                                                                                    :
:   44,870    33,020    44,769    88,114    21,528     2,299         0         0    56,150    13,530     3,144 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -4,184    -2,109      -130      -981    -2,378       208         0      -208    -1,830      -792      -249 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.7      15.9      21.6      42.5      10.4       1.1       0.0       0.0      27.1       6.5       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:        7         7         9         7        11         .         0         0         6         5         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   134,933                :
: Positions                                                                                                    :
:   13,254    15,386    10,037    33,993    54,371    22,498     1,947    15,709     4,304       272    10,309 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -902    -1,291      -808    -9,058     2,234    -7,037     1,072     4,217    -1,017      -587       -20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.8      11.4       7.4      25.2      40.3      16.7       1.4      11.6       3.2       0.2       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:        7         7        10        10        17        13         6        13        10         5        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   525,519                :
: Positions                                                                                                    :
:   80,842    66,954    46,738    79,778   261,032         0     2,504    17,562    26,178     2,863    78,340 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -8,400    -8,284    -3,176    -7,889   -24,672         0      -410    -2,178    -6,192    -1,617    -8,210 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.4      12.7       8.9      15.2      49.7       0.0       0.5       3.3       5.0       0.5      14.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:        7         7         8        19        27         0         .         .        11         .        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    20,911                :
: Positions                                                                                                    :
:   10,134    11,694     4,806     1,063     4,986         0       388       650       150     1,957       173 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -6,510    -3,892       950    -1,073      -635         0      -125       425         0      -470        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.5      55.9      23.0       5.1      23.8       0.0       1.9       3.1       0.7       9.4       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       22        25         7         6         8         0         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    79,676                :
: Positions                                                                                                    :
:   10,277     3,793    34,801    24,760    19,207     3,047     9,449     8,021         0     8,479       725 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:        0         0       579       443     2,306        -4         0     1,758         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.9       4.8      43.7      31.1      24.1       3.8      11.9      10.1       0.0      10.6       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:        5         4        10        11        17         5         4         9         0         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    32,929                :
: Positions                                                                                                    :
:    1,439     3,458    12,083    12,652     9,957     2,406     1,336     2,224         0       233       982 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:        0         0       229         0     1,213         0       386         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      4.4      10.5      36.7      38.4      30.2       7.3       4.1       6.8       0.0       0.7       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        .         4         8         5        12         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    13,930                :
: Positions                                                                                                    :
:    4,305     2,630     4,210     7,090     4,015     1,334         0         0         0       150         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -335      -700      -620      -955      -245      -700         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.9      18.9      30.2      50.9      28.8       9.6       0.0       0.0       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:        9         9         6         7         7         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                         :
CFTC Code #06765T                                                    Open Interest is    19,056                :
: Positions                                                                                                    :
:    1,234     2,087     1,862     2,641     5,255     2,507     1,243     3,037        39       555     2,178 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:       59       -17       -54       -50       150       -69        63       153        25        91       251 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.5      11.0       9.8      13.9      27.6      13.2       6.5      15.9       0.2       2.9      11.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        .         .         6         .         8         .         5         8         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    22,201                :
: Positions                                                                                                    :
:      463        31     2,520     3,210    13,382     2,708       776     1,648         0     1,352       451 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:      -96         3      -512     1,392       856     2,170        -3       -25         0       140       -40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      2.1       0.1      11.4      14.5      60.3      12.2       3.5       7.4       0.0       6.1       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:        .         .        10         7        16         9         6         9         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #06765Y                                                    Open Interest is    89,747                :
: Positions                                                                                                    :
:    7,941    10,417    10,624    12,254    39,765     2,662         0     6,221     1,450        38     4,756 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -1,473    -1,084    -1,822      -624    -2,345     1,764         0    -2,302      -279      -110    -1,356 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.8      11.6      11.8      13.7      44.3       3.0       0.0       6.9       1.6       0.0       5.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        .         .         7         8        14         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   276,879                :
: Positions                                                                                                    :
:   85,064   178,229    30,657    11,648    20,238    69,164     8,674    17,331    14,988    10,952    15,639 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -2,079    -6,591       141      -815    -1,606    -2,804      -117     5,207    -1,710      -846      -951 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.7      64.4      11.1       4.2       7.3      25.0       3.1       6.3       5.4       4.0       5.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   195                     :
:       48        73        15         9        15        57         6        28        15         5        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    24,032                :
: Positions                                                                                                    :
:    5,709    17,552     1,698         0       218     3,290       271        40     6,050         0       235 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -3,787    -5,046      -229         0       -48      -100        10       -10    -1,903         0      -326 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.8      73.0       7.1       0.0       0.9      13.7       1.1       0.2      25.2       0.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        8        13         4         0         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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     4,572                :
: Positions                                                                                                    :
:    2,480     2,694       764       864       714         0         0         0       314         0       300 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -885    -1,560      -473       402      -175         0         0         0      -100      -300       100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.2      58.9      16.7      18.9      15.6       0.0       0.0       0.0       6.9       0.0       6.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       15        15         4         5         8         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    49,654                :
: Positions                                                                                                    :
:   35,420    30,073     8,161    14,649     4,519       500       125       175         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -7,907    -9,665    -1,101        81      -982      -300       125       175         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.3      60.6      16.4      29.5       9.1       1.0       0.3       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       28        24         9         6         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    18,462                :
: Positions                                                                                                    :
:   13,496    14,077     4,306     3,800       465         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -724    -1,796      -682       575      -325         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      76.2      23.3      20.6       2.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        11         8         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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     5,426                :
: Positions                                                                                                    :
:    3,730     1,705     1,201       200       375         0       196         0         0     2,830       120 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -1,215      -650      -328       -20      -105         0       -98         0         0      -775         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.7      31.4      22.1       3.7       6.9       0.0       3.6       0.0       0.0      52.2       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       14        12         8         .         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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     9,328                :
: Positions                                                                                                    :
:    4,441     6,143     1,677     1,400     1,490       141         0         0     1,060         0       155 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -1,411    -2,236      -906      -409        64        42         0         0      -352         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.6      65.9      18.0      15.0      16.0       1.5       0.0       0.0      11.4       0.0       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       11        12         7         .         7         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    16,822                :
: Positions                                                                                                    :
:    8,717     6,294     3,191     4,353     3,401       200     1,111        80       660     1,043       435 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -1,503    -1,436      -606    -1,048      -110       200       426       -64      -198        14      -284 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.8      37.4      19.0      25.9      20.2       1.2       6.6       0.5       3.9       6.2       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       21        15         8        11        12         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    12,053                :
: Positions                                                                                                    :
:    8,430     7,150         0     3,919       156     2,425         0       513       106         0       220 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -1,468    -1,450      -408      -189       -60       -13         0         0        70         0       -70 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.9      59.3       0.0      32.5       1.3      20.1       0.0       4.3       0.9       0.0       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        20         0         7         .         4         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    28,965                :
: Positions                                                                                                    :
:    5,796    16,147     4,331     6,162     4,547     5,758         0       250     7,225       693       356 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -240    -1,822      -783      -551      -290      -684         0       -25      -651       -15      -195 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.0      55.7      15.0      21.3      15.7      19.9       0.0       0.9      24.9       2.4       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       15        12         8         9        11         5         0         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
```

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Updated August 5, 2011