```
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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    39,592                :
: Positions                                                                                                    :
:   27,862    33,516     6,291       854     4,923         0         0         0       394         0        12 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:   -6,479    -7,949    -1,070       444      -799         0         0         0       -11         0      -238 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.4      84.7      15.9       2.2      12.4       0.0       0.0       0.0       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       23        38        12         4        11         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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    13,829                :
: Positions                                                                                                    :
:    9,562    10,564     1,192       255     2,926         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:   -2,334    -1,517       446      -344       609         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.1      76.4       8.6       1.8      21.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        23         .         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #02165E                                                    Open Interest is    10,160                :
: Positions                                                                                                    :
:    5,817     5,966       577       304     2,460         0         0         0       112       318       165 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:     -514      -620      -323       -66      -189         0         0         0        60       -30       -88 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.3      58.7       5.7       3.0      24.2       0.0       0.0       0.0       1.1       3.1       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       20        25         6         6        12         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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     5,937                :
: Positions                                                                                                    :
:    3,054     3,912       993       181       669         0        46        25       355        25       297 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:     -984    -1,248      -231      -169      -126         0         0         0      -234        -5        -4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.4      65.9      16.7       3.0      11.3       0.0       0.8       0.4       6.0       0.4       5.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       28        29        10         .        12         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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     2,895                :
: Positions                                                                                                    :
:    1,348     1,284        62       278       423         0         0        90        95       493         6 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:     -262      -223      -183      -113       -49         0         0         0       -95       -90         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.6      44.4       2.1       9.6      14.6       0.0       0.0       3.1       3.3      17.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        12         .         .         5         0         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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     8,640                :
: Positions                                                                                                    :
:    7,336     7,783       758       351       375         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:     -922      -572       224       171      -353         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.9      90.1       8.8       4.1       4.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        12         .         5         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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    22,384                :
: Positions                                                                                                    :
:   17,416    18,062     2,607     1,513     2,235         0         0         0         0       448       126 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:   -4,257    -4,200      -181      -163        28         0         0         0         0       -75      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.8      80.7      11.6       6.8      10.0       0.0       0.0       0.0       0.0       2.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       15        15         6         5        10         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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   273,933                :
: Positions                                                                                                    :
:   86,744   161,794    50,637     7,634    19,505    40,206     8,974    17,275    10,563    26,717     8,139 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:    8,440     2,879    -1,821       308       500    -2,620     1,947        71       398       -77    -1,187 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.7      59.1      18.5       2.8       7.1      14.7       3.3       6.3       3.9       9.8       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   158                     :
:       59        68        16         4        13        29        10        20        11         8        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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    11,235                :
: Positions                                                                                                    :
:    7,789     6,499       893     1,762     1,903       100         0         0       400       821       150 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:   -2,492    -2,402      -430      -899      -217      -100         0         0      -450      -195      -350 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.3      57.8       7.9      15.7      16.9       0.9       0.0       0.0       3.6       7.3       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       29        28         6         6         9         .         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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     8,107                :
: Positions                                                                                                    :
:    5,214     4,925       775     1,892       940       770         0         0       250       205         0 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:     -326      -420       -50       408       -55       117         0      -100        50      -205         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.3      60.7       9.6      23.3      11.6       9.5       0.0       0.0       3.1       2.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       16        12         5         6         8         4         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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    10,072                :
: Positions                                                                                                    :
:    7,368     6,332         0       946       107       821        75       185       346     1,265       601 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:     -283      -269         0       288       -11       109        -9        46        -3      -160        82 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      62.9       0.0       9.4       1.1       8.2       0.7       1.8       3.4      12.6       6.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       18        20         0         .         .         4         .         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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    14,049                :
: Positions                                                                                                    :
:   13,320    11,684         0       697       259         0        22        28       193     1,156        92 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:   -4,722    -4,076       -23      -298      -172         0         0         0      -263      -371        12 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.8      83.2       0.0       5.0       1.8       0.0       0.2       0.2       1.4       8.2       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       34        39         0         .         .         0         .         .         .         7         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                    :
CFTC Code #03265A                                                    Open Interest is     2,498                :
: Positions                                                                                                    :
:    1,635     1,551         0        78         6        14         0       174        30       123         0 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:     -241      -173         0        39        -2        14       -22       -29         0         2       -17 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.5      62.1       0.0       3.1       0.2       0.6       0.0       7.0       1.2       4.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       18        18         0         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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     1,491                :
: Positions                                                                                                    :
:      879     1,014       129         0        32         0         0         0        46       182         0 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:     -346      -341        65         0       -56         0         0         0       -58        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.0      68.0       8.7       0.0       2.1       0.0       0.0       0.0       3.1      12.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        17         .         0         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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   427,389                :
: Positions                                                                                                    :
:  131,511   130,385    46,083    68,496    69,280    27,067    14,940    23,723    10,264     6,710    98,335 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:   15,541     8,500    -3,522     1,192       958    -2,235    -1,859    -1,641    -3,060      -365        85 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.8      30.5      10.8      16.0      16.2       6.3       3.5       5.6       2.4       1.6      23.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   117                     :
:       35        37        13        16        21        13         9        14        16         8        26 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 1,332,544                :
: Positions                                                                                                    :
:  150,361   268,513   206,456   272,145   216,244   210,754    36,431   207,324    97,436   115,955   157,719 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:   -5,877    -7,789    -3,250     4,673     5,462    -2,066    -2,994    19,799     2,251     3,854     9,180 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.3      20.2      15.5      20.4      16.2      15.8       2.7      15.6       7.3       8.7      11.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   317                     :
:       41        53        24        26        41        74        29        66        40        54        75 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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   196,946                :
: Positions                                                                                                    :
:   39,963    28,767    40,859    74,571    29,960       673         0     1,020    45,765    15,476     2,967 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:   -1,368    -1,273    -3,558    -5,388    -2,504      -109         0        60    -1,048    -3,330    -1,332 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.3      14.6      20.7      37.9      15.2       0.3       0.0       0.5      23.2       7.9       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:        8         8         7         8        13         .         0         .         4         7         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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    16,528                :
: Positions                                                                                                    :
:    8,175    10,999     5,001     1,222     2,556         0        50        25       200     1,125       550 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:     -653      -947      -855      -653         2       -75        50       -50         0       -33       250 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.5      66.5      30.3       7.4      15.5       0.0       0.3       0.2       1.2       6.8       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       18        16         8         6        12         0         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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    57,181                :
: Positions                                                                                                    :
:    5,043     2,076    24,705    16,758    17,887     3,106     4,927       223       900     7,178     1,807 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:        0         0       212         0      -212       -57         0       -18       240         0       -20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.8       3.6      43.2      29.3      31.3       5.4       8.6       0.4       1.6      12.6       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:        4         .         8         9        14         .         .         .         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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    28,974                :
: Positions                                                                                                    :
:      200     2,251    12,218     9,617    10,522     2,632     1,127     1,018         0     1,575       400 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:        0         0      -897     1,151       290        40      -863       818         0      -845         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      0.7       7.8      42.2      33.2      36.3       9.1       3.9       3.5       0.0       5.4       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        .         .         6         6        12         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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     9,270                :
: Positions                                                                                                    :
:    2,655     1,260     2,755     6,380     1,555     2,227         0         0         0        50         0 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:     -495      -310      -785    -1,265      -415      -400         0         0         0       -50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.6      13.6      29.7      68.8      16.8      24.0       0.0       0.0       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:        8         8         5         8         4         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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   270,399                :
: Positions                                                                                                    :
:  102,725   181,908    29,200    10,852    14,470    65,221     6,496    17,827    12,487    16,998     9,030 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:      535     8,745       360       869    -1,248     3,476    -4,021       944      -120     2,676    -3,580 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.0      67.3      10.8       4.0       5.4      24.1       2.4       6.6       4.6       6.3       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   189                     :
:       60        75        14         7        15        52        10        26        13         8        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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    19,280                :
: Positions                                                                                                    :
:    5,840     8,747        67     2,974       500     2,510         0       903     4,731         0        90 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:     -606    -3,590      -437      -134       -26      -291         0       -75    -1,106         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.3      45.4       0.3      15.4       2.6      13.0       0.0       4.7      24.5       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        11         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE   (1000 U.S. Barrels)                            :
CFTC Code #111A11                                                    Open Interest is     8,497                :
: Positions                                                                                                    :
:    6,587     6,948       774         0       108         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:     -412    -1,068      -303      -259      -150         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.5      81.8       9.1       0.0       1.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       14        13         .         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                               :
CFTC Code #26265D                                                    Open Interest is     7,164                :
: Positions                                                                                                    :
:    3,851     4,351     1,226       493     1,467         0         0         0       400       633       200 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:     -896    -1,714      -771       -79       177         0         0         0         0       126       150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.8      60.7      17.1       6.9      20.5       0.0       0.0       0.0       5.6       8.8       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       14        19         7         5         7         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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    51,315                :
: Positions                                                                                                    :
:   44,802    26,179     3,546    22,913     1,731       575       134         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:   -7,839    -6,483       -58    -1,533      -324       150         1        -2      -150         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.3      51.0       6.9      44.7       3.4       1.1       0.3       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       33        25         6         7         7         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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    13,076                :
: Positions                                                                                                    :
:   10,020     7,786     2,351     4,705       585         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:   -1,390    -1,825      -395        40      -180         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.6      59.5      18.0      36.0       4.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10        13         8         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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     6,015                :
: Positions                                                                                                    :
:    4,345     2,210     1,130       890       490         0         0         0        50     2,425         0 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:     -275      -435       -95       -35        40         0         0         0      -500      -400         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      36.7      18.8      14.8       8.1       0.0       0.0       0.0       0.8      40.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       20        10         7         4         6         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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     3,845                :
: Positions                                                                                                    :
:    2,047     2,545       456       277       843         0         0         0         9         0        78 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:     -890      -961      -148       -13      -337         0         0         0         9       -76        -9 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.2      66.2      11.9       7.2      21.9       0.0       0.0       0.0       0.2       0.0       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10         9         5         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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    23,494                :
: Positions                                                                                                    :
:   14,314    12,971     5,422     3,690     2,063         0     3,597         0       752       137       933 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:   -1,903    -1,362      -260      -369      -490         0      -282         0       132       -53      -266 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.9      55.2      23.1      15.7       8.8       0.0      15.3       0.0       3.2       0.6       4.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       22        27         9         8        11         0         .         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                        :
CFTC Code #86565D                                                    Open Interest is     4,370                :
: Positions                                                                                                    :
:    3,317     1,533       614       514       143         0     1,866         0       264       160         0 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:       38       -98         4    -1,622      -111         0       156         0    -1,644         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.9      35.1      14.1      11.8       3.3       0.0      42.7       0.0       6.0       3.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        5         8         .         5         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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    11,603                :
: Positions                                                                                                    :
:    8,798     7,073       257     3,083        71     1,679       585       500       135       164       112 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:   -1,584    -1,014       179      -546      -161       179       219      -293       -83        38       -38 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      61.0       2.2      26.6       0.6      14.5       5.0       4.3       1.2       1.4       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       23        20         .         8         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                            :
CFTC Code #86765C                                                    Open Interest is    32,840                :
: Positions                                                                                                    :
:   14,515    16,666     3,460     9,636     3,043        25     2,201       175    10,771        75       641 :
:                                                                                                              :
: Changes from:     November 29, 2011                                                                          :
:   -1,422    -1,293       151      -499      -875       -25       201      -225      -408       -75       -35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.2      50.7      10.5      29.3       9.3       0.1       6.7       0.5      32.8       0.2       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       15        23         8        10         9         .         .         .         5         .         4 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated December 9, 2011