```
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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    38,740                :
: Positions                                                                                                    :
:   26,324    33,122     6,696       613     4,366         0         0         0       959         0       304 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:   -7,163    -6,579       763      -690    -1,542         0         0         0    -1,007       -75       146 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.0      85.5      17.3       1.6      11.3       0.0       0.0       0.0       2.5       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       32        30         9         5        11         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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     8,087                :
: Positions                                                                                                    :
:    6,474     6,237       835     1,132       603         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:     -909    -1,833      -917        44       140         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.1      77.1      10.3      14.0       7.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        21         .         5         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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     9,839                :
: Positions                                                                                                    :
:    4,698     5,331     1,452       431     2,298         0         0         0       110       322       166 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:     -757      -767       113        95       -93         0         0         0       110       -59       -36 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.7      54.2      14.8       4.4      23.4       0.0       0.0       0.0       1.1       3.3       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       18        24         6         5        11         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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     6,029                :
: Positions                                                                                                    :
:    3,196     3,926       740       215       998         0         0         0       533         5       123 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:     -826    -1,532      -623       -50       -76         0         0         0       -29       -40        49 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.0      65.1      12.3       3.6      16.6       0.0       0.0       0.0       8.8       0.1       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       34        37         9         5        12         0         0         0         7         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #02165H                                                    Open Interest is     3,562                :
: Positions                                                                                                    :
:    1,964     1,720       315       100       356         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:     -343      -190        32       -35       -50         0         0         0       -15         0       -48 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      48.3       8.8       2.8      10.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       14        15         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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     2,517                :
: Positions                                                                                                    :
:    1,066     1,477       182       198       352         0         0         0       285       209         0 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:     -333      -270        56         7       -62         0         0         0        -4       -40        -4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.4      58.7       7.2       7.9      14.0       0.0       0.0       0.0      11.3       8.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        11         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                       :
CFTC Code #02165K                                                    Open Interest is     1,840                :
: Positions                                                                                                    :
:      784     1,046       159        19       298         0         0         0        25       169        81 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:       18      -250      -294      -105       -25         0         0         0         0       114        36 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.6      56.8       8.6       1.0      16.2       0.0       0.0       0.0       1.4       9.2       4.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        13         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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     6,531                :
: Positions                                                                                                    :
:    4,858     5,638     1,097        80       531         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:   -1,223    -1,905      -677       -20      -140         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.4      86.3      16.8       1.2       8.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        13         6         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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    17,363                :
: Positions                                                                                                    :
:   12,713    12,419     2,354     1,533     2,106         0         0         0         0     1,115       190 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:   -3,827    -2,880        61       221      -877         0         0         0         0    -1,107       100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      71.5      13.6       8.8      12.1       0.0       0.0       0.0       0.0       6.4       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       13        16         6         4         9         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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   329,440                :
: Positions                                                                                                    :
:  128,636   189,013    62,830     6,657    17,180    26,837    17,383    28,424    10,227    21,943    18,179 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:   -2,473    -3,518       242    -2,177    -1,365    -3,325       726     5,249       893     1,079       771 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.0      57.4      19.1       2.0       5.2       8.1       5.3       8.6       3.1       6.7       5.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   170                     :
:       52        69        16         6        15        20        18        22        10        19        26 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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    11,025                :
: Positions                                                                                                    :
:    8,430     6,093     1,290     3,950       725       300         0         0       200       170         0 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:   -1,652    -3,376    -1,188       760    -1,035         0         0         0       145      -104      -340 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.5      55.3      11.7      35.8       6.6       2.7       0.0       0.0       1.8       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       29        28         5         6         7         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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     6,256                :
: Positions                                                                                                    :
:    4,535     4,695     1,000       336       250       111       300         0       300       615         0 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:     -500      -110        75      -446      -105       -75       120      -120         0       -91       -44 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      75.0      16.0       5.4       4.0       1.8       4.8       0.0       4.8       9.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       15         9         4         .         .         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CBT ETHANOL - CHICAGO BOARD OF TRADE   (CONTRACTS OF 29,000 U.S. GALLONS)                                      :
CFTC Code #025601                                                    Open Interest is     8,872                :
: Positions                                                                                                    :
:    6,601     6,599        18       868        71       593        62       163       521       213       423 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:     -283       187        17        53       -26        86        -9         9       222      -127      -343 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.4      74.4       0.2       9.8       0.8       6.7       0.7       1.8       5.9       2.4       4.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        20         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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    16,050                :
: Positions                                                                                                    :
:   14,822    13,652         0       534       435       200         0         0       157     1,029       230 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:     -666    -1,120      -196       110       154         0         0         0      -112       129        89 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.3      85.1       0.0       3.3       2.7       1.2       0.0       0.0       1.0       6.4       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       34        33         0         .         .         .         0         0         .         6         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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   436,829                :
: Positions                                                                                                    :
:  122,009   150,322    59,327    56,838    98,333    31,368    13,182    19,330     8,717     9,422    71,700 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:    2,080     4,325     5,293       169     1,208     2,201    -1,042     1,347    -2,046     2,806     9,563 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.9      34.4      13.6      13.0      22.5       7.2       3.0       4.4       2.0       2.2      16.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   130                     :
:       36        38        19        12        29        17         8        16        10        19        28 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 1,431,783                :
: Positions                                                                                                    :
:  221,038   348,599   223,686   210,510   248,511   211,402    85,309   178,816   104,191   122,120   176,087 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:   29,122    10,182      -168    -5,894     1,040    -4,022    11,419    14,882      -588    13,493     7,790 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.4      24.3      15.6      14.7      17.4      14.8       6.0      12.5       7.3       8.5      12.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   345                     :
:       51        55        25        21        40        63        52        63        51        56        81 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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   205,743                :
: Positions                                                                                                    :
:   42,004    32,817    43,960    79,497    30,858     1,395         0         0    46,746    17,550     5,784 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:   -3,001       606    -4,054    -1,892    -1,895       378         0       -64    -6,997    -7,325       918 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.4      16.0      21.4      38.6      15.0       0.7       0.0       0.0      22.7       8.5       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:        6         7         7         9        12         .         0         0         5         7         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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    15,253                :
: Positions                                                                                                    :
:    8,727     8,442     3,514     2,995     2,442         0       500         0       225       549       325 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:   -4,515    -2,985       259    -1,907      -590       -38        75       -75      -275       248      -373 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.2      55.3      23.0      19.6      16.0       0.0       3.3       0.0       1.5       3.6       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       22        21         7         7         8         0         .         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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    82,158                :
: Positions                                                                                                    :
:    9,925     3,747    35,080    24,401    19,783     2,850    10,369     9,919         0     6,875     1,777 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:        0         0       311       432       658      -497       920       687         0    -1,140       850 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.1       4.6      42.7      29.7      24.1       3.5      12.6      12.1       0.0       8.4       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:        5         4        11        10        17         4         5         9         0         5         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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    41,687                :
: Positions                                                                                                    :
:    1,439     3,327    16,115     9,079    13,195     2,519     4,916     3,794         0     3,048     1,394 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:        0         0     2,836    -2,142     1,753      -343     4,241       584         0       526       350 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      3.5       8.0      38.7      21.8      31.7       6.0      11.8       9.1       0.0       7.3       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:        .         4         9         5        13         4         4         5         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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    14,180                :
: Positions                                                                                                    :
:    3,165     1,630     4,135     9,825     2,400     4,350         0         0         0       150         0 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:     -695      -700       100         5      -965      -100         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.3      11.5      29.2      69.3      16.9      30.7       0.0       0.0       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        8         7         6         6         4         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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   271,347                :
: Positions                                                                                                    :
:  110,725   171,348    29,447    10,235    15,922    49,708    13,469    23,123    14,437    11,974    11,542 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:    1,078     3,091      -945        36      -685         9    -2,235     3,170      -984    -1,967     2,120 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.8      63.1      10.9       3.8       5.9      18.3       5.0       8.5       5.3       4.4       4.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   183                     :
:       47        63        16         7        15        46        14        27        14        10        24 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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    22,061                :
: Positions                                                                                                    :
:    6,367    14,317       462     1,092       230     2,088         0       201     6,089       280        72 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:   -1,055    -4,644         8       760      -334      -812         0        75        24         0       -76 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.9      64.9       2.1       4.9       1.0       9.5       0.0       0.9      27.6       1.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        7        13         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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     5,048                :
: Positions                                                                                                    :
:    2,600     3,513     1,604       678       711         0         0         0       100         0         0 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:   -1,390      -209       713      -362      -472         0         0         0      -114      -250         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.5      69.6      31.8      13.4      14.1       0.0       0.0       0.0       2.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       16        17         7         .         6         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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    46,633                :
: Positions                                                                                                    :
:   38,965    23,413     3,688    19,292     2,787       300       975        25         0         0         0 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:   -5,958    -7,833      -781       914    -1,966      -100        50        25         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.6      50.2       7.9      41.4       6.0       0.6       2.1       0.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       31        23         6         7         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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    14,952                :
: Positions                                                                                                    :
:   10,650     9,807     3,537     4,175       645         0       300         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:   -2,736    -3,447      -301       110         0         0       300         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      65.6      23.7      27.9       4.3       0.0       2.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       11        15         9         .         4         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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     4,185                :
: Positions                                                                                                    :
:    3,095     1,205       850       660       195         0         0         0         0     2,125         0 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:   -1,115      -250        27       240      -155         0      -108         0       -25      -950       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.0      28.8      20.3      15.8       4.7       0.0       0.0       0.0       0.0      50.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       15         7         5         .         .         0         0         0         0         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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     5,670                :
: Positions                                                                                                    :
:    2,495     3,772     1,494       630     1,140         0         0         0       194         0        38 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:   -1,372    -1,368      -394      -671      -207       -78         0         0      -405         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.0      66.5      26.3      11.1      20.1       0.0       0.0       0.0       3.4       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        9        10         6         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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    19,365                :
: Positions                                                                                                    :
:   12,361     9,527     3,198     4,185     2,317         0     2,187         0       776       406       619 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:   -1,546    -1,200        -4      -149      -604       -50       -67       -40      -326      -510        56 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.8      49.2      16.5      21.6      12.0       0.0      11.3       0.0       4.0       2.1       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       21        24        10         8        11         0         .         0         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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    12,286                :
: Positions                                                                                                    :
:    9,995     7,810        66     3,596       341     1,215         0       339        51         0       150 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:     -590      -818      -190        39        89      -197      -115         0        51       -19       -51 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      63.6       0.5      29.3       2.8       9.9       0.0       2.8       0.4       0.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       21        21         .         8         5         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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    30,596                :
: Positions                                                                                                    :
:   11,040    17,197     3,605     7,557     3,743     1,890         0        60     9,303       688       685 :
:                                                                                                              :
: Changes from:     September 27, 2011                                                                         :
:      629      -929      -641     1,425      -803       421         0       -85       -88      -295      -140 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.1      56.2      11.8      24.7      12.2       6.2       0.0       0.2      30.4       2.2       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       15        18         7         9        11         .         0         .         6         .         4 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated October 7, 2011