```
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 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    40,694                :
: Positions                                                                                                    :
:   28,896    30,893     8,725     5,338     2,252         0         0         0       532     1,813       222 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:   -8,453    -3,628    -1,008    -1,327      -272         0         0         0       -45    -4,575       137 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      75.9      21.4      13.1       5.5       0.0       0.0       0.0       1.3       4.5       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       26        32         8         8        14         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 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    18,294                :
: Positions                                                                                                    :
:   12,889    16,123     3,732       462     1,549         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:   -2,912    -3,975    -1,075         4      -305         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.5      88.1      20.4       2.5       8.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       19        23         5         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 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     9,585                :
: Positions                                                                                                    :
:    5,383     5,968       596       308     1,655         0         0         0       208       152       254 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:     -530    -1,293      -154      -174      -232         0         0         0      -987      -193       -26 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.2      62.3       6.2       3.2      17.3       0.0       0.0       0.0       2.2       1.6       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       20        25         8         4        12         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                   :
CFTC Code #02165G                                                    Open Interest is     7,272                :
: Positions                                                                                                    :
:    3,863     5,741     1,482        42       564         0         0         0       778       130       290 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:   -1,187    -1,288      -168       -49       -31         0         0         0        94       -30      -183 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.1      78.9      20.4       0.6       7.8       0.0       0.0       0.0      10.7       1.8       4.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       37        45        13         .        13         0         0         0         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 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     3,164                :
: Positions                                                                                                    :
:      867     1,171       261       572       401        75         0         0       350       116       454 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:     -293      -512        11      -190       -24      -230         0       -10       -35       104       -89 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.4      37.0       8.2      18.1      12.7       2.4       0.0       0.0      11.1       3.7      14.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10        12         .         4         6         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 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     1,964                :
: Positions                                                                                                    :
:      909     1,297       391       186       177         0         0         0        45        35         0 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:     -346      -465       -66        77       -74         0         0         0        20        20       -80 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.3      66.0      19.9       9.5       9.0       0.0       0.0       0.0       2.3       1.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        16         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 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    15,291                :
: Positions                                                                                                    :
:    7,599    10,771     6,824     3,465       455         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:   -2,155    -4,753    -1,513       305      -135         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.7      70.4      44.6      22.7       3.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        15         .         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 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   306,312                :
: Positions                                                                                                    :
:   95,486   191,015    59,742     2,993    16,178    47,568    18,261    20,495    13,411    20,392     9,988 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:    7,057     7,401       233       -27       754      -845    -3,096     3,047        25     1,012    -3,862 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.2      62.4      19.5       1.0       5.3      15.5       6.0       6.7       4.4       6.7       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   162                     :
:       48        61        16         .        14        42         9        19        13        12        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 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    15,152                :
: Positions                                                                                                    :
:    8,766    10,483     2,921       885     2,396         0         0       100       480       784        70 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:   -2,995    -3,151      -749      -557      -208      -150         0         0       310       124      -310 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.9      69.2      19.3       5.8      15.8       0.0       0.0       0.7       3.2       5.2       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       31        36         9         4        11         0         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #02265T                                                    Open Interest is     7,811                :
: Positions                                                                                                    :
:    4,295     5,056     2,091     1,475       350       180         0         0       350       385       245 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:      300       600         0         0         0       180      -300         0         0       180         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.0      64.7      26.8      18.9       4.5       2.3       0.0       0.0       4.5       4.9       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       14        10         7         5         5         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 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     7,862                :
: Positions                                                                                                    :
:    5,738     5,784        83       461       172       414       297       345       645       301       100 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:     -529      -344        60        45         3        90        92        56       209        36      -267 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      73.6       1.1       5.9       2.2       5.3       3.8       4.4       8.2       3.8       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        23         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 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    11,606                :
: Positions                                                                                                    :
:   10,625    10,509       419       221       273        30         0        40         0       422        21 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:      604       678         8       125        44        30         0        40         0      -111        21 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.5      90.5       3.6       1.9       2.4       0.3       0.0       0.3       0.0       3.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       23        27         .         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 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     2,117                :
: Positions                                                                                                    :
:    1,443     1,189         0        82         3        56        90         6         0         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:     -457      -405         0        82         3         6         0       -18         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.2      56.2       0.0       3.9       0.1       2.6       4.3       0.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       15        16         0         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 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     1,440                :
: Positions                                                                                                    :
:      799       772        84        50        51         0         0         0        25         0        10 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:     -253      -318       -40         1         0         0         0         0       -67       -33       -11 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.5      53.6       5.8       3.5       3.5       0.0       0.0       0.0       1.7       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       14        14         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 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   558,791                :
: Positions                                                                                                    :
:  186,691   217,902    65,256    56,128   123,124    42,766     5,873    38,450    10,325    25,308    72,800 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:   -7,145   -20,509    -5,974    -2,521     5,250     2,422    -3,423     1,754    -5,180     6,608    -4,224 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.4      39.0      11.7      10.0      22.0       7.7       1.1       6.9       1.8       4.5      13.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   134                     :
:       37        40        15        12        26        20         7        18        14        19        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 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 1,572,544                :
: Positions                                                                                                    :
:  214,667   458,960   208,857   281,628   251,708   301,202    26,967   175,558   108,615   107,268   207,898 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:   -3,854    -6,450    -5,447    -5,456    13,351     7,318     1,705     1,860     3,457     5,375    -8,221 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.7      29.2      13.3      17.9      16.0      19.2       1.7      11.2       6.9       6.8      13.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   364                     :
:       50        56        21        27        37        88        33        72        59        57       101 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 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   223,859                :
: Positions                                                                                                    :
:   57,647    35,418    38,146    66,527    33,145       420         0       769    43,762    17,488     8,307 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:    2,854      -630       -27     1,571       409      -342         0       250     1,311     2,956        -6 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.8      15.8      17.0      29.7      14.8       0.2       0.0       0.3      19.5       7.8       3.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:        7         7         7         7        13         .         0         .         5         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 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    33,955                :
: Positions                                                                                                    :
:   14,257    16,745     8,150     5,182    10,854         0        98       200       340       614       100 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:      227       980       800       682       400         0         0         0        75      -560         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.0      49.3      24.0      15.3      32.0       0.0       0.3       0.6       1.0       1.8       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       21        24         9         8         9         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 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    89,704                :
: Positions                                                                                                    :
:    9,047     3,958    36,860    17,177    27,439     6,889    22,621     2,533         0     7,917     2,770 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:     -100         0      -201     1,335       170     1,307       300       800         0        -2         1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.1       4.4      41.1      19.1      30.6       7.7      25.2       2.8       0.0       8.8       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:        6         5        13         7        16         6         6         8         0         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 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    33,272                :
: Positions                                                                                                    :
:      950     3,416     7,476    11,021     9,540     5,598     1,761     2,197     1,133         0     2,130 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:        0         0       740      -902        -9        -8     1,708       232        45         0       -24 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      2.9      10.3      22.5      33.1      28.7      16.8       5.3       6.6       3.4       0.0       6.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        .         4         8         5        11         4         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 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    12,545                :
: Positions                                                                                                    :
:    3,839     3,855     2,845     4,204     4,036     1,675       369         0       114         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:        0        75       375       300       -75         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.6      30.7      22.7      33.5      32.2      13.4       2.9       0.0       0.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:        6         9         7         8         9         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 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   274,371                :
: Positions                                                                                                    :
:   99,638   206,664    38,377     8,042    14,128    63,861     8,377    11,837    14,511     6,689     5,716 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:   -5,017    -3,610      -802       188       -48     3,515    -2,408    -1,226       -56     2,653    -1,142 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.3      75.3      14.0       2.9       5.1      23.3       3.1       4.3       5.3       2.4       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   192                     :
:       50        71        16         6        16        61         8        25        15         7        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 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    25,123                :
: Positions                                                                                                    :
:   12,796    16,767     3,045     1,934       175     2,325       461       114     1,795       390       492 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:      -84     2,634        96       165       115         0         0         0     1,698      -142      -678 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.9      66.7      12.1       7.7       0.7       9.3       1.8       0.5       7.1       1.6       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        15         4         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                               :
CFTC Code #26265D                                                    Open Interest is     4,868                :
: Positions                                                                                                    :
:    3,016     4,133       764        75       460         0         0         0       460        50       150 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:   -1,315    -1,907      -599      -129      -114         0         0         0       -90        50      -260 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.0      84.9      15.7       1.5       9.4       0.0       0.0       0.0       9.4       1.0       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       13        16         4         .         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 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    51,317                :
: Positions                                                                                                    :
:   39,627    31,976     5,627    12,052     4,752       647     2,281         8         0         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:   -5,347    -3,563      -947    -2,076    -1,059       338      -224        -1         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.2      62.3      11.0      23.5       9.3       1.3       4.4       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       28        27         9         7         7         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 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    20,245                :
: Positions                                                                                                    :
:   17,619    16,780     2,036     2,875       590         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:   -1,924    -2,263      -319        20       -45         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.0      82.9      10.1      14.2       2.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10        13         6         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 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     7,810                :
: Positions                                                                                                    :
:    4,002     2,978     2,646       525       682         0       225        50        50     3,300        50 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:     -600      -407      -187        10      -160         0         0       -50       -50      -450         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.2      38.1      33.9       6.7       8.7       0.0       2.9       0.6       0.6      42.3       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       15        18         7         .         7         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 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    13,507                :
: Positions                                                                                                    :
:    9,407     8,630       755     2,896     1,628         0        50        40     1,345         0        90 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:   -4,281    -7,604      -428    -1,196      -631         0        40       -40    -4,232         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.6      63.9       5.6      21.4      12.1       0.0       0.4       0.3      10.0       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       16        12         5         6         8         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #86565C                                                    Open Interest is    16,002                :
: Positions                                                                                                    :
:    7,297     6,675     3,237     4,276     2,096     1,653         0        74       822     2,048       564 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:      634       416     1,326    -1,058      -870       300         0      -300    -3,030      -128         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.6      41.7      20.2      26.7      13.1      10.3       0.0       0.5       5.1      12.8       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       19        17         5        11        12         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 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    10,390                :
: Positions                                                                                                    :
:    7,395     6,418       513     2,449       645     1,021         0         0         0       326       150 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:      249       537        90       -80        99       396         0         0         0       179       -81 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      61.8       4.9      23.6       6.2       9.8       0.0       0.0       0.0       3.1       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        20         4         5         5         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                            :
CFTC Code #86765C                                                    Open Interest is    31,759                :
: Positions                                                                                                    :
:    6,433    21,379     7,186     2,408     5,441     2,709         0       100     8,262     1,003     1,152 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:     -255        18         0      -351        50       375      -186        50      -453       150         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.3      67.3      22.6       7.6      17.1       8.5       0.0       0.3      26.0       3.2       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       13        17        12         7        14         4         0         .         6         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #967654                                                    Open Interest is    16,978                :
: Positions                                                                                                    :
:   10,344    11,710     1,768       807       603     1,525         0       303         0         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:      953       265      -513       -87       286        13      -309       -13         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.9      69.0      10.4       4.8       3.6       9.0       0.0       1.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        13         .         .         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated March 11, 2011