```
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    40,862:    29,027     31,144      8,689      5,202      2,235          0          0          0        532      1,828        282:       97       171
Old  :    40,862:    29,027     31,144      8,689      5,202      2,235          0          0          0        532      1,828        282:       97       171
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :       168:       131        251        -36       -136        -17          0          0          0          0         15         60:       30        -5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.0       76.2       21.3       12.7        5.5        0.0        0.0        0.0        1.3        4.5        0.7:      0.2       0.4
Old  :     100.0:      71.0       76.2       21.3       12.7        5.5        0.0        0.0        0.0        1.3        4.5        0.7:      0.2       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        57:        26         31          8          8         14          0          0          0          .          .          .:
Old  :        57:        26         31          8          8         14          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       34.3       52.8       54.0       24.9       24.3       36.8       33.3
Old  :                 33.3       34.3       52.8       54.0       24.9       24.3       36.8       33.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-02165B
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    17,841:    12,312     15,646      3,832        462      1,573          0          0          0          0          0          0:      124       160
Old  :    17,841:    12,312     15,646      3,832        462      1,573          0          0          0          0          0          0:      124       160
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :      -453:      -577       -477        100          0         24          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.0       87.7       21.5        2.6        8.8        0.0        0.0        0.0        0.0        0.0        0.0:      0.7       0.9
Old  :     100.0:      69.0       87.7       21.5        2.6        8.8        0.0        0.0        0.0        0.0        0.0        0.0:      0.7       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        19         23          5          .          5          0          0          0          0          0          0:
Old  :        36:        19         23          5          .          5          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       48.7       69.1       77.0       39.0       45.4       62.8       65.5
Old  :                 42.1       48.7       69.1       77.0       39.0       45.4       62.8       65.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165E
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    10,130:     5,837      6,406        435        324      1,632          0          0          0        205        172        281:    1,740     1,315
Old  :    10,130:     5,837      6,406        435        324      1,632          0          0          0        205        172        281:    1,740     1,315
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :       545:       454        438       -161         16        -23          0          0          0         -3         20         27:      251        67
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.6       63.2        4.3        3.2       16.1        0.0        0.0        0.0        2.0        1.7        2.8:     17.2      13.0
Old  :     100.0:      57.6       63.2        4.3        3.2       16.1        0.0        0.0        0.0        2.0        1.7        2.8:     17.2      13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        22         27          7          4         11          0          0          0          .          .          .:
Old  :        44:        22         27          7          4         11          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       24.9       51.3       40.1       22.6       14.4       29.8       21.8
Old  :                 34.2       24.9       51.3       40.1       22.6       14.4       29.8       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-02165G
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     7,725:     3,884      6,020      1,759         42        590          0          0          0        878        240        291:      323       542
Old  :     7,725:     3,884      6,020      1,759         42        590          0          0          0        878        240        291:      323       542
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :       453:        21        279        277          0         26          0          0          0        100        110          1:       28        37
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.3       77.9       22.8        0.5        7.6        0.0        0.0        0.0       11.4        3.1        3.8:      4.2       7.0
Old  :     100.0:      50.3       77.9       22.8        0.5        7.6        0.0        0.0        0.0       11.4        3.1        3.8:      4.2       7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        72:        38         45         14          .         16          0          0          0          5          4          4:
Old  :        72:        38         45         14          .         16          0          0          0          5          4          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       21.2       43.1       32.7       24.1       20.4       35.4       28.3
Old  :                 29.2       21.2       43.1       32.7       24.1       20.4       35.4       28.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-02165I
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     3,271:       992      1,226        261        577        388         75          0          0        500        176        374:      681       530
Old  :     3,271:       992      1,226        261        577        388         75          0          0        500        176        374:      681       530
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :       107:       125         55          0          5        -13          0          0          0        150         60        -80:      -75        80
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.3       37.5        8.0       17.6       11.9        2.3        0.0        0.0       15.3        5.4       11.4:     20.8      16.2
Old  :     100.0:      30.3       37.5        8.0       17.6       11.9        2.3        0.0        0.0       15.3        5.4       11.4:     20.8      16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        11         12          .          4          6          .          0          0          .          .          .:
Old  :        26:        11         12          .          4          6          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.6       46.0       58.0       66.0       30.5       34.3       39.7       44.1
Old  :                 41.6       46.0       58.0       66.0       30.5       34.3       39.7       44.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165J
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     1,682:       802        695        143         25        183          0          0          0          0         30          0:      554       749
Old  :     1,682:       802        695        143         25        183          0          0          0          0         30          0:      554       749
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :      -376:      -451       -340         53       -191         58          0          0          0          0         30          0:      -36        67
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.7       41.3        8.5        1.5       10.9        0.0        0.0        0.0        0.0        1.8        0.0:     32.9      44.5
Old  :     100.0:      47.7       41.3        8.5        1.5       10.9        0.0        0.0        0.0        0.0        1.8        0.0:     32.9      44.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        11         10          4          .          4          0          0          0          0          .          0:
Old  :        20:        11         10          4          .          4          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       29.7       45.2       43.5       23.5       20.8       34.2       24.9
Old  :                 26.5       29.7       45.2       43.5       23.5       20.8       34.2       24.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-02165K
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     2,056:       954      1,402        381        176        187          0          0          0         45         30          0:      489       261
Old  :     2,056:       954      1,402        381        176        187          0          0          0         45         30          0:      489       261
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :        92:        45        105        -10        -10         10          0          0          0          0         -5          0:       47        -8
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.4       68.2       18.5        8.6        9.1        0.0        0.0        0.0        2.2        1.5        0.0:     23.8      12.7
Old  :     100.0:      46.4       68.2       18.5        8.6        9.1        0.0        0.0        0.0        2.2        1.5        0.0:     23.8      12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        16         15          .          .          .          0          0          0          .          .          0:
Old  :        26:        16         15          .          .          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       49.0       53.0       68.4       26.4       39.7       35.3       49.2
Old  :                 34.7       49.0       53.0       68.4       26.4       39.7       35.3       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-02165T
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 GALLONS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    15,301:     7,544     11,106      6,614      2,865        730          0          0          0          0          0          0:      413       600
Old  :    15,301:     7,544     11,106      6,614      2,865        730          0          0          0          0          0          0:      413       600
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :        10:       -55        335       -210       -600        275          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.3       72.6       43.2       18.7        4.8        0.0        0.0        0.0        0.0        0.0        0.0:      2.7       3.9
Old  :     100.0:      49.3       72.6       43.2       18.7        4.8        0.0        0.0        0.0        0.0        0.0        0.0:      2.7       3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        15         16          .          4          .          0          0          0          0          0          0:
Old  :        28:        15         16          .          4          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.2       52.2       82.4       79.7       64.6       41.7       72.7       65.4
Old  :                 66.2       52.2       82.4       79.7       64.6       41.7       72.7       65.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :   390,214:   122,137    223,754     65,639      5,254     30,416     51,273     17,315     22,080      9,782     21,702     40,895:   47,992    28,798
Old  :   390,214:   122,137    223,754     65,639      5,254     30,416     51,273     17,315     22,080      9,782     21,702     40,895:   47,992    28,798
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :     3,362:    -1,378      4,789      3,202      3,044       -146      4,981       -726     -2,239       -113        492     -1,573:      629      -278
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.3       57.3       16.8        1.3        7.8       13.1        4.4        5.7        2.5        5.6       10.5:     12.3       7.4
Old  :     100.0:      31.3       57.3       16.8        1.3        7.8       13.1        4.4        5.7        2.5        5.6       10.5:     12.3       7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       168:        51         62         19          4         19         43         10         21         11         12         19:
Old  :       168:        51         62         19          4         19         43         10         21         11         12         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       25.3       29.2       38.2       11.3       13.5       18.2       19.3
Old  :                 17.9       25.3       29.2       38.2       11.3       13.5       18.2       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-022653
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :   135,052:    57,284     66,752     14,846      1,335     21,697          0          0          0         47      5,848     36,208:    4,971     3,212
Old  :   135,052:    57,284     66,752     14,846      1,335     21,697          0          0          0         47      5,848     36,208:    4,971     3,212
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :    -3,626:    -1,380     -2,081        164        134       -865          0          0          0        -20        790     -1,411:     -113      -193
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.4       49.4       11.0        1.0       16.1        0.0        0.0        0.0        0.0        4.3       26.8:      3.7       2.4
Old  :     100.0:      42.4       49.4       11.0        1.0       16.1        0.0        0.0        0.0        0.0        4.3       26.8:      3.7       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         6          6          5          .          8          0          0          0          .          7          8:
Old  :        23:         6          6          5          .          8          0          0          0          .          7          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.5       64.0       79.2       82.0       11.0        9.4       11.4       12.2
Old  :                 58.5       64.0       79.2       82.0       11.0        9.4       11.4       12.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                  Code-02265J
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1000 BARRELS)                                                                                             :
     :          :    Positions                                                                                                           :
All  :    15,747:     9,061     10,978      3,221        935      2,296          0          0        100        400        754        300:      369       384
Old  :    15,747:     9,061     10,978      3,221        935      2,296          0          0        100        400        754        300:      369       384
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :       595:       295        495        300         50       -100          0          0          0        -80        -30        230:      -50       -50
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.5       69.7       20.5        5.9       14.6        0.0        0.0        0.6        2.5        4.8        1.9:      2.3       2.4
Old  :     100.0:      57.5       69.7       20.5        5.9       14.6        0.0        0.0        0.6        2.5        4.8        1.9:      2.3       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        73:        31         37         10          4         11          0          0          .          5          .          .:
Old  :        73:        31         37         10          4         11          0          0          .          5          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.7       25.0       49.6       39.8       24.2       20.9       36.8       32.0
Old  :                 31.7       25.0       49.6       39.8       24.2       20.9       36.8       32.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-02265T
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     7,856:     4,295      5,056      2,016      1,550        320        330          0          0        350        385        245:      300       300
Old  :     7,856:     4,295      5,056      2,016      1,550        320        330          0          0        350        385        245:      300       300
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :        45:         0          0        -75         75        -30        150          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.7       64.4       25.7       19.7        4.1        4.2        0.0        0.0        4.5        4.9        3.1:      3.8       3.8
Old  :     100.0:      54.7       64.4       25.7       19.7        4.1        4.2        0.0        0.0        4.5        4.9        3.1:      3.8       3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        14         10          7          5          5          .          0          0          .          .          .:
Old  :        34:        14         10          7          5          5          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.8       54.8       58.2       78.9       38.8       47.4       56.6       65.0
Old  :                 38.8       54.8       58.2       78.9       38.8       47.4       56.6       65.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                                                             Code-025601
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 29,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :     8,044:     5,690      5,966         41        479        212        492          0        360        593        322        317:      339       388
Old  :     8,044:     5,690      5,966         41        479        212        492          0        360        593        322        317:      339       388
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :       182:       -48        182        -42         18         40         78       -297         15        -52         21        217:      -26       -14
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.7       74.2        0.5        6.0        2.6        6.1        0.0        4.5        7.4        4.0        3.9:      4.2       4.8
Old  :     100.0:      70.7       74.2        0.5        6.0        2.6        6.1        0.0        4.5        7.4        4.0        3.9:      4.2       4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        17         20          .          .          .          .          0          .          4          .          4:
Old  :        35:        17         20          .          .          .          .          0          .          4          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.3       48.7       76.0       65.7       31.0       24.9       39.8       34.5
Old  :                 54.3       48.7       76.0       65.7       31.0       24.9       39.8       34.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-025651
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :    11,739:    10,898     10,558        363        234        230          0        115         60          0        382         26:      162       134
Old  :    11,739:    10,898     10,558        363        234        230          0        115         60          0        382         26:      162       134
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :       123:       273         49        -56         13        -43        -30        115         20          0        -40          5:      -46         4
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.8       89.9        3.1        2.0        2.0        0.0        1.0        0.5        0.0        3.3        0.2:      1.4       1.1
Old  :     100.0:      92.8       89.9        3.1        2.0        2.0        0.0        1.0        0.5        0.0        3.3        0.2:      1.4       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        24         27          .          .          .          0          .          .          0          .          .:
Old  :        38:        24         27          .          .          .          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       67.6       60.8       78.9       30.4       60.1       48.8       66.5
Old  :                 37.6       67.6       60.8       78.9       30.4       60.1       48.8       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-025652
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :     1,698:       981      1,412         59        155         75          0          0          0          0         55          0:      583         1
Old  :     1,698:       981      1,412         59        155         75          0          0          0          0         55          0:      583         1
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.8       83.2        3.5        9.1        4.4        0.0        0.0        0.0        0.0        3.2        0.0:     34.3       0.1
Old  :     100.0:      57.8       83.2        3.5        9.1        4.4        0.0        0.0        0.0        0.0        3.2        0.0:     34.3       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12         11          .          .          .          0          0          0          0          .          0:
Old  :        20:        12         11          .          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       64.4       50.8       86.5       23.3       57.7       36.2       67.6
Old  :                 30.2       64.4       50.8       86.5       23.3       57.7       36.2       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-03265A
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     2,267:     1,483      1,164          0         84          6          0         90          0          0          0          0:      778       923
Old  :     2,267:     1,483      1,164          0         84          6          0         90          0          0          0          0:      778       923
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :       150:        40        -25          0          2          3        -56          0         -6          0          0          0:      169       176
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.4       51.3        0.0        3.7        0.3        0.0        4.0        0.0        0.0        0.0        0.0:     34.3      40.7
Old  :     100.0:      65.4       51.3        0.0        3.7        0.3        0.0        4.0        0.0        0.0        0.0        0.0:     34.3      40.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        16         16          0          .          .          0          .          0          0          0          0:
Old  :        20:        16         16          0          .          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       20.7       53.5       36.9       24.7       17.4       31.9       24.8
Old  :                 35.9       20.7       53.5       36.9       24.7       17.4       31.9       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-03265C
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     1,542:       853        964         84         55         48          0          0          0         38          0         12:      507       463
Old  :     1,542:       853        964         84         55         48          0          0          0         38          0         12:      507       463
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :       102:        54        192          0          5         -3          0          0          0         13          0          2:       36       -94
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.3       62.5        5.4        3.6        3.1        0.0        0.0        0.0        2.5        0.0        0.8:     32.9      30.0
Old  :     100.0:      55.3       62.5        5.4        3.6        3.1        0.0        0.0        0.0        2.5        0.0        0.8:     32.9      30.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        16         16          .          .          .          0          0          0          .          0          .:
Old  :        22:        16         16          .          .          .          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       35.1       44.4       53.4       22.5       32.2       34.6       41.4
Old  :                 24.8       35.1       44.4       53.4       22.5       32.2       34.6       41.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                                                                      Code-067411
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   597,335:   187,480    222,448     63,100     58,306    133,812     40,941      5,314     51,204     12,796     18,562     82,576:   25,425    25,114
Old  :   597,335:   187,480    222,448     63,100     58,306    133,812     40,941      5,314     51,204     12,796     18,562     82,576:   25,425    25,114
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :   -10,738:    -9,475     -6,062     -3,707      2,510      1,263      3,665     -1,353      1,100      2,626     -2,711    -10,014:    3,804     4,529
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.4       37.2       10.6        9.8       22.4        6.9        0.9        8.6        2.1        3.1       13.8:      4.3       4.2
Old  :     100.0:      31.4       37.2       10.6        9.8       22.4        6.9        0.9        8.6        2.1        3.1       13.8:      4.3       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       127:        36         38         14         12         25         20          8         18         15         13         29:
Old  :       127:        36         38         14         12         25         20          8         18         15         13         29:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       15.8       33.3       28.2        9.9        8.8       15.1       14.9
Old  :                 21.7       15.8       33.3       28.2        9.9        8.8       15.1       14.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  : 2,998,986:   362,142    603,308    218,458    353,894    797,086    293,715     22,753    350,697    111,935     64,941    733,174:  131,780    73,135
Old  : 2,998,986:   362,142    603,308    218,458    353,894    797,086    293,715     22,753    350,697    111,935     64,941    733,174:  131,780    73,135
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :  -101,351:   -11,442    -25,554     -8,261     -8,661    -28,481    -37,944      2,725     13,431      3,251     -7,098    -40,676:    8,771    -7,037
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.1       20.1        7.3       11.8       26.6        9.8        0.8       11.7        3.7        2.2       24.4:      4.4       2.4
Old  :     100.0:      12.1       20.1        7.3       11.8       26.6        9.8        0.8       11.7        3.7        2.2       24.4:      4.4       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       439:        52         57         19         29         44        115         41         99        114         51        133:
Old  :       439:        52         57         19         29         44        115         41         99        114         51        133:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       14.8       26.7       26.2        7.6        6.5       10.4       10.9
Old  :                 17.5       14.8       26.7       26.2        7.6        6.5       10.4       10.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-067657
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   266,961:    49,948    139,149      3,892     25,751     19,821      1,872     25,195     20,996    138,956      4,419     29,815:    1,661     1,814
Old  :   266,961:    49,948    139,149      3,892     25,751     19,821      1,872     25,195     20,996    138,956      4,419     29,815:    1,661     1,814
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :     7,009:     2,675        385        108      2,349      2,331       -134      3,025        444      1,956       -813         37:     -408      -748
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.7       52.1        1.5        9.6        7.4        0.7        9.4        7.9       52.1        1.7       11.2:      0.6       0.7
Old  :     100.0:      18.7       52.1        1.5        9.6        7.4        0.7        9.4        7.9       52.1        1.7       11.2:      0.6       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        51:        16         18          .          9         11          .          9          6          5          4          7:
Old  :        51:        16         18          .          9         11          .          9          6          5          4          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.6       47.9       80.7       66.2       57.5       42.5       62.2       51.6
Old  :                 70.6       47.9       80.7       66.2       57.5       42.5       62.2       51.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06765A
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   223,757:    56,675     33,760     44,770     64,087     29,661        420          0        769     44,258     21,557      8,686:   38,518    65,237
Old  :   223,757:    56,675     33,760     44,770     64,087     29,661        420          0        769     44,258     21,557      8,686:   38,518    65,237
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :      -102:      -972     -1,658      6,624     -2,440     -3,484          0          0          0        496      4,069        379:   -3,145     3,032
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.3       15.1       20.0       28.6       13.3        0.2        0.0        0.3       19.8        9.6        3.9:     17.2      29.2
Old  :     100.0:      25.3       15.1       20.0       28.6       13.3        0.2        0.0        0.3       19.8        9.6        3.9:     17.2      29.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:         6          6          8          6         13          .          0          .          5          5          6:
Old  :        33:         6          6          8          6         13          .          0          .          5          5          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       25.7       61.4       44.5       43.8       23.6       55.8       39.6
Old  :                 45.5       25.7       61.4       44.5       43.8       23.6       55.8       39.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06765B
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   139,530:    11,837     11,125     11,006     42,499     53,877     26,070        224     15,285      4,026        865     11,261:    6,169     4,395
Old  :   139,530:    11,837     11,125     11,006     42,499     53,877     26,070        224     15,285      4,026        865     11,261:    6,169     4,395
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :   -15,463:    -1,182     -1,444       -671     -3,647     -7,049     -3,554        180     -1,864        115       -606        220:   -1,478    -1,252
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.5        8.0        7.9       30.5       38.6       18.7        0.2       11.0        2.9        0.6        8.1:      4.4       3.1
Old  :     100.0:       8.5        8.0        7.9       30.5       38.6       18.7        0.2       11.0        2.9        0.6        8.1:      4.4       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        63:         7          7          7         11         15         14          .         12         12          7         17:
Old  :        63:         7          7          7         11         15         14          .         12         12          7         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       48.0       51.8       68.7       18.2       25.8       25.6       31.4
Old  :                 32.0       48.0       51.8       68.7       18.2       25.8       25.6       31.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06765C
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   627,837:   114,924     94,075     45,834    106,969    294,921          0      1,418     11,804     43,688      2,297     99,273:   17,392    17,080
Old  :   627,837:   114,924     94,075     45,834    106,969    294,921          0      1,418     11,804     43,688      2,297     99,273:   17,392    17,080
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :   -51,112:   -11,688     -9,771     -4,352    -12,584    -16,380          0       -601     -1,863     -7,513        237     -8,743:     -573    -1,407
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.3       15.0        7.3       17.0       47.0        0.0        0.2        1.9        7.0        0.4       15.8:      2.8       2.7
Old  :     100.0:      18.3       15.0        7.3       17.0       47.0        0.0        0.2        1.9        7.0        0.4       15.8:      2.8       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:         9          9          8         19         27          0          .          .         11          .         12:
Old  :        49:         9          9          8         19         27          0          .          .         11          .         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       26.8       50.6       43.1        9.1        6.5       13.5       11.9
Old  :                 33.3       26.8       50.6       43.1        9.1        6.5       13.5       11.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06765G
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    38,120:    15,892     18,905      8,875      5,382     12,479          0         98        200        340        614        100:      234       342
Old  :    38,120:    15,892     18,905      8,875      5,382     12,479          0         98        200        340        614        100:      234       342
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :     4,165:     1,635      2,160        725        200      1,625          0          0          0          0          0          0:      180       180
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.7       49.6       23.3       14.1       32.7        0.0        0.3        0.5        0.9        1.6        0.3:      0.6       0.9
Old  :     100.0:      41.7       49.6       23.3       14.1       32.7        0.0        0.3        0.5        0.9        1.6        0.3:      0.6       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        22         26          9          8          9          0          .          .          .          .          .:
Old  :        54:        22         26          9          8          9          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       45.7       67.0       64.1       19.2       21.6       27.8       28.1
Old  :                 47.9       45.7       67.0       64.1       19.2       21.6       27.8       28.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-06765I
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    89,119:     9,082      3,989     39,516     18,514     26,254      5,582     21,498      1,731          0      8,694      2,770:    4,184     5,669
Old  :    89,119:     9,082      3,989     39,516     18,514     26,254      5,582     21,498      1,731          0      8,694      2,770:    4,184     5,669
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :      -585:        35         31      2,656      1,337     -1,185     -1,307     -1,123       -802          0        777          0:       18       380
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.2        4.5       44.3       20.8       29.5        6.3       24.1        1.9        0.0        9.8        3.1:      4.7       6.4
Old  :     100.0:      10.2        4.5       44.3       20.8       29.5        6.3       24.1        1.9        0.0        9.8        3.1:      4.7       6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:         6          5         12          8         16          5          5          6          0          5          4:
Old  :        42:         6          5         12          8         16          5          5          6          0          5          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.9       43.1       64.8       62.4       35.3       34.7       46.9       45.0
Old  :                 48.9       43.1       64.8       62.4       35.3       34.7       46.9       45.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                                                                   Code-06765J
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    33,896:       950      3,416      8,858     12,255     10,470      3,837         93      2,157      1,168          0      2,113:    4,343     3,392
Old  :    33,896:       950      3,416      8,858     12,255     10,470      3,837         93      2,157      1,168          0      2,113:    4,343     3,392
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :       624:         0          0      1,382      1,234        930     -1,761     -1,668        -40         35          0        -17:       95       185
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       2.8       10.1       26.1       36.2       30.9       11.3        0.3        6.4        3.4        0.0        6.2:     12.8      10.0
Old  :     100.0:       2.8       10.1       26.1       36.2       30.9       11.3        0.3        6.4        3.4        0.0        6.2:     12.8      10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:         .          4          7          6         11          4          .          .          .          0          .:
Old  :        25:         .          4          7          6         11          4          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       45.8       60.5       65.8       23.7       35.0       35.3       43.9
Old  :                 42.5       45.8       60.5       65.8       23.7       35.0       35.3       43.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                  Code-06765O
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    12,545:     3,839      3,855      2,845      4,204      4,036      1,675        369          0        114          0          0:       36        81
Old  :    12,545:     3,839      3,855      2,845      4,204      4,036      1,675        369          0        114          0          0:       36        81
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.6       30.7       22.7       33.5       32.2       13.4        2.9        0.0        0.9        0.0        0.0:      0.3       0.6
Old  :     100.0:      30.6       30.7       22.7       33.5       32.2       13.4        2.9        0.0        0.9        0.0        0.0:      0.3       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:         6          9          7          8          9          .          .          0          .          0          0:
Old  :        31:         6          9          7          8          9          .          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       55.1       78.3       79.6       43.1       44.2       56.4       58.1
Old  :                 51.6       55.1       78.3       79.6       43.1       44.2       56.4       58.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-06765T
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    20,233:     1,388      2,957        242      3,166      5,183      4,624      1,007      3,069      1,208      1,079      1,338:    3,182     2,435
Old  :    20,233:     1,388      2,957        242      3,166      5,183      4,624      1,007      3,069      1,208      1,079      1,338:    3,182     2,435
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :       595:        15        195       -602       -367        737        388        157      1,147       -370       -322       -598:     -122      -354
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.9       14.6        1.2       15.6       25.6       22.9        5.0       15.2        6.0        5.3        6.6:     15.7      12.0
Old  :     100.0:       6.9       14.6        1.2       15.6       25.6       22.9        5.0       15.2        6.0        5.3        6.6:     15.7      12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         .          .          .          5          7          5          .          6          .          .          .:
Old  :        22:         .          .          .          5          7          5          .          6          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.7       38.8       60.0       61.5       25.2       22.2       30.0       31.7
Old  :                 42.7       38.8       60.0       61.5       25.2       22.2       30.0       31.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-06765X
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     9,199:     1,077        905      2,223      1,130      4,577        272         30         89          0        909        356:      606     1,202
Old  :     9,199:     1,077        905      2,223      1,130      4,577        272         30         89          0        909        356:      606     1,202
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :    -3,068:      -422       -219       -816       -437       -585       -469       -763       -472       -101       -236        -74:     -130      -282
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.7        9.8       24.2       12.3       49.8        3.0        0.3        1.0        0.0        9.9        3.9:      6.6      13.1
Old  :     100.0:      11.7        9.8       24.2       12.3       49.8        3.0        0.3        1.0        0.0        9.9        3.9:      6.6      13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         .          .          5          5          9          .          .          .          0          5          .:
Old  :        21:         .          .          5          5          9          .          .          .          0          5          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.0       40.5       76.7       62.7       28.1       19.6       33.4       25.6
Old  :                 51.0       40.5       76.7       62.7       28.1       19.6       33.4       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-111659
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :   304,204:   109,353    213,270     39,902      7,954     20,860     61,927      5,399     15,237     13,233      8,763     17,563:   26,129    15,158
Old  :   304,204:   109,353    213,270     39,902      7,954     20,860     61,927      5,399     15,237     13,233      8,763     17,563:   26,129    15,158
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :    -4,756:    -1,365     -5,638       -103        790        937     -1,862     -2,919      2,537        459      2,204     -2,917:   -2,444       250
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.9       70.1       13.1        2.6        6.9       20.4        1.8        5.0        4.4        2.9        5.8:      8.6       5.0
Old  :     100.0:      35.9       70.1       13.1        2.6        6.9       20.4        1.8        5.0        4.4        2.9        5.8:      8.6       5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       193:        56         74         17          7         17         58          7         29         14         11         13:
Old  :       193:        56         74         17          7         17         58          7         29         14         11         13:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       25.8       32.9       37.6       11.8       11.4       19.1       18.7
Old  :                 22.8       25.8       32.9       37.6       11.8       11.4       19.1       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                Code-11165K
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :    29,071:    14,355     21,125      3,323      1,934        175      2,325        403        114      4,560        140        430:    3,789     4,750
Old  :    29,071:    14,355     21,125      3,323      1,934        175      2,325        403        114      4,560        140        430:    3,789     4,750
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :     3,948:     1,559      4,358        278          0          0          0        -58          0      2,765       -250        -62:     -592       -40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.4       72.7       11.4        6.7        0.6        8.0        1.4        0.4       15.7        0.5        1.5:     13.0      16.3
Old  :     100.0:      49.4       72.7       11.4        6.7        0.6        8.0        1.4        0.4       15.7        0.5        1.5:     13.0      16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        14         19          4          .          .          .          .          .          .          .          .:
Old  :        36:        14         19          4          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.8       42.7       57.6       63.1       39.7       40.3       55.5       59.2
Old  :                 41.8       42.7       57.6       63.1       39.7       40.3       55.5       59.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                Code-26265D
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     5,018:     2,934      4,083        814         75        660          0          0          0        460         50        150:        0         0
Old  :     5,018:     2,934      4,083        814         75        660          0          0          0        460         50        150:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :       150:       -82        -50         50          0        200          0          0          0          0          0          0:      -18         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.5       81.4       16.2        1.5       13.2        0.0        0.0        0.0        9.2        1.0        3.0:      0.0       0.0
Old  :     100.0:      58.5       81.4       16.2        1.5       13.2        0.0        0.0        0.0        9.2        1.0        3.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        14         18          4          .          6          0          0          0          .          .          .:
Old  :        34:        14         18          4          .          6          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       41.6       58.0       62.8       28.8       28.4       45.3       41.7
Old  :                 34.2       41.6       58.0       62.8       28.8       28.4       45.3       41.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022A13
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    53,555:    42,094     33,888      4,647     11,802      5,332        783      2,281          8          0          0          0:      691       244
Old  :    53,555:    42,094     33,888      4,647     11,802      5,332        783      2,281          8          0          0          0:      691       244
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :     2,238:     2,467      1,912       -980       -250        580        136          0          0          0          0          0:       35        -4
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.6       63.3        8.7       22.0       10.0        1.5        4.3        0.0        0.0        0.0        0.0:      1.3       0.5
Old  :     100.0:      78.6       63.3        8.7       22.0       10.0        1.5        4.3        0.0        0.0        0.0        0.0:      1.3       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        25         29          9          7          7          .          .          .          0          0          0:
Old  :        53:        25         29          9          7          7          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.5       55.1       69.2       72.9       44.1       39.4       50.5       53.2
Old  :                 50.5       55.1       69.2       72.9       44.1       39.4       50.5       53.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                 Code-022A18
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    11,880:     7,095     11,455      3,990          0        425          0          0          0          0          0          0:      370         0
Old  :    11,880:     7,095     11,455      3,990          0        425          0          0          0          0          0          0:      370         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.7       96.4       33.6        0.0        3.6        0.0        0.0        0.0        0.0        0.0        0.0:      3.1       0.0
Old  :     100.0:      59.7       96.4       33.6        0.0        3.6        0.0        0.0        0.0        0.0        0.0        0.0:      3.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        13          6          4          0          .          0          0          0          0          0          0:
Old  :        20:        13          6          4          0          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.4       96.8       85.8      100.0       55.8       93.1       79.5       93.1
Old  :                 60.4       96.8       85.8      100.0       55.8       93.1       79.5       93.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-86465A
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    20,585:    17,874     17,210      2,061      2,850        525          0          0          0          0          0          0:      125         0
Old  :    20,585:    17,874     17,210      2,061      2,850        525          0          0          0          0          0          0:      125         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :       340:       255        430         25        -25        -65          0          0          0          0          0          0:      125         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.8       83.6       10.0       13.8        2.6        0.0        0.0        0.0        0.0        0.0        0.0:      0.6       0.0
Old  :     100.0:      86.8       83.6       10.0       13.8        2.6        0.0        0.0        0.0        0.0        0.0        0.0:      0.6       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11         12          6          .          .          0          0          0          0          0          0:
Old  :        23:        11         12          6          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.8       81.9       92.5       97.7       75.8       69.5       81.3       81.9
Old  :                 82.8       81.9       92.5       97.7       75.8       69.5       81.3       81.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-86465C
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     7,922:     4,214      2,915      2,546        725        682          0        225         50         75      3,300         25:      330         0
Old  :     7,922:     4,214      2,915      2,546        725        682          0        225         50         75      3,300         25:      330         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :       112:       212        -63       -100        200          0          0          0          0         25          0        -25:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.2       36.8       32.1        9.2        8.6        0.0        2.8        0.6        0.9       41.7        0.3:      4.2       0.0
Old  :     100.0:      53.2       36.8       32.1        9.2        8.6        0.0        2.8        0.6        0.9       41.7        0.3:      4.2       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        15         20          7          .          7          0          .          .          .          .          .:
Old  :        42:        15         20          7          .          7          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.9       63.7       69.6       76.3       41.7       58.1       56.6       67.2
Old  :                 46.9       63.7       69.6       76.3       41.7       58.1       56.6       67.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-86565A
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    13,561:     9,351      8,669        755      2,746      1,778          0         50         40      1,320          0         90:      227       188
Old  :    13,561:     9,351      8,669        755      2,746      1,778          0         50         40      1,320          0         90:      227       188
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :        54:       -56         39          0       -150        150          0          0          0        -25          0          0:      -15        15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.0       63.9        5.6       20.2       13.1        0.0        0.4        0.3        9.7        0.0        0.7:      1.7       1.4
Old  :     100.0:      69.0       63.9        5.6       20.2       13.1        0.0        0.4        0.3        9.7        0.0        0.7:      1.7       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        16         11          5          6          8          0          .          .          .          0          .:
Old  :        32:        16         11          5          6          8          0          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       63.8       62.1       86.4       32.0       55.8       51.8       65.0
Old  :                 35.2       63.8       62.1       86.4       32.0       55.8       51.8       65.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-86565C
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    16,575:     7,794      7,036      3,258      4,302      2,198      1,624          0         74        822      2,164        546:      259       255
Old  :    16,575:     7,794      7,036      3,258      4,302      2,198      1,624          0         74        822      2,164        546:      259       255
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :       573:       497        361         21         26        102        -29          0          0          0        116        -18:        0       -14
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.0       42.4       19.7       26.0       13.3        9.8        0.0        0.4        5.0       13.1        3.3:      1.6       1.5
Old  :     100.0:      47.0       42.4       19.7       26.0       13.3        9.8        0.0        0.4        5.0       13.1        3.3:      1.6       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        51:        19         18          5         11         12          .          0          .          .          .          .:
Old  :        51:        19         18          5         11         12          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       37.5       48.2       58.8       27.7       36.2       46.1       52.9
Old  :                 28.2       37.5       48.2       58.8       27.7       36.2       46.1       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-86665A
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    11,489:     8,142      7,149        378      2,638        810      1,239          0         23          0        401        150:      747       318
Old  :    11,489:     8,142      7,149        378      2,638        810      1,239          0         23          0        401        150:      747       318
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :     1,099:       747        731       -135        189        165        218          0         23          0         75          0:       81       -84
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.9       62.2        3.3       23.0        7.1       10.8        0.0        0.2        0.0        3.5        1.3:      6.5       2.8
Old  :     100.0:      70.9       62.2        3.3       23.0        7.1       10.8        0.0        0.2        0.0        3.5        1.3:      6.5       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        20         21          .          6          6          .          0          .          0          .          .:
Old  :        36:        20         21          .          6          6          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.4       35.2       58.4       54.2       29.4       27.6       39.0       37.4
Old  :                 37.4       35.2       58.4       54.2       29.4       27.6       39.0       37.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-86765C
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    31,783:     6,355     21,601      7,336      2,258      5,543      2,334          0        100      8,487        853      1,152:      476       276
Old  :    31,783:     6,355     21,601      7,336      2,258      5,543      2,334          0        100      8,487        853      1,152:      476       276
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :        24:       -78        222        150       -150        102       -375          0          0        225       -150          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.0       68.0       23.1        7.1       17.4        7.3        0.0        0.3       26.7        2.7        3.6:      1.5       0.9
Old  :     100.0:      20.0       68.0       23.1        7.1       17.4        7.3        0.0        0.3       26.7        2.7        3.6:      1.5       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        56:        13         17         12          7         15          .          0          .          6          .          4:
Old  :        56:        13         17         12          7         15          .          0          .          6          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       54.6       49.8       69.2       26.7       49.9       45.7       64.4
Old  :                 29.1       54.6       49.8       69.2       26.7       49.9       45.7       64.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-967654
Disaggregated Commitments of Traders - Options and Futures Combined, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    17,969:    10,855     12,957      1,642        669        775      1,512        203        316          0          0          0:    2,869     3,049
Old  :    17,969:    10,855     12,957      1,642        669        775      1,512        203        316          0          0          0:    2,869     3,049
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :       991:       511      1,247       -126       -138        172        -13        203         13          0          0          0:      434      -506
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.4       72.1        9.1        3.7        4.3        8.4        1.1        1.8        0.0        0.0        0.0:     16.0      17.0
Old  :     100.0:      60.4       72.1        9.1        3.7        4.3        8.4        1.1        1.8        0.0        0.0        0.0:     16.0      17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        12         14          .          .          4          .          .          .          0          0          0:
Old  :        22:        12         14          .          .          4          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.9       57.5       61.8       72.3       42.7       49.9       58.5       63.0
Old  :                 42.9       57.5       61.8       72.3       42.7       49.9       58.5       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated March 18, 2011