```
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #02165A                                                    Open Interest is    35,148                :
: Positions                                                                                                    :
:   22,695    28,878     6,449     1,604     3,679         0         0         0     2,217       538         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:    3,133     4,449       592      -283       793         0         0         0       485        44         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.6      82.2      18.3       4.6      10.5       0.0       0.0       0.0       6.3       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       26        34        10         5        13         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #02165B                                                    Open Interest is    13,037                :
: Positions                                                                                                    :
:   10,047    11,024     2,115     1,162       761         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      600        74        60       586      -160         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.1      84.6      16.2       8.9       5.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       16        21         6         .         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #02165E                                                    Open Interest is     9,828                :
: Positions                                                                                                    :
:    5,306     5,956     1,089       127     1,741         0         0         0       137       482       108 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:       87        71        34        77        16         0         0         0       137        25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.0      60.6      11.1       1.3      17.7       0.0       0.0       0.0       1.4       4.9       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       22        27         8         .        10         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                   :
CFTC Code #02165G                                                    Open Interest is     8,247                :
: Positions                                                                                                    :
:    4,444     5,705     1,303         0     1,174         0         0         0       409        98       302 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      291       604       186       -34       108         0         0         0       118        30        42 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.9      69.2      15.8       0.0      14.2       0.0       0.0       0.0       5.0       1.2       3.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       33        41        11         0        11         0         0         0         5         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                  :
CFTC Code #02165I                                                    Open Interest is     3,032                :
: Positions                                                                                                    :
:      863     1,388       138       534       456         0       210         0       980       145         5 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:       65        25         0       -20        39         0         0         0        35         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.5      45.8       4.6      17.6      15.0       0.0       6.9       0.0      32.3       4.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8        11         .         4         6         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                       :
CFTC Code #02165K                                                    Open Interest is     1,435                :
: Positions                                                                                                    :
:      602       762        66         4       236         0         0         0         0        90        50 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:     -307      -329        33         4       141         0         0         0         0        45       -45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.0      53.1       4.6       0.3      16.4       0.0       0.0       0.0       0.0       6.3       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10        12         .         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 GALLONS)                     :
CFTC Code #02165T                                                    Open Interest is     9,194                :
: Positions                                                                                                    :
:    4,907     7,731     3,576       620       561         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:     -165        90       205       -20        10         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.4      84.1      38.9       6.7       6.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        12         5         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #021A28                                                    Open Interest is    14,533                :
: Positions                                                                                                    :
:   10,564     9,813     2,859       761     1,030         0         0         0         0     2,849        30 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:    1,427       234      -289        44        75         0         0         0         0       860         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.7      67.5      19.7       5.2       7.1       0.0       0.0       0.0       0.0      19.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       15        14         7         5         8         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)             :
CFTC Code #022651                                                    Open Interest is   298,187                :
: Positions                                                                                                    :
:   95,382   183,363    56,123     8,890    18,401    48,353     7,893    20,707     8,357    19,940    12,763 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:   -8,805    -1,004    -2,283     1,193     2,568     7,840      -128     1,042      -172      -802    -1,167 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.0      61.5      18.8       3.0       6.2      16.2       2.6       6.9       2.8       6.7       4.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   156                     :
:       49        67        18         6        18        25        10        18        10        14        23 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1000 BARRELS)                                  :
CFTC Code #02265J                                                    Open Interest is    15,194                :
: Positions                                                                                                    :
:    8,673     9,021     1,525     3,473     1,895       300         0         0     2,526       530       175 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      455       960       302      -268      -333         0         0         0       -50       130      -250 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.1      59.4      10.0      22.9      12.5       2.0       0.0       0.0      16.6       3.5       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       31        28         9         .         8         .         0         0         6         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #02265T                                                    Open Interest is     7,931                :
: Positions                                                                                                    :
:    5,160     4,320       975     2,486       150     1,331       300         0       174       510       120 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      150       225        75       306         0       306         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.1      54.5      12.3      31.3       1.9      16.8       3.8       0.0       2.2       6.4       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       13         9         5         7         .         4         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CBT ETHANOL - CHICAGO BOARD OF TRADE   (CONTRACTS OF 29,000 U.S. GALLONS)                                      :
CFTC Code #025601                                                    Open Interest is     9,017                :
: Positions                                                                                                    :
:    7,106     7,405        55       213       247       320         0        60       345       473       305 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:     -150        14       -28       -28        11        53         0       -32       -39       -43        89 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8      82.1       0.6       2.4       2.7       3.5       0.0       0.7       3.8       5.2       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       17        20         .         .         .         .         0         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                       :
CFTC Code #025651                                                    Open Interest is    15,541                :
: Positions                                                                                                    :
:   15,118    12,472         0     1,450       187         0        34        23        63     1,135        47 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:    1,280       974         0       254        49         0       -60         8       -28        61       -45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.3      80.3       0.0       9.3       1.2       0.0       0.2       0.1       0.4       7.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       32        37         0         4         .         0         .         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                      :
CFTC Code #025652                                                    Open Interest is     1,080                :
: Positions                                                                                                    :
:      933     1,040        95        30         0         0         0         0        50         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      225       180       -15        30         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.4      96.3       8.8       2.8       0.0       0.0       0.0       0.0       4.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        12         .         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                    :
CFTC Code #03265A                                                    Open Interest is     2,192                :
: Positions                                                                                                    :
:    1,419     1,086         0        68        21        19        90       102         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.7      49.5       0.0       3.1       1.0       0.9       4.1       4.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       17        15         0         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                       :
CFTC Code #03265C                                                    Open Interest is     1,292                :
: Positions                                                                                                    :
:      826       794         0         0         0         0         0         0        13        20        46 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:       56       -11         0         0         0         0         0         0        -3         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.9      61.5       0.0       0.0       0.0       0.0       0.0       0.0       1.0       1.5       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       16        16         0         0         0         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE   (CONTRACTS OF 1,000 BARRELS)                                     :
CFTC Code #067411                                                    Open Interest is   479,909                :
: Positions                                                                                                    :
:  149,785   158,227    42,755    74,417   104,073    34,479    17,553    28,031    24,193     7,271    71,276 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:   11,736    -2,972    -2,235     4,019     5,055     3,748     2,920    -1,373    -7,890     5,073     9,687 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.2      33.0       8.9      15.5      21.7       7.2       3.7       5.8       5.0       1.5      14.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   139                     :
:       40        36        14        18        28        16         9        16        25        11        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #067651                                                    Open Interest is 1,538,256                :
: Positions                                                                                                    :
:  218,748   393,331   249,215   246,445   259,950   228,578    66,290   210,660    95,859   107,252   190,729 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:   -1,437     4,442    -4,221     4,914     3,112     4,464     1,817     1,178     2,148    -7,710     7,962 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.2      25.6      16.2      16.0      16.9      14.9       4.3      13.7       6.2       7.0      12.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   342                     :
:       47        52        25        22        39        64        42        71        62        47        95 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765A                                                    Open Interest is   216,497                :
: Positions                                                                                                    :
:   49,030    38,528    46,447    88,397    22,707     1,311         0       268    58,918    13,148     2,377 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      -59       356       294      -298    -1,511       150         0       -52       -21       -65      -581 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.6      17.8      21.5      40.8      10.5       0.6       0.0       0.1      27.2       6.1       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:        7         7         9         7        13         .         0         .         7         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #06765G                                                    Open Interest is    26,558                :
: Positions                                                                                                    :
:   16,144    15,311     4,164     1,810     5,824         0       513       225       150     2,850        25 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      175       175      -264       -50       214         0         0         0       150       -50       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.8      57.7      15.7       6.8      21.9       0.0       1.9       0.8       0.6      10.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       22        25         7         6         7         0         .         .         .         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #06765I                                                    Open Interest is    74,046                :
: Positions                                                                                                    :
:   10,277     3,907    34,149    24,099    16,284     2,715     9,449     5,146         0     8,975       725 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      144        82       -65       -56       747         0         0     1,200         0       367       103 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.9       5.3      46.1      32.5      22.0       3.7      12.8       6.9       0.0      12.1       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:        5         4        10        10        16         4         4         8         0         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                                  :
CFTC Code #06765J                                                    Open Interest is    32,235                :
: Positions                                                                                                    :
:    1,439     3,458    11,771    12,721     9,309     2,716         0     2,364         0       233       982 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:     -245         0       732        13       380       135         0      -135         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      4.5      10.7      36.5      39.5      28.9       8.4       0.0       7.3       0.0       0.7       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        .         4         7         5        11         .         0         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                                 :
CFTC Code #06765O                                                    Open Interest is    15,905                :
: Positions                                                                                                    :
:    4,640     3,330     4,830     8,120     4,260     2,109         0         0         0       150         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:     -150         0       150       150         0       234         0       -75         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.2      20.9      30.4      51.1      26.8      13.3       0.0       0.0       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:        9         9         7         6         7         4         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                 :
CFTC Code #111659                                                    Open Interest is   236,172                :
: Positions                                                                                                    :
:   67,734   158,902    30,134    11,942    18,114    66,337     8,833     9,716    17,475     8,921     5,596 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:   -4,956      -886    -1,787       394     1,932     6,342     1,638    -2,372      -109       922      -765 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.7      67.3      12.8       5.1       7.7      28.1       3.7       4.1       7.4       3.8       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   191                     :
:       53        71        16         5        17        55         8        26        13         9        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                         :
CFTC Code #11165K                                                    Open Interest is    26,253                :
: Positions                                                                                                    :
:    9,010    20,714     1,472         0       210     2,364       261        50     7,090         0       628 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      133     1,754        55         0         0       300         0         0     1,877         0       -23 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.3      78.9       5.6       0.0       0.8       9.0       1.0       0.2      27.0       0.0       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       10        15         .         0         .         .         .         .         6         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                               :
CFTC Code #26265D                                                    Open Interest is     5,092                :
: Positions                                                                                                    :
:    2,865     3,854     1,269       394       544         0         0         0       414       300         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      150       100      -164         0       100         0         0         0       114         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.3      75.7      24.9       7.7      10.7       0.0       0.0       0.0       8.1       5.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       14        17         7         .         7         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #022A13                                                    Open Interest is    59,373                :
: Positions                                                                                                    :
:   42,293    39,161     9,072    14,091     5,668       834        25       275         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      176     1,097       955        94        57       -58        25        75         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      66.0      15.3      23.7       9.5       1.4       0.0       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       31        20         9         6         9         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #86465A                                                    Open Interest is    19,038                :
: Positions                                                                                                    :
:   14,020    14,883     4,348     3,375       660         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:       64       600       336      -200       -20         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      78.2      22.8      17.7       3.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10         9         8         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #86465C                                                    Open Interest is     6,389                :
: Positions                                                                                                    :
:    4,545     2,355     1,279       220       445         0       294         0         0     2,955       120 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:       50        50        18      -150         0         0        18         0         0        30       120 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.1      36.9      20.0       3.4       7.0       0.0       4.6       0.0       0.0      46.3       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       13        13         9         .         4         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #86565A                                                    Open Interest is    10,812                :
: Positions                                                                                                    :
:    5,127     7,677     2,481     1,434     1,376        99         0         0     1,212         0       155 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      320       675       127         0       158         0         0         0       365         0        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.4      71.0      22.9      13.3      12.7       0.9       0.0       0.0      11.2       0.0       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        12         7         .         5         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #86565C                                                    Open Interest is    19,122                :
: Positions                                                                                                    :
:    9,570     7,579     4,650     5,026     3,143         0     1,585       120       858       858       719 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      527       464    -1,058       327       549         0      -885         0      -106      -543       225 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.0      39.6      24.3      26.3      16.4       0.0       8.3       0.6       4.5       4.5       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       19        17        10         9        12         0         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #86665A                                                    Open Interest is    11,289                :
: Positions                                                                                                    :
:    8,975     7,157       408     3,529       216     1,318         0        96         0         9       201 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      -64      -382       -45       351      -153        78         0        12         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.5      63.4       3.6      31.3       1.9      11.7       0.0       0.9       0.0       0.1       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       23        23         .         6         4         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                            :
CFTC Code #86765C                                                    Open Interest is    31,153                :
: Positions                                                                                                    :
:    4,846    17,604     5,114     6,542     4,837     6,617         0       275     8,265       708       551 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      -57      -268         0      -249         0         0         0         0      -175       225       -63 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.6      56.5      16.4      21.0      15.5      21.2       0.0       0.9      26.5       2.3       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       12        11         9         7        11         4         0         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #967654                                                    Open Interest is    13,701                :
: Positions                                                                                                    :
:    7,644     5,099         0     3,715         9     1,545         0       132     1,953         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      338       286         0        83         0       143         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.8      37.2       0.0      27.1       0.1      11.3       0.0       1.0      14.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        11         0         4         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated July 15, 2011