```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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    44,380                :
: Positions                                                                                                    :
:   32,432    34,520     8,380     5,022     2,609         0         0         0       532     1,723       330 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:    3,405     3,376      -309      -180       374         0         0         0         0      -105        48 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      77.8      18.9      11.3       5.9       0.0       0.0       0.0       1.2       3.9       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       28        33         8         8        14         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #02165B                                                    Open Interest is    18,418                :
: Positions                                                                                                    :
:   12,442    16,043     4,186       564     1,651         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:      130       397       354       102        78         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.6      87.1      22.7       3.1       9.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        25         5         .         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #02165E                                                    Open Interest is    10,777                :
: Positions                                                                                                    :
:    6,150     6,756       484       288     1,849         0         0         0       228       207       359 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:      313       350        49       -36       217         0         0         0        23        35        78 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.1      62.7       4.5       2.7      17.2       0.0       0.0       0.0       2.1       1.9       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       22        27         7         4        11         0         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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     8,227                :
: Positions                                                                                                    :
:    4,105     6,391     1,881        43       642         0         0         0       934       245       316 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:      221       371       122         1        52         0         0         0        56         5        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.9      77.7      22.9       0.5       7.8       0.0       0.0       0.0      11.4       3.0       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       39        45        13         .        16         0         0         0         5         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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     3,329                :
: Positions                                                                                                    :
:    1,030     1,309       276       677       333        50         0         0       620       181       289 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:       38        83        15       100       -55       -25         0         0       120         5       -85 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.9      39.3       8.3      20.3      10.0       1.5       0.0       0.0      18.6       5.4       8.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        13         .         4         6         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #02165J                                                    Open Interest is     1,827                :
: Positions                                                                                                    :
:    1,098       957       170        77       166         0         0         0         0        30         0 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:      296       262        27        52       -17         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.1      52.4       9.3       4.2       9.1       0.0       0.0       0.0       0.0       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        14         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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     2,073                :
: Positions                                                                                                    :
:      944     1,399       378       171       187         0         0         0        45        25         5 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:      -10        -3        -3        -5         0         0         0         0         0        -5         5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.5      67.5      18.2       8.2       9.0       0.0       0.0       0.0       2.2       1.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        16         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #02165R                                                    Open Interest is     1,975                :
: Positions                                                                                                    :
:    1,633     1,955       327         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.7      99.0      16.6       0.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       13        10         .         0         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 GALLONS)                     :
CFTC Code #02165T                                                    Open Interest is    15,826                :
: Positions                                                                                                    :
:    7,585    11,789     6,968     2,577       860         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:       41       683       354      -288       130         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.9      74.5      44.0      16.3       5.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        16         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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     4,070                :
: Positions                                                                                                    :
:    2,505     3,608     1,430       196         0         0         0         0         0       266         0 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.5      88.6      35.1       4.8       0.0       0.0       0.0       0.0       0.0       6.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        10         4         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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   394,028                :
: Positions                                                                                                    :
:  115,310   218,671    66,525     6,526    32,273    50,538    14,888    23,179    10,175    22,933    44,686 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:   -6,827    -5,082       885     1,271     1,857      -734    -2,427     1,099       392     1,231     3,791 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.3      55.5      16.9       1.7       8.2      12.8       3.8       5.9       2.6       5.8      11.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   167                     :
:       51        60        20         .        19        43        11        21        13        10        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)              :
CFTC Code #022653                                                    Open Interest is   146,683                :
: Positions                                                                                                    :
:   61,438    72,696    15,711     1,213    23,781         0         0         0        12     5,190    39,800 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:    4,154     5,944       865      -123     2,084         0         0         0       -35      -657     3,592 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.9      49.6      10.7       0.8      16.2       0.0       0.0       0.0       0.0       3.5      27.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        6         6         4         4         8         0         0         0         .         7         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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    16,684                :
: Positions                                                                                                    :
:    9,971    11,688     3,206     1,070     2,388         0         0       100       350       754       300 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:      910       710       -15       135        92         0         0         0       -50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.8      70.1      19.2       6.4      14.3       0.0       0.0       0.6       2.1       4.5       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       30        39         8         6        11         0         0         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #02265T                                                    Open Interest is     8,361                :
: Positions                                                                                                    :
:    4,595     5,206     2,016     1,950       275       630         0         0       300       385       245 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:      300       150         0       400       -45       300         0         0       -50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.0      62.3      24.1      23.3       3.3       7.5       0.0       0.0       3.6       4.6       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       14        10         7         5         5         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 BALMO SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1000 BARRELS)                            :
CFTC Code #022A22                                                    Open Interest is     1,912                :
: Positions                                                                                                    :
:    1,240       993       450       500        50         0         0         0       144       350         0 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      51.9      23.5      26.2       2.6       0.0       0.0       0.0       7.5      18.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7         7         4         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                         :
CFTC Code #022A62                                                    Open Interest is     2,645                :
: Positions                                                                                                    :
:    2,470     2,325         5       150       170         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.4      87.9       0.2       5.7       6.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        14         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CBT ETHANOL - CHICAGO BOARD OF TRADE   (CONTRACTS OF 29,000 U.S. GALLONS)                                      :
CFTC Code #025601                                                    Open Interest is     7,847                :
: Positions                                                                                                    :
:    5,646     5,793         0       394       110       316        28       357       370       222       483 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:      -44      -173       -41       -85      -102      -176        28        -3      -223      -100       166 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.0      73.8       0.0       5.0       1.4       4.0       0.4       4.5       4.7       2.8       6.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        19         0         .         .         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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    12,015                :
: Positions                                                                                                    :
:   11,245    10,705       219       307       190         0       130        55         0       382        26 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:      347       147      -144        73       -40         0        15        -5         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.6      89.1       1.8       2.6       1.6       0.0       1.1       0.5       0.0       3.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       24        27         .         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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     1,735                :
: Positions                                                                                                    :
:      981     1,427        59       155        75         0         0         0         0        55         0 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:        0        15         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.5      82.2       3.4       8.9       4.3       0.0       0.0       0.0       0.0       3.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        11         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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     1,634                :
: Positions                                                                                                    :
:      859     1,045        90        55        48         0         0         0        38         0        12 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:        6        81         6         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.6      64.0       5.5       3.4       2.9       0.0       0.0       0.0       2.3       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14        16         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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   564,004                :
: Positions                                                                                                    :
:  174,320   208,524    58,652    54,854   134,156    40,274     7,761    44,487     9,348    16,055    75,564 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:  -13,160   -13,924    -4,449    -3,451       344      -668     2,447    -6,718    -3,448    -2,507    -7,012 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.9      37.0      10.4       9.7      23.8       7.1       1.4       7.9       1.7       2.8      13.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   129                     :
:       35        35        16        11        25        18         9        17        14        15        30 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 2,880,676                :
: Positions                                                                                                    :
:  344,622   589,637   227,867   358,352   788,230   306,990    20,178   309,658   105,524    68,866   676,320 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:  -17,520   -13,671     9,409     4,458    -8,856    13,275    -2,574   -41,039    -6,411     3,925   -56,854 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.0      20.5       7.9      12.4      27.4      10.7       0.7      10.7       3.7       2.4      23.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   398                     :
:       47        55        16        29        37       113        24        88        90        56       116 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #067657                                                    Open Interest is   224,551                :
: Positions                                                                                                    :
:   42,798   124,622     4,199    23,021    16,311     4,299    21,664    13,069   121,847     3,133    20,689 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:   -7,150   -14,526       307    -2,731    -3,510     2,428    -3,530    -7,927   -17,108    -1,286    -9,126 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.1      55.5       1.9      10.3       7.3       1.9       9.6       5.8      54.3       1.4       9.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       13        15         .         5         8         .         8         6         5         4         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765A                                                    Open Interest is   223,764                :
: Positions                                                                                                    :
:   57,245    33,193    45,254    63,595    29,274       420         0       769    44,381    18,836     6,867 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:      570      -567       484      -492      -387         0         0         0       123    -2,721    -1,819 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.6      14.8      20.2      28.4      13.1       0.2       0.0       0.3      19.8       8.4       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:        6         5         8         6        13         .         0         .         5         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765B                                                    Open Interest is   150,267                :
: Positions                                                                                                    :
:   12,897    12,377    13,301    46,636    58,503    27,611        38    14,370     4,845     1,350    12,687 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:    1,059     1,252     2,295     4,138     4,626     1,541      -185      -915       819       485     1,427 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.6       8.2       8.9      31.0      38.9      18.4       0.0       9.6       3.2       0.9       8.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:        7         7         7        11        15        17         .        13        11         7        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765C                                                    Open Interest is   683,485                :
: Positions                                                                                                    :
:  126,074   102,097    48,058   120,993   316,674         0     1,304    13,462    52,367     1,853   108,322 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:   11,150     8,022     2,224    14,024    21,753         0      -114     1,658     8,679      -444     9,049 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.4      14.9       7.0      17.7      46.3       0.0       0.2       2.0       7.7       0.3      15.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:        9         9         9        18        27         0         .         .        11         .        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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    40,124                :
: Positions                                                                                                    :
:   18,604    21,627     9,435     5,817    11,466         0        98       200       240       614       100 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:    2,712     2,722       560       435    -1,013         0         0         0      -100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.4      53.9      23.5      14.5      28.6       0.0       0.2       0.5       0.6       1.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       24        27         9         9        11         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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    87,136                :
: Positions                                                                                                    :
:    8,945     4,126    39,130    18,770    25,113     5,582    20,898     1,731         0     8,694     2,770 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:     -137       137      -386       256    -1,141         0      -600         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.3       4.7      44.9      21.5      28.8       6.4      24.0       2.0       0.0      10.0       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:        6         5        12         8        16         5         5         6         0         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                                  :
CFTC Code #06765J                                                    Open Interest is    33,031                :
: Positions                                                                                                    :
:    1,603     3,705     8,657    11,824     9,492     4,694         3     2,482     1,168         0     2,113 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:      653       289      -201      -431      -978       857       -90       325         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      4.9      11.2      26.2      35.8      28.7      14.2       0.0       7.5       3.5       0.0       6.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        .         5         7         5        10         6         .         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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    13,400                :
: Positions                                                                                                    :
:    4,289     3,655     2,720     4,129     4,566     1,675       969         0       114         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:      450      -200      -125       -75       530         0       600         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.0      27.3      20.3      30.8      34.1      12.5       7.2       0.0       0.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:        6         9         7         8        10         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #06765X                                                    Open Interest is    12,437                :
: Positions                                                                                                    :
:    1,248     1,385     2,934     1,297     6,639       364         0        43         0     1,476       424 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:      172       480       712       167     2,061        92       -30       -46         0       566        68 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.0      11.1      23.6      10.4      53.4       2.9       0.0       0.3       0.0      11.9       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        .         4         9         4        11         .         0         .         0         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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   311,742                :
: Positions                                                                                                    :
:  113,692   219,893    39,558     7,435    22,481    61,983     3,887    13,483    13,380     8,943    20,482 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:    4,339     6,624      -344      -519     1,622        56    -1,512    -1,754       147       180     2,918 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.5      70.5      12.7       2.4       7.2      19.9       1.2       4.3       4.3       2.9       6.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   193                     :
:       60        74        16         8        18        56         6        25        16        10        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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    32,491                :
: Positions                                                                                                    :
:   16,370    23,641     3,312     2,245       184     2,647         0       366     5,065       140       430 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:    2,015     2,516       -11       311         9       322      -403       252       505         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.4      72.8      10.2       6.9       0.6       8.1       0.0       1.1      15.6       0.4       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       15        20         4         .         .         4         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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     5,147                :
: Positions                                                                                                    :
:    2,984     4,262       943        75       610         0         0         0       460        50       150 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:       50       179       129         0       -50         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.0      82.8      18.3       1.5      11.9       0.0       0.0       0.0       8.9       1.0       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       14        18         5         .         6         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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    54,100                :
: Positions                                                                                                    :
:   42,764    34,253     4,522    12,313     5,271       708     2,011         8         0         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:      670       365      -125       511       -61       -75      -270         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      63.3       8.4      22.8       9.7       1.3       3.7       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       25        29         9         7         7         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                               :
CFTC Code #022A18                                                    Open Interest is    13,250                :
: Positions                                                                                                    :
:    8,365    12,750     4,015         0       500         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:    1,270     1,295        25         0        75         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.1      96.2      30.3       0.0       3.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       15         6         4         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #86465A                                                    Open Interest is    20,900                :
: Positions                                                                                                    :
:   18,139    17,515     2,101     2,850       535         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:      265       305        40         0        10         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.8      83.8      10.1      13.6       2.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        13         6         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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     8,552                :
: Positions                                                                                                    :
:    4,714     2,965     2,756     1,075       637         0       225        50        75     3,600         0 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:      500        50       210       350       -45         0         0         0         0       300       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      34.7      32.2      12.6       7.4       0.0       2.6       0.6       0.9      42.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       15        21         8         .         7         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #86565A                                                    Open Interest is    13,564                :
: Positions                                                                                                    :
:    9,336     8,669       730     2,656     1,851         0        50        40     1,270         0       110 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:      -15         0       -25       -90        73         0         0         0       -50         0        20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.8      63.9       5.4      19.6      13.6       0.0       0.4       0.3       9.4       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       16        11         5         6         8         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #86565C                                                    Open Interest is    16,522                :
: Positions                                                                                                    :
:    7,771     6,934     3,303     4,442     2,238     1,479         0        74       822     2,033       546 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:      -23      -102        45       140        40      -145         0         0         0      -131         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.0      42.0      20.0      26.9      13.5       9.0       0.0       0.4       5.0      12.3       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       19        19         5        11        12         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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    11,434                :
: Positions                                                                                                    :
:    8,399     7,174       378     2,678       756     1,041        69        17         0       326       150 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:      257        25         0        40       -54      -198        69        -6         0       -75         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.5      62.7       3.3      23.4       6.6       9.1       0.6       0.1       0.0       2.9       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        22         .         6         6         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                            :
CFTC Code #86765C                                                    Open Interest is    32,183                :
: Positions                                                                                                    :
:    6,355    21,826     7,186     2,108     5,843     3,009         0        50     8,037       853     1,227 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:        0       225      -150      -150       300       675         0       -50      -450         0        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.7      67.8      22.3       6.6      18.2       9.3       0.0       0.2      25.0       2.7       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       13        18        12         7        15         4         0         .         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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    18,157                :
: Positions                                                                                                    :
:   10,628    12,545     1,600       627       851     1,512       437       316         0         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:     -227      -412       -42       -42        76         0       234         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.5      69.1       8.8       3.5       4.7       8.3       2.4       1.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        13         .         .         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

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Updated March 25, 2011