```
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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    47,376                :
: Positions                                                                                                    :
:   34,523    41,295     6,801       258     4,801         0         0         0        56        45       715 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:     -346      -269       193        41        39         0         0         0       -70        45        90 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.9      87.2      14.4       0.5      10.1       0.0       0.0       0.0       0.1       0.1       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       26        33        11         .        11         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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    21,707                :
: Positions                                                                                                    :
:   17,704    17,893       770       716     3,070         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:    3,180     3,478       265       -33       961         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.6      82.4       3.5       3.3      14.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       15        25         4         4         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #02165E                                                    Open Interest is     9,966                :
: Positions                                                                                                    :
:    5,281     5,486       964       430     2,513         0         0       110         0       497       102 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:       78       116        10        89        74         0         0         0         0        -5         6 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.0      55.0       9.7       4.3      25.2       0.0       0.0       1.1       0.0       5.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       20        23         8         6        14         0         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                   :
CFTC Code #02165G                                                    Open Interest is     6,322                :
: Positions                                                                                                    :
:    3,214     4,482       942       349       545        25         0         0       591        45       146 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:      244       383        55        98        82         0         0         0       114        45        -3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.8      70.9      14.9       5.5       8.6       0.4       0.0       0.0       9.3       0.7       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       31        31         7         5        12         .         0         0         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                  :
CFTC Code #02165I                                                    Open Interest is     2,528                :
: Positions                                                                                                    :
:    1,151       876       145       312       485        80         0         0         0       364         0 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:       15        -5       -15         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.5      34.7       5.7      12.3      19.2       3.2       0.0       0.0       0.0      14.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        11         4         .         5         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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     2,484                :
: Positions                                                                                                    :
:    2,194     2,459       290        25         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:      225       235        10         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.3      99.0      11.7       1.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         7         5         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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    10,505                :
: Positions                                                                                                    :
:    9,227     9,601       910       596       182         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:      825     1,067       317        75         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.8      91.4       8.7       5.7       1.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        14         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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    27,019                :
: Positions                                                                                                    :
:   21,350    20,896     2,193     2,267     3,169         0         0         0         0       380       307 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:    2,750     1,653      -191       786       170         0         0         0         0      -100       100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      77.3       8.1       8.4      11.7       0.0       0.0       0.0       0.0       1.4       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       18        16         6         7         9         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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   314,325                :
: Positions                                                                                                    :
:  103,290   185,721    43,919    16,094    15,234    53,254    10,047    19,444    14,093    29,734    14,649 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:   -4,969       226       665     1,088     1,571     2,047    -1,781       284       890       696     2,132 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.9      59.1      14.0       5.1       4.8      16.9       3.2       6.2       4.5       9.5       4.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   176                     :
:       54        66        13         6        15        48        13        27        13        10        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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    14,936                :
: Positions                                                                                                    :
:    9,836     8,370     2,191       658     2,625         0       100       150        59     2,918        75 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:    1,481     1,345        91        88       495         0         0         0         0       121         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.9      56.0      14.7       4.4      17.6       0.0       0.7       1.0       0.4      19.5       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       28        32         7         4        10         0         .         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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 ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #02265T                                                    Open Interest is     9,533                :
: Positions                                                                                                    :
:    5,871     5,830     1,075     1,828     1,775       708         0         0        50       100         0 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:      270       145         0       125       -75         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.6      61.2      11.3      19.2      18.6       7.4       0.0       0.0       0.5       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       14        15         4         7         9         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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     1,914                :
: Positions                                                                                                    :
:    1,462     1,600       305        37       120         0         0         0         0       150         0 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:       50       100         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.4      83.6      15.9       1.9       6.3       0.0       0.0       0.0       0.0       7.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11         6         4         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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    11,268                :
: Positions                                                                                                    :
:    7,342     8,096         0       478       172       765         0       355       568       206     1,299 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:      -12      -110         0       -62        63       -18         0       113        52       -31       179 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.2      71.8       0.0       4.2       1.5       6.8       0.0       3.2       5.0       1.8      11.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       21        22         0         .         .         5         0         .         7         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                       :
CFTC Code #025651                                                    Open Interest is    15,154                :
: Positions                                                                                                    :
:   13,738    13,399       429       269       133        44         0        80       300       826       177 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:    1,253     1,076        86        50       -10         0         0         0       -15       251       -70 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.7      88.4       2.8       1.8       0.9       0.3       0.0       0.5       2.0       5.5       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       33        36         .         .         .         .         0         .         .         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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     1,789                :
: Positions                                                                                                    :
:    1,257     1,159       248         0        33         0         0         0        36       296        25 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:      146        93       -14         0         0         0         0         0       -29        20        -7 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.3      64.8      13.9       0.0       1.8       0.0       0.0       0.0       2.0      16.5       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       20        20         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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   370,380                :
: Positions                                                                                                    :
:  111,819   102,355    46,318    75,870    63,619    36,901    12,353    17,762    10,738    15,272    65,537 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:  -10,004   -11,647       947    -1,378      -970    -3,429    -2,084    -1,179    -1,393       569       -94 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.2      27.6      12.5      20.5      17.2      10.0       3.3       4.8       2.9       4.1      17.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   120                     :
:       33        33        11        17        25        14         9        12        12        14        26 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #067651                                                    Open Interest is 1,441,526                :
: Positions                                                                                                    :
:  199,034   280,423   126,041   306,330   217,692   247,891    32,089   238,369   119,489   107,111   201,418 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:  -34,073   -34,875   -16,426    14,241    -6,403    11,881    -1,699   -17,476     6,218    -3,630     6,883 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.8      19.5       8.7      21.3      15.1      17.2       2.2      16.5       8.3       7.4      14.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   340                     :
:       47        51        14        35        38        85        26        70        52        46        92 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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   198,303                :
: Positions                                                                                                    :
:   36,537    19,001    30,860    76,565    26,016         0       872       126    52,619     9,680     1,627 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:    1,546       141       605     5,548     1,084         0      -108       108       770       232        21 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.4       9.6      15.6      38.6      13.1       0.0       0.4       0.1      26.5       4.9       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        4         4         5         8        10         0         .         .         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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    18,300                :
: Positions                                                                                                    :
:   10,527     9,976     3,778     4,104     3,045         0        25         0       412       700       450 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:      325       625       700      -100        73         0         0         0      -188       400         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.5      54.5      20.6      22.4      16.6       0.0       0.1       0.0       2.3       3.8       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       15        14         6         7         9         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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    72,820                :
: Positions                                                                                                    :
:    5,763     2,751    27,211    18,495    22,964     3,570     5,857       259     1,215     7,747     8,504 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:     -205         0     2,740     1,186    -2,571         8       930    -1,576      -135       669     1,005 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.9       3.8      37.4      25.4      31.5       4.9       8.0       0.4       1.7      10.6      11.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:        5         .         9         9        16         .         .         .         .         5         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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    37,022                :
: Positions                                                                                                    :
:    1,350     3,300    12,091    13,919    11,881     4,905       897       800       575       325     3,006 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:      600       644       118     2,189       536       345         0       225       575      -800     1,806 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      3.6       8.9      32.7      37.6      32.1      13.2       2.4       2.2       1.6       0.9       8.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        .         .         6         6        12         4         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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     9,810                :
: Positions                                                                                                    :
:    2,312     1,825     1,200     5,767     1,468     3,726         0       702       300         0         0 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:      150       300         0       150         0       300         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.6      18.6      12.2      58.8      15.0      38.0       0.0       7.2       3.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        7         6         .         7         4         4         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                         :
CFTC Code #06765T                                                    Open Interest is    23,258                :
: Positions                                                                                                    :
:      498     2,075       923     3,400     5,506     1,651       905     3,522     5,240     2,032     3,284 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:      -58       755       247       974      -450      -586       300      -400     1,067      -466        60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      2.1       8.9       4.0      14.6      23.7       7.1       3.9      15.1      22.5       8.7      14.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        .         .         4         4         7         .         .         4         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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   353,783                :
: Positions                                                                                                    :
:  128,202   253,347    35,048    15,212    15,133    94,937     3,297    23,504    14,938    16,280    13,577 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:    1,467     3,439      -484       927       128     2,565      -500       392     1,191     1,654       811 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.2      71.6       9.9       4.3       4.3      26.8       0.9       6.6       4.2       4.6       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   230                     :
:       66        81        15         5        18        78         5        38        13        11        25 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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    23,206                :
: Positions                                                                                                    :
:    8,767    14,563       390     2,792        42     2,806         0       174     6,552       209       264 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:      516     1,205       390      -624        29        47         0      -102       962         0        63 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.8      62.8       1.7      12.0       0.2      12.1       0.0       0.7      28.2       0.9       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:        8        19         .         .         .         .         0         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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     9,594                :
: Positions                                                                                                    :
:    4,426     5,115     2,847       480     1,715       100         0         0       196     1,980       254 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:      496       396       341       150       146         0         0         0         0       291         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.1      53.3      29.7       5.0      17.9       1.0       0.0       0.0       2.0      20.6       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       19        20         8         4         9         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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    54,701                :
: Positions                                                                                                    :
:   46,960    28,087     4,125    24,397     1,785       750        99         1         0         0         0 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:      817       367         0       254       280      -101        99         1         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.8      51.3       7.5      44.6       3.3       1.4       0.2       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       30        22         7         7         8         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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    18,598                :
: Positions                                                                                                    :
:   13,909    13,852     3,597     3,731       865         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:      116       209        93         0      -100         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      74.5      19.3      20.1       4.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        11         7         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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     8,015                :
: Positions                                                                                                    :
:    4,703     3,275     1,672       425     1,015       575         0         0        50     3,300         0 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:      118       -50      -143        25        25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.7      40.9      20.9       5.3      12.7       7.2       0.0       0.0       0.6      41.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       16         9         7         .         6         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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     4,615                :
: Positions                                                                                                    :
:    2,619     3,268       537       236       415       123         0         0       467       400       296 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:      300       228         0         0         0         0         0         0       -25        47        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.7      70.8      11.6       5.1       9.0       2.7       0.0       0.0      10.1       8.7       6.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10         7         .         .         4         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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    24,010                :
: Positions                                                                                                    :
:   14,021    13,145     5,739     3,938     1,693        90     3,123         0       889       409     1,514 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:     -168       271        87      -128       108      -165      -300       -21        92       -18      -242 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.4      54.7      23.9      16.4       7.1       0.4      13.0       0.0       3.7       1.7       6.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       23        27        11         7        10         .         .         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                        :
CFTC Code #86565D                                                    Open Interest is     4,345                :
: Positions                                                                                                    :
:    3,157     1,113       864       614       224         0     1,399         0       100       864         0 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.7      25.6      19.9      14.1       5.2       0.0      32.2       0.0       2.3      19.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        5         5         4         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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    11,802                :
: Positions                                                                                                    :
:    9,817     6,989       139     1,992       623       881       949       240        45     1,007         0 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:      140        38         0      -189         0         0       292       -48         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2      59.2       1.2      16.9       5.3       7.5       8.0       2.0       0.4       8.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       21        21         .         7         .         .         .         .         .         5         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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    29,485                :
: Positions                                                                                                    :
:   14,106    14,369     3,306     8,964     1,918         0     2,341         0     9,295       691       475 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:    1,350     1,024      -111       804      -149         0         0         0       486         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.8      48.7      11.2      30.4       6.5       0.0       7.9       0.0      31.5       2.3       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       11        17         8         9         7         0         4         0         5         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 2012          
:                                             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    28,956                :
: Positions                                                                                                    :
:   21,002    14,783       538     6,266       643     1,927         0        24       150         0     1,800 :
:                                                                                                              :
: Changes from:     February 14, 2012                                                                          :
:    1,607     1,003       297       795       158       457         0         0      -200         0       200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      51.1       1.9      21.6       2.2       6.7       0.0       0.1       0.5       0.0       6.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        14         .         5         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
```

----

Updated February 24, 2012