```
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    48,785:    35,011     42,199      7,138        276      5,671          0          0          0        533          0        340:       92       299
Old  :    48,785:    35,011     42,199      7,138        276      5,671          0          0          0        533          0        340:       92       299
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :      -542:    -1,186       -728         41       -342        632          0          0          0         75          0       -104:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.8       86.5       14.6        0.6       11.6        0.0        0.0        0.0        1.1        0.0        0.7:      0.2       0.6
Old  :     100.0:      71.8       86.5       14.6        0.6       11.6        0.0        0.0        0.0        1.1        0.0        0.7:      0.2       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        59:        28         34         11          .         12          0          0          0          .          0          .:
Old  :        59:        28         34         11          .         12          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       30.7       55.1       47.4       16.0       12.2       22.7       19.4
Old  :                 34.8       30.7       55.1       47.4       16.0       12.2       22.7       19.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-02165B
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    14,553:    11,652     11,937        746        499      2,017          0          0          0          0          0          0:      138       100
Old  :    14,553:    11,652     11,937        746        499      2,017          0          0          0          0          0          0:      138       100
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :     2,153:     1,503      1,478        -40         35        690          0          0          0          0        -50          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.1       82.0        5.1        3.4       13.9        0.0        0.0        0.0        0.0        0.0        0.0:      0.9       0.7
Old  :     100.0:      80.1       82.0        5.1        3.4       13.9        0.0        0.0        0.0        0.0        0.0        0.0:      0.9       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        19         22          .          6          5          0          0          0          0          0          0:
Old  :        33:        19         22          .          6          5          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       42.9       63.8       65.8       14.5       15.3       22.3       22.4
Old  :                 39.8       42.9       63.8       65.8       14.5       15.3       22.3       22.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165E
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    11,009:     6,146      6,353        939        385      2,659          0          0          0         24        293        283:      958     1,036
Old  :    11,009:     6,146      6,353        939        385      2,659          0          0          0         24        293        283:      958     1,036
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :       409:       308        273         15        -10         32          0          0          0         24         12         64:      -34        38
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.8       57.7        8.5        3.5       24.2        0.0        0.0        0.0        0.2        2.7        2.6:      8.7       9.4
Old  :     100.0:      55.8       57.7        8.5        3.5       24.2        0.0        0.0        0.0        0.2        2.7        2.6:      8.7       9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        23         27          7          6         12          0          0          0          .          .          4:
Old  :        45:        23         27          7          6         12          0          0          0          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       23.7       52.5       39.5       13.6        8.1       19.0       12.2
Old  :                 31.5       23.7       52.5       39.5       13.6        8.1       19.0       12.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-02165G
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     7,086:     3,752      4,873      1,118        320        811          0         46         25        621         30        263:      496       718
Old  :     7,086:     3,752      4,873      1,118        320        811          0         46         25        621         30        263:      496       718
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :       299:       199        275         -2         -9         70          0          0         25       -124        -65        111:       20      -108
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.9       68.8       15.8        4.5       11.4        0.0        0.6        0.4        8.8        0.4        3.7:      7.0      10.1
Old  :     100.0:      52.9       68.8       15.8        4.5       11.4        0.0        0.6        0.4        8.8        0.4        3.7:      7.0      10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        62:        35         38          9          5         14          0          .          .          4          .          .:
Old  :        62:        35         38          9          5         14          0          .          .          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       28.6       45.4       41.7       23.7       25.6       35.3       35.0
Old  :                 31.3       28.6       45.4       41.7       23.7       25.6       35.3       35.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165H
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     3,735:     2,324      1,797        363        125        374          0          0          0          0          0          0:      674     1,439
Old  :     3,735:     2,324      1,797        363        125        374          0          0          0          0          0          0:      674     1,439
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.2       48.1        9.7        3.3       10.0        0.0        0.0        0.0        0.0        0.0        0.0:     18.0      38.5
Old  :     100.0:      62.2       48.1        9.7        3.3       10.0        0.0        0.0        0.0        0.0        0.0        0.0:     18.0      38.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        14         15          .          .          4          0          0          0          0          0          0:
Old  :        20:        14         15          .          .          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.0       30.9       69.5       44.5       42.8       14.8       43.8       20.0
Old  :                 56.0       30.9       69.5       44.5       42.8       14.8       43.8       20.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-02165I
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     3,133:     1,444      1,405        245        411        423        120          0         90        190        548          6:      615       250
Old  :     3,133:     1,444      1,405        245        411        423        120          0         90        190        548          6:      615       250
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :        86:        23        133         10        -75         23          0          0          0          0        -15          0:       30        20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.1       44.8        7.8       13.1       13.5        3.8        0.0        2.9        6.1       17.5        0.2:     19.6       8.0
Old  :     100.0:      46.1       44.8        7.8       13.1       13.5        3.8        0.0        2.9        6.1       17.5        0.2:     19.6       8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        15         14          .          6          7          .          0          .          .          .          .:
Old  :        32:        15         14          .          6          7          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       41.3       38.0       61.6       19.8       29.8       29.7       40.6
Old  :                 22.0       41.3       38.0       61.6       19.8       29.8       29.7       40.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165J
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     1,377:     1,011        694          0         83        148          0          0          0          0         95         15:      203       342
Old  :     1,377:     1,011        694          0         83        148          0          0          0          0         95         15:      203       342
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.4       50.4        0.0        6.0       10.7        0.0        0.0        0.0        0.0        6.9        1.1:     14.7      24.8
Old  :     100.0:      73.4       50.4        0.0        6.0       10.7        0.0        0.0        0.0        0.0        6.9        1.1:     14.7      24.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        15         10          0          .          .          0          0          0          0          .          .:
Old  :        22:        15         10          0          .          .          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       37.8       55.0       57.0       28.9       23.6       42.3       33.0
Old  :                 32.0       37.8       55.0       57.0       28.9       23.6       42.3       33.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-02165K
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     1,641:       795        917        125         53        167          0          0          0         58        135          6:      490       363
Old  :     1,641:       795        917        125         53        167          0          0          0         58        135          6:      490       363
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :       -38:       -38        -85         -9          0         -4          0          0          0          0        -20          0:       13        71
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.4       55.9        7.6        3.2       10.2        0.0        0.0        0.0        3.5        8.2        0.4:     29.9      22.1
Old  :     100.0:      48.4       55.9        7.6        3.2       10.2        0.0        0.0        0.0        3.5        8.2        0.4:     29.9      22.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        12         13          .          .          .          0          0          0          .          .          .:
Old  :        21:        12         13          .          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       48.4       57.5       61.5       30.6       42.4       42.4       52.4
Old  :                 39.0       48.4       57.5       61.5       30.6       42.4       42.4       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-02165R
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     3,466:     3,328      3,311         40         57         83          0          0          0          0          0          0:       15        15
Old  :     3,466:     3,328      3,311         40         57         83          0          0          0          0          0          0:       15        15
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :       655:       655        640          0          0          0          0          0          0          0          0          0:        0        15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      96.0       95.5        1.2        1.6        2.4        0.0        0.0        0.0        0.0        0.0        0.0:      0.4       0.4
Old  :     100.0:      96.0       95.5        1.2        1.6        2.4        0.0        0.0        0.0        0.0        0.0        0.0:      0.4       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12         12          .          .          .          0          0          0          0          0          0:
Old  :        20:        12         12          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.5       63.8       91.2       87.5       48.0       52.4       62.9       63.7
Old  :                 65.5       63.8       91.2       87.5       48.0       52.4       62.9       63.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-02165T
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 GALLONS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     9,625:     8,383      8,480        484        100        728          0          0          0          0          0          0:       30       317
Old  :     9,625:     8,383      8,480        484        100        728          0          0          0          0          0          0:       30       317
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :      -235:      -235       -260          0         25          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.1       88.1        5.0        1.0        7.6        0.0        0.0        0.0        0.0        0.0        0.0:      0.3       3.3
Old  :     100.0:      87.1       88.1        5.0        1.0        7.6        0.0        0.0        0.0        0.0        0.0        0.0:      0.3       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        21         11          5          .          4          0          0          0          0          0          0:
Old  :        31:        21         11          5          .          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.9       68.1       68.9       87.7       44.3       63.3       57.2       68.8
Old  :                 46.9       68.1       68.9       87.7       44.3       63.3       57.2       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-021A28
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    27,805:    22,484     23,158      2,763      1,666      2,282          0          0          0          0        423        276:        0         0
Old  :    27,805:    22,484     23,158      2,763      1,666      2,282          0          0          0          0        423        276:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :     1,906:     1,982      1,823        -54        -70        153          0          0          0          0        175       -175:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.9       83.3        9.9        6.0        8.2        0.0        0.0        0.0        0.0        1.5        1.0:      0.0       0.0
Old  :     100.0:      80.9       83.3        9.9        6.0        8.2        0.0        0.0        0.0        0.0        1.5        1.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        19         18          5          6         10          0          0          0          0          .          .:
Old  :        37:        19         18          5          6         10          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.2       47.3       71.8       68.9       32.9       33.7       44.0       43.4
Old  :                 48.2       47.3       71.8       68.9       32.9       33.7       44.0       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :   355,290:    97,771    189,738     55,754      8,960     29,021     47,541      6,660     18,725      9,480     25,514     50,177:   46,822    26,496
Old  :   355,290:    97,771    189,738     55,754      8,960     29,021     47,541      6,660     18,725      9,480     25,514     50,177:   46,822    26,496
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :   -13,982:     2,445     -8,072     -3,006      2,985        638     -3,104       -219     -4,546      1,357       -655     -3,794:   -3,972      -319
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.5       53.4       15.7        2.5        8.2       13.4        1.9        5.3        2.7        7.2       14.1:     13.2       7.5
Old  :     100.0:      27.5       53.4       15.7        2.5        8.2       13.4        1.9        5.3        2.7        7.2       14.1:     13.2       7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       176:        57         69         18          4         19         39          9         19         14         17         25:
Old  :       176:        57         69         18          4         19         39          9         19         14         17         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.6       24.1       24.4       37.0        8.1       15.6       14.2       21.9
Old  :                 14.6       24.1       24.4       37.0        8.1       15.6       14.2       21.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-022653
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :    70,486:    16,390     17,807      8,765      1,325     16,720          0          0          0         82      7,082     26,354:    2,175     1,198
Old  :    70,486:    16,390     17,807      8,765      1,325     16,720          0          0          0         82      7,082     26,354:    2,175     1,198
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :    -7,566:    -1,340     -2,695       -278       -373     -1,927          0          0          0          4      1,413     -3,871:     -155      -113
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.3       25.3       12.4        1.9       23.7        0.0        0.0        0.0        0.1       10.0       37.4:      3.1       1.7
Old  :     100.0:      23.3       25.3       12.4        1.9       23.7        0.0        0.0        0.0        0.1       10.0       37.4:      3.1       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:         7          7          6          4         10          0          0          0          .          8         10:
Old  :        27:         7          7          6          4         10          0          0          0          .          8         10:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.1       45.7       65.7       65.9       15.5       12.9       17.4       17.5
Old  :                 40.1       45.7       65.7       65.9       15.5       12.9       17.4       17.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                  Code-02265J
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1000 BARRELS)                                                                                             :
     :          :    Positions                                                                                                           :
All  :    14,248:     9,531      8,201      1,208      2,561      1,935        200          0          0        750        851        550:       74       150
Old  :    14,248:     9,531      8,201      1,208      2,561      1,935        200          0          0        750        851        550:       74       150
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :       998:       490        750        451        -30         57          0          0       -150        700        271         50:     -600        50
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.9       57.6        8.5       18.0       13.6        1.4        0.0        0.0        5.3        6.0        3.9:      0.5       1.1
Old  :     100.0:      66.9       57.6        8.5       18.0       13.6        1.4        0.0        0.0        5.3        6.0        3.9:      0.5       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        66:        31         35          7          6         10          .          0          0          .          5          .:
Old  :        66:        31         35          7          6         10          .          0          0          .          5          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       26.9       45.1       42.5       21.8       24.3       36.3       35.9
Old  :                 27.6       26.9       45.1       42.5       21.8       24.3       36.3       35.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-02265T
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     8,049:     5,090      5,150        825      1,229        995        653          0        100        200        410          0:      186       165
Old  :     8,049:     5,090      5,150        825      1,229        995        653          0        100        200        410          0:      186       165
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :       200:       275          0        -75         50        150       -150          0          0          0        100          0:        0      -100
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.2       64.0       10.2       15.3       12.4        8.1        0.0        1.2        2.5        5.1        0.0:      2.3       2.0
Old  :     100.0:      63.2       64.0       10.2       15.3       12.4        8.1        0.0        1.2        2.5        5.1        0.0:      2.3       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        16         12          4          4          7          .          0          .          .          .          0:
Old  :        40:        16         12          4          4          7          .          0          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       43.7       55.3       63.6       23.9       39.7       38.6       54.4
Old  :                 39.3       43.7       55.3       63.6       23.9       39.7       38.6       54.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                                                             Code-025601
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 29,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :    10,308:     7,334      6,712          3        585        177        732         57        164        325      1,098        808:      765       707
Old  :    10,308:     7,334      6,712          3        585        177        732         57        164        325      1,098        808:      765       707
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :      -840:       104       -505        -36        118        -93       -138         10         14         15        305       -383:     -323      -306
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.1       65.1        0.0        5.7        1.7        7.1        0.6        1.6        3.2       10.7        7.8:      7.4       6.9
Old  :     100.0:      71.1       65.1        0.0        5.7        1.7        7.1        0.6        1.6        3.2       10.7        7.8:      7.4       6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        17         21          .          .          .          .          .          .          4          .          4:
Old  :        34:        17         21          .          .          .          .          .          .          4          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.7       46.0       65.6       69.7       27.0       27.3       36.1       37.7
Old  :                 45.7       46.0       65.6       69.7       27.0       27.3       36.1       37.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-025651
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :    19,154:    17,948     15,699          5        983        486          0          7         33        436      1,427        127:      119       392
Old  :    19,154:    17,948     15,699          5        983        486          0          7         33        436      1,427        127:      119       392
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :       505:       616        423          5         28        -55          0          0          0        335         27         96:     -493       -15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.7       82.0        0.0        5.1        2.5        0.0        0.0        0.2        2.3        7.5        0.7:      0.6       2.0
Old  :     100.0:      93.7       82.0        0.0        5.1        2.5        0.0        0.0        0.2        2.3        7.5        0.7:      0.6       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        62:        37         42          .          .          .          0          .          .          .          7          5:
Old  :        62:        37         42          .          .          .          0          .          .          .          7          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       29.9       52.7       50.1       24.6       27.5       37.3       36.7
Old  :                 32.6       29.9       52.7       50.1       24.6       27.5       37.3       36.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-03265A
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     2,669:     1,724      1,534         24         39         28          0         35        186         30        121         17:      660       709
Old  :     2,669:     1,724      1,534         24         39         28          0         35        186         30        121         17:      660       709
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :       308:       515        424          0          0          0          0         -7        -13         30          0          0:     -224       -96
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.6       57.5        0.9        1.5        1.0        0.0        1.3        7.0        1.1        4.5        0.6:     24.7      26.6
Old  :     100.0:      64.6       57.5        0.9        1.5        1.0        0.0        1.3        7.0        1.1        4.5        0.6:     24.7      26.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        19         20          .          .          .          0          .          .          .          .          .:
Old  :        27:        19         20          .          .          .          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       26.9       42.7       42.6       19.7       18.4       26.8       24.6
Old  :                 26.9       26.9       42.7       42.6       19.7       18.4       26.8       24.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-03265C
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     1,437:       998      1,114          4          0         32          0          0          0        128          0          0:      275       291
Old  :     1,437:       998      1,114          4          0         32          0          0          0        128          0          0:      275       291
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :       126:       230        191          0          0          0          0          0          0         50          0         -5:     -149       -60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.5       77.5        0.3        0.0        2.2        0.0        0.0        0.0        8.9        0.0        0.0:     19.1      20.3
Old  :     100.0:      69.5       77.5        0.3        0.0        2.2        0.0        0.0        0.0        8.9        0.0        0.0:     19.1      20.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        23         20          .          0          .          0          0          0          .          0          0:
Old  :        31:        23         20          .          0          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       27.1       46.6       43.8       28.3       25.5       41.1       40.6
Old  :                 30.9       27.1       46.6       43.8       28.3       25.5       41.1       40.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                                                                      Code-067411
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   468,450:   137,954    145,630     48,715     65,805     80,326     29,615     15,571     27,155     12,103      7,985    112,111:   20,470    13,867
Old  :   468,450:   137,954    145,630     48,715     65,805     80,326     29,615     15,571     27,155     12,103      7,985    112,111:   20,470    13,867
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :   -20,262:     6,982     -3,945    -11,552     -5,854     -9,507      5,754        670      6,325     -4,093      4,306    -11,579:   -2,591      -678
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.4       31.1       10.4       14.0       17.1        6.3        3.3        5.8        2.6        1.7       23.9:      4.4       3.0
Old  :     100.0:      29.4       31.1       10.4       14.0       17.1        6.3        3.3        5.8        2.6        1.7       23.9:      4.4       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       121:        38         38         15         14         22         15          7         14         13         10         27:
Old  :       121:        38         38         15         14         22         15          7         14         13         10         27:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       24.6       34.2       36.4        8.0       10.1       13.2       16.5
Old  :                 22.8       24.6       34.2       36.4        8.0       10.1       13.2       16.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  : 2,225,957:   232,235    367,096    204,446    313,982    624,319    228,925     39,237    277,313    104,294     68,459    466,000:   88,424    69,551
Old  : 2,225,957:   232,235    367,096    204,446    313,982    624,319    228,925     39,237    277,313    104,294     68,459    466,000:   88,424    69,551
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :   -26,060:   -12,465    -32,051     -8,763     13,358     -9,185    -25,648        738     12,216      9,698     -3,987      8,584:     -498   -15,733
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.4       16.5        9.2       14.1       28.0       10.3        1.8       12.5        4.7        3.1       20.9:      4.0       3.1
Old  :     100.0:      10.4       16.5        9.2       14.1       28.0       10.3        1.8       12.5        4.7        3.1       20.9:      4.0       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       348:        49         60         17         34         44         81         39         77         59         47         89:
Old  :       348:        49         60         17         34         44         81         39         77         59         47         89:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       14.2       29.0       25.7        9.9        7.6       13.2       12.0
Old  :                 19.1       14.2       29.0       25.7        9.9        7.6       13.2       12.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-067657
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   192,968:    55,407    113,671     14,760     21,298     13,022      2,191     12,963      9,671     78,816      1,135     17,233:    1,870     3,976
Old  :   192,968:    55,407    113,671     14,760     21,298     13,022      2,191     12,963      9,671     78,816      1,135     17,233:    1,870     3,976
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :   -22,543:    -4,458    -20,194       -382     -5,521     -1,766     -1,177     -1,794      2,184    -20,749       -173      2,970:      835     1,751
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.7       58.9        7.6       11.0        6.7        1.1        6.7        5.0       40.8        0.6        8.9:      1.0       2.1
Old  :     100.0:      28.7       58.9        7.6       11.0        6.7        1.1        6.7        5.0       40.8        0.6        8.9:      1.0       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        12         10          .          6          7          .          .          4          4          .          5:
Old  :        31:        12         10          .          6          7          .          .          4          4          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.6       57.8       87.8       75.0       59.3       56.7       70.6       67.2
Old  :                 70.6       57.8       87.8       75.0       59.3       56.7       70.6       67.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06765A
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   207,450:    41,343     29,687     43,537     79,400     32,595        782          0        960     46,412     15,455      4,078:   37,743    45,275
Old  :   207,450:    41,343     29,687     43,537     79,400     32,595        782          0        960     46,412     15,455      4,078:   37,743    45,275
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :     3,427:       401        542       -806       -590      1,283         12          0        264      1,388     -2,231       -518:    1,403     4,677
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.9       14.3       21.0       38.3       15.7        0.4        0.0        0.5       22.4        7.4        2.0:     18.2      21.8
Old  :     100.0:      19.9       14.3       21.0       38.3       15.7        0.4        0.0        0.5       22.4        7.4        2.0:     18.2      21.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:         7          7          7          9         13          .          0          .          4          7          7:
Old  :        36:         7          7          7          9         13          .          0          .          4          7          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.1       30.1       57.5       48.0       38.1       26.8       52.2       40.2
Old  :                 40.1       30.1       57.5       48.0       38.1       26.8       52.2       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06765B
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    78,917:     6,268      7,335      6,332     22,820     36,687     14,067      1,108      5,396      4,163        498      2,910:    3,094     2,163
Old  :    78,917:     6,268      7,335      6,332     22,820     36,687     14,067      1,108      5,396      4,163        498      2,910:    3,094     2,163
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :       956:       -78        -96        196        910        349        706         39       -649        -63         19        312:      182        72
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.9        9.3        8.0       28.9       46.5       17.8        1.4        6.8        5.3        0.6        3.7:      3.9       2.7
Old  :     100.0:       7.9        9.3        8.0       28.9       46.5       17.8        1.4        6.8        5.3        0.6        3.7:      3.9       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:         4          4          9         10         18          9          .          7          6          .          7:
Old  :        44:         4          4          9         10         18          9          .          7          6          .          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.9       49.8       62.4       78.1       19.1       23.3       25.3       29.4
Old  :                 38.9       49.8       62.4       78.1       19.1       23.3       25.3       29.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06765C
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   538,307:    74,460     66,522     44,610     88,652    276,514          0      2,344     15,007     38,686          0     77,112:   11,918    12,155
Old  :   538,307:    74,460     66,522     44,610     88,652    276,514          0      2,344     15,007     38,686          0     77,112:   11,918    12,155
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :     2,006:        -5        750       -633        984      6,562          0       -143     -2,551        131       -189        -53:   -1,445    -3,355
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.8       12.4        8.3       16.5       51.4        0.0        0.4        2.8        7.2        0.0       14.3:      2.2       2.3
Old  :     100.0:      13.8       12.4        8.3       16.5       51.4        0.0        0.4        2.8        7.2        0.0       14.3:      2.2       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        50:         7          8         10         18         28          0          .          .         13          0         13:
Old  :        50:         7          8         10         18         28          0          .          .         13          0         13:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       26.6       50.3       44.3        8.0        6.1       13.3       10.2
Old  :                 30.6       26.6       50.3       44.3        8.0        6.1       13.3       10.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06765G
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    15,816:     7,245     11,072      5,623      1,556      2,020          0          0          0        525        766        125:      278       277
Old  :    15,816:     7,245     11,072      5,623      1,556      2,020          0          0          0        525        766        125:      278       277
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :     1,942:     1,321        927        276        650         89          0          0          0          0          0          0:      256       276
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.8       70.0       35.6        9.8       12.8        0.0        0.0        0.0        3.3        4.8        0.8:      1.8       1.8
Old  :     100.0:      45.8       70.0       35.6        9.8       12.8        0.0        0.0        0.0        3.3        4.8        0.8:      1.8       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        19         17         10          .         10          0          0          0          .          .          .:
Old  :        43:        19         17         10          .         10          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       51.6       58.1       70.1       32.8       45.5       43.2       56.6
Old  :                 37.2       51.6       58.1       70.1       32.8       45.5       43.2       56.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-06765I
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    56,294:     5,043      2,076     24,251     16,730     18,296      2,898      4,927        241          0      7,151      1,381:    4,184     5,492
Old  :    56,294:     5,043      2,076     24,251     16,730     18,296      2,898      4,927        241          0      7,151      1,381:    4,184     5,492
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :   -14,568:    -4,887       -474     -6,717     -7,900     -2,282     -1,161       -667       -898          0     -1,835       -396:    1,773      -116
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.0        3.7       43.1       29.7       32.5        5.1        8.8        0.4        0.0       12.7        2.5:      7.4       9.8
Old  :     100.0:       9.0        3.7       43.1       29.7       32.5        5.1        8.8        0.4        0.0       12.7        2.5:      7.4       9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:         4          .          8          9         14          .          .          .          0          .          4:
Old  :        29:         4          .          8          9         14          .          .          .          0          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       44.3       72.1       67.3       38.2       37.8       50.9       48.9
Old  :                 56.4       44.3       72.1       67.3       38.2       37.8       50.9       48.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                                                                   Code-06765J
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    27,281:       200      2,251     12,269      8,515      9,735      2,653        897        200          0      1,995          0:    2,224     3,688
Old  :    27,281:       200      2,251     12,269      8,515      9,735      2,653        897        200          0      1,995          0:    2,224     3,688
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :       503:         0          0       -148       -205        403        -52          0          0          0          0          0:      300       305
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       0.7        8.3       45.0       31.2       35.7        9.7        3.3        0.7        0.0        7.3        0.0:      8.2      13.5
Old  :     100.0:       0.7        8.3       45.0       31.2       35.7        9.7        3.3        0.7        0.0        7.3        0.0:      8.2      13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         .          .          7          5         12          .          .          .          0          .          0:
Old  :        21:         .          .          7          5         12          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.0       50.0       75.7       67.0       46.0       32.5       54.5       44.0
Old  :                 56.0       50.0       75.7       67.0       46.0       32.5       54.5       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                  Code-06765O
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    11,185:     3,000      1,570      3,540      7,495      1,970      2,627          0          0          0        100          0:       48        50
Old  :    11,185:     3,000      1,570      3,540      7,495      1,970      2,627          0          0          0        100          0:       48        50
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :       -30:         0          0          0         30        -30          0          0          0          0          0          0:        0       -30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.8       14.0       31.6       67.0       17.6       23.5        0.0        0.0        0.0        0.9        0.0:      0.4       0.4
Old  :     100.0:      26.8       14.0       31.6       67.0       17.6       23.5        0.0        0.0        0.0        0.9        0.0:      0.4       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:         8          8          6          7          4          .          0          0          0          .          0:
Old  :        30:         8          8          6          7          4          .          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.7       76.3       81.0       87.3       54.5       63.0       72.2       73.3
Old  :                 59.7       76.3       81.0       87.3       54.5       63.0       72.2       73.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-06765T
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    24,461:     2,606      1,235      2,009      1,842      6,834      2,239      2,482      3,025        976      1,584      2,973:    3,799     4,486
Old  :    24,461:     2,606      1,235      2,009      1,842      6,834      2,239      2,482      3,025        976      1,584      2,973:    3,799     4,486
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :    -3,111:       158        -18       -535       -731       -189       -179        505       -997        117       -784       -702:     -784      -195
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.7        5.1        8.2        7.5       27.9        9.2       10.1       12.4        4.0        6.5       12.2:     15.5      18.3
Old  :     100.0:      10.7        5.1        8.2        7.5       27.9        9.2       10.1       12.4        4.0        6.5       12.2:     15.5      18.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:         .          .          .          4          8          .          5          4          .          .          4:
Old  :        24:         .          .          .          4          8          .          5          4          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.5       37.7       64.6       55.1       21.9       16.0       26.1       22.8
Old  :                 41.5       37.7       64.6       55.1       21.9       16.0       26.1       22.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-06765X
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    19,047:       148          0      3,004      2,677     11,458      1,661      1,963      1,289         66        642        133:    1,287       885
Old  :    19,047:       148          0      3,004      2,677     11,458      1,661      1,963      1,289         66        642        133:    1,287       885
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :       509:        11          0        983       -520        295       -784        411        132        -23        110         -5:     -100        86
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       0.8        0.0       15.8       14.1       60.2        8.7       10.3        6.8        0.3        3.4        0.7:      6.8       4.6
Old  :     100.0:       0.8        0.0       15.8       14.1       60.2        8.7       10.3        6.8        0.3        3.4        0.7:      6.8       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:         .          0          8          7         13          5          5          5          .          5          .:
Old  :        32:         .          0          8          7         13          5          5          5          .          5          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.7       43.5       69.4       67.2       15.6       16.0       21.9       22.4
Old  :                 45.7       43.5       69.4       67.2       15.6       16.0       21.9       22.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-06765Y
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    97,629:     6,704      6,539     15,575     19,217     46,195      4,543          0      2,684      2,133        676      6,201:   13,594    16,117
Old  :    97,629:     6,704      6,539     15,575     19,217     46,195      4,543          0      2,684      2,133        676      6,201:   13,594    16,117
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :     1,782:       177        -16       -197        812        153        590          0        430     -1,045        -53        -39:    1,712       494
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.9        6.7       16.0       19.7       47.3        4.7        0.0        2.7        2.2        0.7        6.4:     13.9      16.5
Old  :     100.0:       6.9        6.7       16.0       19.7       47.3        4.7        0.0        2.7        2.2        0.7        6.4:     13.9      16.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:         .          4          6         10         15          .          0          .          .          .          4:
Old  :        25:         .          4          6         10         15          .          0          .          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.9       34.7       55.3       53.1       19.7       15.8       23.7       19.5
Old  :                 38.9       34.7       55.3       53.1       19.7       15.8       23.7       19.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-111659
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :   306,090:   117,991    193,577     28,324      9,640     23,817     65,832     10,889     16,350     13,138     14,158     22,527:   18,111    15,134
Old  :   306,090:   117,991    193,577     28,324      9,640     23,817     65,832     10,889     16,350     13,138     14,158     22,527:   18,111    15,134
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :   -13,351:    -7,702    -15,200       -294       -678       -581     -1,967      1,827       -850     -1,340     -1,196      1,470:   -2,087     1,857
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.5       63.2        9.3        3.1        7.8       21.5        3.6        5.3        4.3        4.6        7.4:      5.9       4.9
Old  :     100.0:      38.5       63.2        9.3        3.1        7.8       21.5        3.6        5.3        4.3        4.6        7.4:      5.9       4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       203:        62         68         15          6         17         51         13         28         21         12         25:
Old  :       203:        62         68         15          6         17         51         13         28         21         12         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.7       23.1       26.0       37.6       10.1       14.1       16.7       20.7
Old  :                 16.7       23.1       26.0       37.6       10.1       14.1       16.7       20.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                Code-11165K
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :    22,788:     6,238     12,387        546      3,041        526      2,869          0        852      5,658          0        111:    5,988     5,871
Old  :    22,788:     6,238     12,387        546      3,041        526      2,869          0        852      5,658          0        111:    5,988     5,871
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :       203:       184       -258        -29        127        225       -283          0        126         24          0         -9:      -35        -8
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.4       54.4        2.4       13.3        2.3       12.6        0.0        3.7       24.8        0.0        0.5:     26.3      25.8
Old  :     100.0:      27.4       54.4        2.4       13.3        2.3       12.6        0.0        3.7       24.8        0.0        0.5:     26.3      25.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:         9         14          .          .          .          .          0          .          .          0          .:
Old  :        26:         9         14          .          .          .          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.3       38.1       66.0       56.3       48.1       36.2       60.7       53.6
Old  :                 52.3       38.1       66.0       56.3       48.1       36.2       60.7       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-11165L
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :    24,705:    24,210     11,615          0     11,150          0          0          0          0          0          0          0:      495     1,940
Old  :    24,705:    24,210     11,615          0     11,150          0          0          0          0          0          0          0:      495     1,940
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :      -150:      -150       -150          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      98.0       47.0        0.0       45.1        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      2.0       7.9
Old  :     100.0:      98.0       47.0        0.0       45.1        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      2.0       7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12         13          0          4          0          0          0          0          0          0          0:
Old  :        20:        12         13          0          4          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.3       53.7       93.9       77.4       78.6       52.4       84.1       72.4
Old  :                 81.3       53.7       93.9       77.4       78.6       52.4       84.1       72.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                Code-26265D
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     6,594:     3,722      4,840      1,716        428      1,136          0          0          0          0        170          0:       20        20
Old  :     6,594:     3,722      4,840      1,716        428      1,136          0          0          0          0        170          0:       20        20
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :       200:       100          0         70          0         30          0          0          0          0        170          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.4       73.4       26.0        6.5       17.2        0.0        0.0        0.0        0.0        2.6        0.0:      0.3       0.3
Old  :     100.0:      56.4       73.4       26.0        6.5       17.2        0.0        0.0        0.0        0.0        2.6        0.0:      0.3       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        19         20          8          .          7          0          0          0          0          .          0:
Old  :        38:        19         20          8          .          7          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       41.1       64.9       68.6       33.5       29.8       45.9       45.3
Old  :                 37.9       41.1       64.9       68.6       33.5       29.8       45.9       45.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022A13
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    59,920:    53,175     33,174      3,484     24,298      1,785        375        119         51        150          0          0:      900       493
Old  :    59,920:    53,175     33,174      3,484     24,298      1,785        375        119         51        150          0          0:      900       493
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :     4,736:     5,489        557       -348      4,390        -15          0       -117          0       -400          0          0:       10       -79
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.7       55.4        5.8       40.6        3.0        0.6        0.2        0.1        0.3        0.0        0.0:      1.5       0.8
Old  :     100.0:      88.7       55.4        5.8       40.6        3.0        0.6        0.2        0.1        0.3        0.0        0.0:      1.5       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        33         23          6          7          8          .          .          .          .          0          0:
Old  :        54:        33         23          6          7          8          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.7       54.7       73.4       71.5       47.9       48.6       57.8       61.6
Old  :                 60.7       54.7       73.4       71.5       47.9       48.6       57.8       61.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-86465A
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    14,800:    11,210      9,226      2,661      4,715        790          0         50         19          0          0          0:      120         0
Old  :    14,800:    11,210      9,226      2,661      4,715        790          0         50         19          0          0          0:      120         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :     1,616:     1,486      1,556        135         65         -5          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.7       62.3       18.0       31.9        5.3        0.0        0.3        0.1        0.0        0.0        0.0:      0.8       0.0
Old  :     100.0:      75.7       62.3       18.0       31.9        5.3        0.0        0.3        0.1        0.0        0.0        0.0:      0.8       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        11         13          8          .          .          0          .          .          0          0          0:
Old  :        25:        11         13          8          .          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.2       82.2       79.4       94.5       41.5       59.2       55.1       62.5
Old  :                 63.2       82.2       79.4       94.5       41.5       59.2       55.1       62.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-86465C
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     6,095:     4,045      2,395      1,150        750        450          0          0          0        450      2,500          0:        0         0
Old  :     6,095:     4,045      2,395      1,150        750        450          0          0          0        450      2,500          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :       325:       100        125          0        -50        225          0          0          0        450         25          0:     -450         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.4       39.3       18.9       12.3        7.4        0.0        0.0        0.0        7.4       41.0        0.0:      0.0       0.0
Old  :     100.0:      66.4       39.3       18.9       12.3        7.4        0.0        0.0        0.0        7.4       41.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        18         12          5          4          4          0          0          0          .          .          0:
Old  :        37:        18         12          5          4          4          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       73.3       61.0       86.1       37.2       71.5       57.3       81.6
Old  :                 37.2       73.3       61.0       86.1       37.2       71.5       57.3       81.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-86565A
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     5,196:     2,887      3,431        579        290      1,180          0          0          0          0         76         87:      463       132
Old  :     5,196:     2,887      3,431        579        290      1,180          0          0          0          0         76         87:      463       132
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :      -175:      -106         35        -44          0        -50          0          0          0          0       -232          0:       25        72
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.6       66.0       11.1        5.6       22.7        0.0        0.0        0.0        0.0        1.5        1.7:      8.9       2.5
Old  :     100.0:      55.6       66.0       11.1        5.6       22.7        0.0        0.0        0.0        0.0        1.5        1.7:      8.9       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        13         13          6          .          4          0          0          0          0          .          .:
Old  :        26:        13         13          6          .          4          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.5       49.5       70.2       80.1       28.2       29.4       36.5       41.2
Old  :                 49.5       49.5       70.2       80.1       28.2       29.4       36.5       41.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-86565C
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    25,248:    15,426     13,826      5,594      4,123      2,489          0      3,279          0        620        354      1,099:       20        78
Old  :    25,248:    15,426     13,826      5,594      4,123      2,489          0      3,279          0        620        354      1,099:       20        78
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :     1,381:     1,532      1,592        354       -370        255          0          0          0       -990       -326        230:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.1       54.8       22.2       16.3        9.9        0.0       13.0        0.0        2.5        1.4        4.4:      0.1       0.3
Old  :     100.0:      61.1       54.8       22.2       16.3        9.9        0.0       13.0        0.0        2.5        1.4        4.4:      0.1       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        63:        26         29          9          9         11          0          .          0          .          .          4:
Old  :        63:        26         29          9          9         11          0          .          0          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       35.6       52.7       51.4       25.8       33.1       42.3       43.7
Old  :                 31.8       35.6       52.7       51.4       25.8       33.1       42.3       43.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-86565D
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     5,883:     3,047      1,549        610      2,136        254          0      1,560          0      1,908        160          0:       64       224
Old  :     5,883:     3,047      1,549        610      2,136        254          0      1,560          0      1,908        160          0:       64       224
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :         0:         0          0          0        150          0          0       -150          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.8       26.3       10.4       36.3        4.3        0.0       26.5        0.0       32.4        2.7        0.0:      1.1       3.8
Old  :     100.0:      51.8       26.3       10.4       36.3        4.3        0.0       26.5        0.0       32.4        2.7        0.0:      1.1       3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         5          7          .          4          .          0          .          0          .          .          0:
Old  :        20:         5          7          .          4          .          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.3       67.2       97.7       84.7       78.7       67.2       86.6       79.0
Old  :                 85.3       67.2       97.7       84.7       78.7       67.2       86.6       79.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-86665A
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    12,944:     9,824      7,606         78      3,566        241      1,520        354        820        218        126        150:       93        81
Old  :    12,944:     9,824      7,606         78      3,566        241      1,520        354        820        218        126        150:       93        81
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :       588:       732        446        -45        -44         35        -15        236        -94          0        126          0:      -25      -117
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.9       58.8        0.6       27.5        1.9       11.7        2.7        6.3        1.7        1.0        1.2:      0.7       0.6
Old  :     100.0:      75.9       58.8        0.6       27.5        1.9       11.7        2.7        6.3        1.7        1.0        1.2:      0.7       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        50:        28         21          .          9          5          .          .          .          .          .          .:
Old  :        50:        28         21          .          9          5          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       43.7       64.4       64.9       41.3       39.2       55.0       54.4
Old  :                 42.3       43.7       64.4       64.9       41.3       39.2       55.0       54.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-86765C
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    35,081:    15,607     17,974      3,309     10,090      3,918         50      1,400        400     10,879        150        676:      242       473
Old  :    35,081:    15,607     17,974      3,309     10,090      3,918         50      1,400        400     10,879        150        676:      242       473
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 15, 2011                                                                :
     :       389:       804       -213         18      1,160       -408          0         25        -25          0       -150          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      44.5       51.2        9.4       28.8       11.2        0.1        4.0        1.1       31.0        0.4        1.9:      0.7       1.3
Old  :     100.0:      44.5       51.2        9.4       28.8       11.2        0.1        4.0        1.1       31.0        0.4        1.9:      0.7       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        15         23          8         10         11          .          .          .          5          .          4:
Old  :        53:        15         23          8         10         11          .          .          .          5          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.4       48.3       72.8       62.8       59.1       46.9       67.6       56.7
Old  :                 61.4       48.3       72.8       62.8       59.1       46.9       67.6       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated November 28, 2011