```
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #02165A                                                    Open Interest is    46,349                :
: Positions                                                                                                    :
:   33,867    40,267     6,207       217     5,250         0         0         0       269         0       352 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:   -4,187    -4,677      -646      -454      -992         0         0         0      -217         0         5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      86.9      13.4       0.5      11.3       0.0       0.0       0.0       0.6       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       24        33        11         .        11         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #02165B                                                    Open Interest is    17,456                :
: Positions                                                                                                    :
:   14,771    14,645       505       763     2,020         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:   -1,091    -1,020         1       -65      -148         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.6      83.9       2.9       4.4      11.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       14        24         .         5         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #02165E                                                    Open Interest is     9,712                :
: Positions                                                                                                    :
:    5,112     5,267       875       310     2,563         0         0       110         0       483        86 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:     -851      -784         5        -7      -137         0         0        20         0       -49       -73 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.6      54.2       9.0       3.2      26.4       0.0       0.0       1.1       0.0       5.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       20        22         8         5        13         0         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                   :
CFTC Code #02165G                                                    Open Interest is     5,263                :
: Positions                                                                                                    :
:    2,447     3,549       893       262       425        25         0         0       367         0       154 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:     -940    -1,245      -302      -213      -210        25         0       -25      -404       -38       -13 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.5      67.4      17.0       5.0       8.1       0.5       0.0       0.0       7.0       0.0       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       29        31         6         4         9         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                  :
CFTC Code #02165I                                                    Open Interest is     2,438                :
: Positions                                                                                                    :
:    1,017       776       125       357       425        80         0         0         0       369         0 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:     -474      -598       -74        32       -57       -25         0         0       -19      -143        -6 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.7      31.8       5.1      14.6      17.4       3.3       0.0       0.0       0.0      15.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10        10         4         .         5         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 GALLONS)                     :
CFTC Code #02165T                                                    Open Interest is     8,438                :
: Positions                                                                                                    :
:    7,952     7,609       180       583       120         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:     -509      -914      -418       -13       -82         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.2      90.2       2.1       6.9       1.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        13         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #021A28                                                    Open Interest is    24,283                :
: Positions                                                                                                    :
:   18,450    19,175     2,737     1,517     2,781         0         0         0         0       715        95 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:   -4,783    -4,905      -416       -91      -223         0         0         0         0      -223        60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.0      79.0      11.3       6.2      11.5       0.0       0.0       0.0       0.0       2.9       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       18        16         6         5         7         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)             :
CFTC Code #022651                                                    Open Interest is   285,107                :
: Positions                                                                                                    :
:   91,006   172,401    43,476    15,712    12,984    48,971     8,126    18,601    12,618    24,040    10,911 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:   -1,301     6,439       176     2,025      -193     8,197     1,146    -4,005     1,695     1,232     2,762 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.9      60.5      15.2       5.5       4.6      17.2       2.9       6.5       4.4       8.4       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   177                     :
:       53        73        14         5        12        46        12        25        12         9        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1000 BARRELS)                                  :
CFTC Code #02265J                                                    Open Interest is    12,660                :
: Positions                                                                                                    :
:    8,593     6,680     1,613       666     2,152         0       100       150        59     2,797        75 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:     -835    -3,014    -1,970       413      -518         0         0         0      -200      -444        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.9      52.8      12.7       5.3      17.0       0.0       0.8       1.2       0.5      22.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       26        29         6         5         9         0         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #02265T                                                    Open Interest is     9,218                :
: Positions                                                                                                    :
:    5,426     5,865     1,255     1,528     1,725       708         0         0        50       100         0 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:     -760      -635        25      -150      -200         0         0         0         0        50       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.9      63.6      13.6      16.6      18.7       7.7       0.0       0.0       0.5       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       13        14         5         6         9         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CBT ETHANOL - CHICAGO BOARD OF TRADE   (CONTRACTS OF 29,000 U.S. GALLONS)                                      :
CFTC Code #025601                                                    Open Interest is    11,140                :
: Positions                                                                                                    :
:    7,486     8,430         0       587        99       719         0       242       723       204     1,044 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:      275       412         0       151       -13         9         0       -11       233        22       -86 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      75.7       0.0       5.3       0.9       6.5       0.0       2.2       6.5       1.8       9.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       20        23         0         .         .         4         0         .         7         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                       :
CFTC Code #025651                                                    Open Interest is    12,759                :
: Positions                                                                                                    :
:   11,372    11,059       385       219       153        49         0        80       220       852       199 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:     -147      -287        52      -142        83       -25         0        31       -63       251       -77 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.1      86.7       3.0       1.7       1.2       0.4       0.0       0.6       1.7       6.7       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       32        33         .         .         .         .         0         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                       :
CFTC Code #03265C                                                    Open Interest is     1,623                :
: Positions                                                                                                    :
:    1,076     1,034       257         0        33         0         0         0        28       276        61 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:     -155       -94       -53         0        27         0         0         0         3      -156        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.3      63.7      15.8       0.0       2.0       0.0       0.0       0.0       1.7      17.0       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        17         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE   (CONTRACTS OF 1,000 BARRELS)                                     :
CFTC Code #067411                                                    Open Interest is   380,944                :
: Positions                                                                                                    :
:  121,049   118,956    39,216    80,591    60,372    41,838    11,260    16,100    14,403     9,145    68,515 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:    3,705    21,811     7,861     2,225    -2,846     1,818    -4,466     1,914     1,791    -4,134     9,973 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.8      31.2      10.3      21.2      15.8      11.0       3.0       4.2       3.8       2.4      18.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   124                     :
:       38        37        11        17        25        18         5        13        12        14        29 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #067651                                                    Open Interest is 1,484,546                :
: Positions                                                                                                    :
:  245,608   324,513   165,410   287,662   209,611   211,129    37,660   264,493   104,042   108,626   192,436 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:   54,337    47,582    -9,778    -3,326     4,261      -968    -1,516    21,032    -5,037    -2,675    14,885 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.5      21.9      11.1      19.4      14.1      14.2       2.5      17.8       7.0       7.3      13.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   324                     :
:       48        49        22        27        41        64        35        69        60        45        84 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765A                                                    Open Interest is   188,543                :
: Positions                                                                                                    :
:   33,647    19,334    29,375    70,593    24,662         0       940        18    50,963     8,992     1,617 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:   -2,546    -2,125      -244    -2,327    -1,928         0       -57         0    -1,436       587       462 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.8      10.3      15.6      37.4      13.1       0.0       0.5       0.0      27.0       4.8       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        4         4         5         7         9         0         .         .         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #06765G                                                    Open Interest is    17,252                :
: Positions                                                                                                    :
:   10,152     9,301     3,078     4,204     2,972         0        25         0       600       300       450 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:   -1,612      -769       702       967    -2,494         0        25       -25       600      -542      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.8      53.9      17.8      24.4      17.2       0.0       0.1       0.0       3.5       1.7       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       15        12         5         7         8         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #06765I                                                    Open Interest is    72,111                :
: Positions                                                                                                    :
:    5,968     2,751    24,519    16,894    24,989     3,468     4,927     1,878     1,350     7,078     6,349 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:        0         0      -885       630       529        28    -1,788    -1,393         0         0      -350 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.3       3.8      34.0      23.4      34.7       4.8       6.8       2.6       1.9       9.8       8.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:        5         .         8         9        15         .         .         5         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                                  :
CFTC Code #06765J                                                    Open Interest is    42,649                :
: Positions                                                                                                    :
:      350     2,701    12,554    10,576    17,105     3,305       897     6,550         0     1,075       550 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:      150       150        87    -1,667     1,136    -1,765         0      -534         0       325      -850 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      0.8       6.3      29.4      24.8      40.1       7.7       2.1      15.4       0.0       2.5       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        .         .         7         5        12         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                                 :
CFTC Code #06765O                                                    Open Interest is     8,560                :
: Positions                                                                                                    :
:    2,162       925     1,200     5,417     1,468     2,650         0       702       300         0         0 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:      -30      -125      -300      -330       105      -125         0       420         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.3      10.8      14.0      63.3      17.1      31.0       0.0       8.2       3.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        6         5         .         7         4         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                 :
CFTC Code #111659                                                    Open Interest is   332,356                :
: Positions                                                                                                    :
:  116,980   238,785    34,604    14,395    13,605    90,508     2,738    24,053    14,828    13,815    12,617 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:    1,822     4,377      -726     1,967      -470     2,965      -598       809       651      -697     1,619 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.2      71.8      10.4       4.3       4.1      27.2       0.8       7.2       4.5       4.2       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   205                     :
:       65        74        15         5        15        72         .        30        15        13        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                         :
CFTC Code #11165K                                                    Open Interest is    21,288                :
: Positions                                                                                                    :
:    8,402    13,169         0     3,665        13     2,708         0       327     5,485       209       244 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:     -162      -206         0        74      -198      -443         0      -150    -1,111      -481       133 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.5      61.9       0.0      17.2       0.1      12.7       0.0       1.5      25.8       1.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        7        18         0         .         .         .         0         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                               :
CFTC Code #26265D                                                    Open Interest is     7,790                :
: Positions                                                                                                    :
:    3,780     4,419     2,406       380       998       100         0         0       196     1,689       254 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:     -291       321       640      -125      -336         0         0         0      -100        53        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.5      56.7      30.9       4.9      12.8       1.3       0.0       0.0       2.5      21.7       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       18        18         8         .         7         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #022A13                                                    Open Interest is    48,793                :
: Positions                                                                                                    :
:   41,517    23,889     3,945    23,166     1,456       825         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:   -4,413    -3,447      -265    -1,119        11       175         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      49.0       8.1      47.5       3.0       1.7       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       30        22         7         8         8         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #86465A                                                    Open Interest is    17,081                :
: Positions                                                                                                    :
:   12,643    12,468     3,479     3,731       732         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:     -727    -1,194      -657      -325       -25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.0      73.0      20.4      21.8       4.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         8         7         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #86465C                                                    Open Interest is     8,015                :
: Positions                                                                                                    :
:    4,585     3,325     1,815       400       990       575         0         0        50     3,300         0 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:     -160       425       -90      -230        40       300         0      -300         0      -125       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.2      41.5      22.6       5.0      12.4       7.2       0.0       0.0       0.6      41.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       15         8         8         .         6         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #86565A                                                    Open Interest is     3,668                :
: Positions                                                                                                    :
:    1,845     2,853       537       236       415       123         0         0       547        90        43 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:       -7       174       -77       -50       -85         0         0         0       178       -25        22 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.3      77.8      14.6       6.4      11.3       3.4       0.0       0.0      14.9       2.5       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         7         .         .         4         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #86565C                                                    Open Interest is    23,140                :
: Positions                                                                                                    :
:   13,879    11,909     5,033     4,023     1,602       180     3,423         0       765       444     1,624 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:   -2,812    -2,557    -1,003      -185      -238       180      -284         0        41      -574       427 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.0      51.5      21.8      17.4       6.9       0.8      14.8       0.0       3.3       1.9       7.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       20        26         9         8         9         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #86665A                                                    Open Interest is    10,600                :
: Positions                                                                                                    :
:    8,769     6,296        32     2,346       408       831       227       459        45       862         0 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:   -1,949    -2,019      -220      -408         2      -476      -333         0        45        82         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.7      59.4       0.3      22.1       3.8       7.8       2.1       4.3       0.4       8.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       21        20         .         7         .         .         .         .         .         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                            :
CFTC Code #86765C                                                    Open Interest is    27,674                :
: Positions                                                                                                    :
:   12,524    13,200     3,528     8,055     2,037         0     2,341         0     8,680       691       520 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:   -1,507    -1,736       -13    -1,022      -192         0       -50         0    -1,289        -2       -76 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.3      47.7      12.7      29.1       7.4       0.0       8.5       0.0      31.4       2.5       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       11        17         8         9         8         0         4         0         5         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #967654                                                    Open Interest is    24,839                :
: Positions                                                                                                    :
:   17,392    13,312       241     4,695       667     1,625         0        24       550         0     1,400 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:     -694    -1,686       -68       858       -56    -1,007         0         0       -50         0        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.0      53.6       1.0      18.9       2.7       6.5       0.0       0.1       2.2       0.0       5.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        14         .         5         4         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
```

----

Updated February 10, 2012