```
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, January 25, 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  :    46,220:    32,809     32,952      8,687      3,608      3,845          0          0          0        634      5,343        153:       92       319
Old  :    46,220:    32,809     32,952      8,687      3,608      3,845          0          0          0        634      5,343        153:       92       319
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :     4,959:     4,348      1,474        653        840        198          0          0          0       -300      2,387         78:      -18       -18
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.0       71.3       18.8        7.8        8.3        0.0        0.0        0.0        1.4       11.6        0.3:      0.2       0.7
Old  :     100.0:      71.0       71.3       18.8        7.8        8.3        0.0        0.0        0.0        1.4       11.6        0.3:      0.2       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  :        59:        26         34          8          7         11          0          0          0          .          4          .:
Old  :        59:        26         34          8          7         11          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  :                 33.5       33.6       53.3       52.2       26.5       22.2       37.7       33.6
Old  :                 33.5       33.6       53.3       52.2       26.5       22.2       37.7       33.6
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, January 25, 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  :    24,345:    17,644     21,260      4,719      1,007      1,868          0          0          0          0          0          0:      114       210
Old  :    24,345:    17,644     21,260      4,719      1,007      1,868          0          0          0          0          0          0:      114       210
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :        46:       100        -50          0       -150        246          0          0          0       -300          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.5       87.3       19.4        4.1        7.7        0.0        0.0        0.0        0.0        0.0        0.0:      0.5       0.9
Old  :     100.0:      72.5       87.3       19.4        4.1        7.7        0.0        0.0        0.0        0.0        0.0        0.0:      0.5       0.9
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  :        39:        20         23          5          4          4          0          0          0          0          0          0:
Old  :        39:        20         23          5          4          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  :                 44.3       57.6       69.4       76.6       41.5       49.7       60.8       58.4
Old  :                 44.3       57.6       69.4       76.6       41.5       49.7       60.8       58.4
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, January 25, 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  :    10,028:     5,131      5,816        484        674      1,685          0          0          0      1,085        293        162:    1,481     1,398
Old  :    10,028:     5,131      5,816        484        674      1,685          0          0          0      1,085        293        162:    1,481     1,398
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :     1,120:       438        875         52        114        132          0          0          0        470         70         75:      -47      -146
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.2       58.0        4.8        6.7       16.8        0.0        0.0        0.0       10.8        2.9        1.6:     14.8      13.9
Old  :     100.0:      51.2       58.0        4.8        6.7       16.8        0.0        0.0        0.0       10.8        2.9        1.6:     14.8      13.9
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  :        46:        24         28          5          7         12          0          0          0          .          .          .:
Old  :        46:        24         28          5          7         12          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  :                 35.1       21.9       50.4       39.2       29.8       20.0       39.7       30.8
Old  :                 35.1       21.9       50.4       39.2       29.8       20.0       39.7       30.8
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, January 25, 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  :     7,680:     4,252      5,690      1,713        200        546          0          0          0        367        289        348:      454       607
Old  :     7,680:     4,252      5,690      1,713        200        546          0          0          0        367        289        348:      454       607
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :       399:       298        120        -43         67         32          0          0          0       -113        -91        178:       47        93
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.4       74.1       22.3        2.6        7.1        0.0        0.0        0.0        4.8        3.8        4.5:      5.9       7.9
Old  :     100.0:      55.4       74.1       22.3        2.6        7.1        0.0        0.0        0.0        4.8        3.8        4.5:      5.9       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  :        68:        38         41         10          4         11          0          0          0          5          4          5:
Old  :        68:        38         41         10          4         11          0          0          0          5          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  :                 32.5       19.4       45.4       32.3       30.0       19.3       38.5       30.9
Old  :                 32.5       19.4       45.4       32.3       30.0       19.3       38.5       30.9
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, January 25, 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  :     2,685:       779      1,245        159        752        281        150          0          0        354          0        120:      842       287
Old  :     2,685:       779      1,245        159        752        281        150          0          0        354          0        120:      842       287
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.0       46.4        5.9       28.0       10.5        5.6        0.0        0.0       13.2        0.0        4.5:     31.4      10.7
Old  :     100.0:      29.0       46.4        5.9       28.0       10.5        5.6        0.0        0.0       13.2        0.0        4.5:     31.4      10.7
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  :        23:        10         13          .          .          .          .          0          0          .          0          .:
Old  :        23:        10         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  :                 33.4       55.1       52.1       72.2       25.1       49.6       38.0       62.2
Old  :                 33.4       55.1       52.1       72.2       25.1       49.6       38.0       62.2
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, January 25, 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  :     1,929:       957      1,393        449          0        110          0          0          0         30         15         75:      308       336
Old  :     1,929:       957      1,393        449          0        110          0          0          0         30         15         75:      308       336
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :        70:        51         48        -10          0         21          0          0          0          0        -10         20:      -12        -9
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.6       72.2       23.3        0.0        5.7        0.0        0.0        0.0        1.6        0.8        3.9:     16.0      17.4
Old  :     100.0:      49.6       72.2       23.3        0.0        5.7        0.0        0.0        0.0        1.6        0.8        3.9:     16.0      17.4
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  :        26:        16         19          5          0          .          0          0          0          .          .          .:
Old  :        26:        16         19          5          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  :                 36.2       36.0       54.1       53.5       23.1       20.1       29.7       28.6
Old  :                 36.2       36.0       54.1       53.5       23.1       20.1       29.7       28.6
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, January 25, 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  :     4,387:     4,148      4,137          0        250          0          0          0          0        200          0          0:       39         0
Old  :     4,387:     4,148      4,137          0        250          0          0          0          0        200          0          0:       39         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :       100:       100        100          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.6       94.3        0.0        5.7        0.0        0.0        0.0        0.0        4.6        0.0        0.0:      0.9       0.0
Old  :     100.0:      94.6       94.3        0.0        5.7        0.0        0.0        0.0        0.0        4.6        0.0        0.0:      0.9       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  :        23:        13         13          0          .          0          0          0          0          .          0          0:
Old  :        23:        13         13          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  :                 77.5       66.0       91.1       85.7       43.9       34.1       54.0       51.8
Old  :                 77.5       66.0       91.1       85.7       43.9       34.1       54.0       51.8
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, January 25, 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  :    18,185:    10,193     17,347      7,159        345        493          0          0          0         25          0          0:      315         0
Old  :    18,185:    10,193     17,347      7,159        345        493          0          0          0         25          0          0:      315         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :     1,446:       796      1,386        590          0         60          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.1       95.4       39.4        1.9        2.7        0.0        0.0        0.0        0.1        0.0        0.0:      1.7       0.0
Old  :     100.0:      56.1       95.4       39.4        1.9        2.7        0.0        0.0        0.0        0.1        0.0        0.0:      1.7       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  :        31:        19         11          7          .          4          0          0          0          .          0          0:
Old  :        31:        19         11          7          .          4          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  :                 62.1       79.8       75.8       92.4       59.9       75.4       71.5       83.6
Old  :                 62.1       79.8       75.8       92.4       59.9       75.4       71.5       83.6
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, January 25, 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  :   401,893:   111,867    234,380     70,775      1,396     27,709     57,155     21,221     27,224     10,173     12,316     47,892:   49,100    29,756
Old  :   401,893:   111,867    234,380     70,775      1,396     27,709     57,155     21,221     27,224     10,173     12,316     47,892:   49,100    29,756
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :     7,240:     4,108     -3,211     -1,469        -99      2,394      2,947      5,189        -24       -441      1,140         16:     -292     1,834
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.8       58.3       17.6        0.3        6.9       14.2        5.3        6.8        2.5        3.1       11.9:     12.2       7.4
Old  :     100.0:      27.8       58.3       17.6        0.3        6.9       14.2        5.3        6.8        2.5        3.1       11.9:     12.2       7.4
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  :       183:        56         67         20          .         18         47         10         19         10         18         24:
Old  :       183:        56         67         20          .         18         47         10         19         10         18         24:
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  :                 17.8       23.9       28.8       35.0        9.8       11.3       15.8       17.9
Old  :                 17.8       23.9       28.8       35.0        9.8       11.3       15.8       17.9
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, January 25, 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  :   113,116:    47,958     55,999     13,762      1,809     16,577          0          0          0        315      6,148     29,854:    4,650     2,729
Old  :   113,116:    47,958     55,999     13,762      1,809     16,577          0          0          0        315      6,148     29,854:    4,650     2,729
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :    -3,420:    -1,105     -2,040       -824         35       -138          0          0          0        -89        -66     -1,120:     -144       -92
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.4       49.5       12.2        1.6       14.7        0.0        0.0        0.0        0.3        5.4       26.4:      4.1       2.4
Old  :     100.0:      42.4       49.5       12.2        1.6       14.7        0.0        0.0        0.0        0.3        5.4       26.4:      4.1       2.4
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:         5          5          5          .          7          0          0          0          .          6          8:
Old  :        20:         5          5          5          .          7          0          0          0          .          6          8:
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  :                 58.9       64.2       79.3       84.1       12.0       12.5       13.4       15.1
Old  :                 58.9       64.2       79.3       84.1       12.0       12.5       13.4       15.1
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, January 25, 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  :    18,383:    10,672     14,904      5,122        550      1,772        200          0        100        217        742        250:       50        65
Old  :    18,383:    10,672     14,904      5,122        550      1,772        200          0        100        217        742        250:       50        65
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :       973:       973        958         60        -40         15          0          0          0        -25        100        -50:        0       -10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.1       81.1       27.9        3.0        9.6        1.1        0.0        0.5        1.2        4.0        1.4:      0.3       0.4
Old  :     100.0:      58.1       81.1       27.9        3.0        9.6        1.1        0.0        0.5        1.2        4.0        1.4:      0.3       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  :        69:        34         37         10          4          9          .          0          .          .          6          .:
Old  :        69:        34         37         10          4          9          .          0          .          .          6          .:
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  :                 34.6       31.2       51.8       49.1       28.2       28.7       40.2       42.5
Old  :                 34.6       31.2       51.8       49.1       28.2       28.7       40.2       42.5
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, January 25, 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  :     6,636:     2,425      4,081      2,006      1,695        560          0          0          0      1,345          0          0:      300       300
Old  :     6,636:     2,425      4,081      2,006      1,695        560          0          0          0      1,345          0          0:      300       300
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :       300:       300        300         50          0          0          0          0          0        -50          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.5       61.5       30.2       25.5        8.4        0.0        0.0        0.0       20.3        0.0        0.0:      4.5       4.5
Old  :     100.0:      36.5       61.5       30.2       25.5        8.4        0.0        0.0        0.0       20.3        0.0        0.0:      4.5       4.5
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  :        27:        10          8          6          5          5          0          0          0          .          0          0:
Old  :        27:        10          8          6          5          5          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  :                 45.1       53.1       67.8       80.0       37.4       48.8       52.5       63.3
Old  :                 45.1       53.1       67.8       80.0       37.4       48.8       52.5       63.3
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, January 25, 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  :     8,100:     5,889      6,203        102        686        155      1,010        125        186        368        306        207:      183       232
Old  :     8,100:     5,889      6,203        102        686        155      1,010        125        186        368        306        207:      183       232
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :       327:       401        340        -32         63         18         -6         36         -8         27       -102        -58:      -15        38
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.7       76.6        1.3        8.5        1.9       12.5        1.5        2.3        4.5        3.8        2.6:      2.3       2.9
Old  :     100.0:      72.7       76.6        1.3        8.5        1.9       12.5        1.5        2.3        4.5        3.8        2.6:      2.3       2.9
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  :        37:        17         20          .          .          .          .          .          .          4          .          4:
Old  :        37:        17         20          .          .          .          .          .          .          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  :                 55.2       47.1       73.8       68.1       41.5       33.0       50.8       43.7
Old  :                 55.2       47.1       73.8       68.1       41.5       33.0       50.8       43.7
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, January 25, 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  :    10,248:     9,603      8,472        271        293        164         15          0         60          0        954         25:      110       280
Old  :    10,248:     9,603      8,472        271        293        164         15          0         60          0        954         25:      110       280
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :       853:       883        698         -1        -21         21          0          0          0        -10        122        -29:      -11        62
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.7       82.7        2.6        2.9        1.6        0.1        0.0        0.6        0.0        9.3        0.2:      1.1       2.7
Old  :     100.0:      93.7       82.7        2.6        2.9        1.6        0.1        0.0        0.6        0.0        9.3        0.2:      1.1       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  :        36:        22         24          .          .          4          .          0          .          0          .          .:
Old  :        36:        22         24          .          .          4          .          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  :                 52.2       59.4       70.8       71.5       49.1       52.0       63.0       60.8
Old  :                 52.2       59.4       70.8       71.5       49.1       52.0       63.0       60.8
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, January 25, 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  :     2,868:     2,141      1,793          0          0          0        158        315         24          0          0          0:      545       736
Old  :     2,868:     2,141      1,793          0          0          0        158        315         24          0          0          0:      545       736
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :        84:        89        138          0          0          0          0          0          0        -30          0          0:       25       -54
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.7       62.5        0.0        0.0        0.0        5.5       11.0        0.8        0.0        0.0        0.0:     19.0      25.7
Old  :     100.0:      74.7       62.5        0.0        0.0        0.0        5.5       11.0        0.8        0.0        0.0        0.0:     19.0      25.7
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  :        23:        19         17          0          0          0          .          .          .          0          0          0:
Old  :        23:        19         17          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  :                 38.8       24.3       61.5       42.3       29.7       19.0       39.0       30.9
Old  :                 38.8       24.3       61.5       42.3       29.7       19.0       39.0       30.9
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, January 25, 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  :     1,798:     1,040      1,100         87          0         42          0          0          0         97          0          0:      532       656
Old  :     1,798:     1,040      1,100         87          0         42          0          0          0         97          0          0:      532       656
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :       198:       163        109          4          0         15          0          0          0          2          0        -19:       33        93
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.8       61.2        4.8        0.0        2.3        0.0        0.0        0.0        5.4        0.0        0.0:     29.6      36.5
Old  :     100.0:      57.8       61.2        4.8        0.0        2.3        0.0        0.0        0.0        5.4        0.0        0.0:     29.6      36.5
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  :        22:        17         17          .          0          .          0          0          0          .          0          0:
Old  :        22:        17         17          .          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  :                 30.6       26.9       48.5       43.3       25.1       23.6       36.7       31.7
Old  :                 30.6       26.9       48.5       43.3       25.1       23.6       36.7       31.7
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, January 25, 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  :   595,781:   179,781    255,338     95,499     70,089    105,509     26,783      9,492     50,602     25,624      1,466     84,284:   27,700    19,001
Old  :   595,781:   179,781    255,338     95,499     70,089    105,509     26,783      9,492     50,602     25,624      1,466     84,284:   27,700    19,001
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :   -13,948:     4,808      3,777     -1,007      1,614     -7,400     -5,266     -4,071      1,028     -2,139     -3,639     -8,230:    4,258     2,973
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.2       42.9       16.0       11.8       17.7        4.5        1.6        8.5        4.3        0.2       14.1:      4.6       3.2
Old  :     100.0:      30.2       42.9       16.0       11.8       17.7        4.5        1.6        8.5        4.3        0.2       14.1:      4.6       3.2
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  :       124:        38         38         12         15         25         10          9         12         25          6         30:
Old  :       124:        38         38         12         15         25         10          9         12         25          6         30:
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  :                 22.7       19.3       33.7       30.9       13.7        9.8       19.0       16.4
Old  :                 22.7       19.3       33.7       30.9       13.7        9.8       19.0       16.4
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, January 25, 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  : 2,630,366:   414,578    577,592    213,510    300,362    712,214    223,499     51,486    283,051     96,406     67,246    572,929:  114,179    65,485
Old  : 2,630,366:   414,578    577,592    213,510    300,362    712,214    223,499     51,486    283,051     96,406     67,246    572,929:  114,179    65,485
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :    45,110:    17,231      9,675     -3,257    -15,037     12,735    -33,198      5,354      8,804      6,565     -7,912     29,037:    7,193     2,454
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.8       22.0        8.1       11.4       27.1        8.5        2.0       10.8        3.7        2.6       21.8:      4.3       2.5
Old  :     100.0:      15.8       22.0        8.1       11.4       27.1        8.5        2.0       10.8        3.7        2.6       21.8:      4.3       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  :       405:        51         60         19         28         44         89         49         85         90         49        112:
Old  :       405:        51         60         19         28         44         89         49         85         90         49        112:
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  :                 18.4       15.2       28.2       26.6        8.1        6.9       11.6       11.4
Old  :                 18.4       15.2       28.2       26.6        8.1        6.9       11.6       11.4
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, January 25, 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  :   212,625:    49,122    101,768        913     24,706     12,644      5,072      9,669     13,649     91,740      7,592     35,386:    4,099     7,210
Old  :   212,625:    49,122    101,768        913     24,706     12,644      5,072      9,669     13,649     91,740      7,592     35,386:    4,099     7,210
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :     3,274:     5,084     -3,827        913       -741      2,096     -2,229      2,704     -1,387     -4,226      2,115      2,214:      809        99
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.1       47.9        0.4       11.6        5.9        2.4        4.5        6.4       43.1        3.6       16.6:      1.9       3.4
Old  :     100.0:      23.1       47.9        0.4       11.6        5.9        2.4        4.5        6.4       43.1        3.6       16.6:      1.9       3.4
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  :        40:        13         14          .          6          6          .          7          5          5          4          7:
Old  :        40:        13         14          .          6          6          .          7          5          5          4          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  :                 74.2       55.7       84.8       70.0       54.8       42.3       58.4       49.2
Old  :                 74.2       55.7       84.8       70.0       54.8       42.3       58.4       49.2
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, January 25, 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  :   234,384:    54,004     40,988     56,703     74,833     32,947        327          0        544     37,530     16,863      8,384:   43,945    59,825
Old  :   234,384:    54,004     40,988     56,703     74,833     32,947        327          0        544     37,530     16,863      8,384:   43,945    59,825
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :     4,027:     3,063      1,350     -7,332        -47     -2,151        327       -643        543        282          7      1,309:    7,986     3,659
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.0       17.5       24.2       31.9       14.1        0.1        0.0        0.2       16.0        7.2        3.6:     18.7      25.5
Old  :     100.0:      23.0       17.5       24.2       31.9       14.1        0.1        0.0        0.2       16.0        7.2        3.6:     18.7      25.5
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  :        35:        10         11          6          9         13          .          0          .          5          .          4:
Old  :        35:        10         11          6          9         13          .          0          .          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  :                 40.7       28.1       58.1       46.8       39.2       26.1       53.3       41.5
Old  :                 40.7       28.1       58.1       46.8       39.2       26.1       53.3       41.5
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, January 25, 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  :   121,897:    10,742     10,021      7,843     32,388     42,792     23,486      2,229     22,259      2,148        616      8,359:    4,268     3,233
Old  :   121,897:    10,742     10,021      7,843     32,388     42,792     23,486      2,229     22,259      2,148        616      8,359:    4,268     3,233
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :    -3,145:      -828       -682       -515     -3,682        608     -1,564      1,280        593       -145        -64     -1,229:      -65        31
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.8        8.2        6.4       26.6       35.1       19.3        1.8       18.3        1.8        0.5        6.9:      3.5       2.7
Old  :     100.0:       8.8        8.2        6.4       26.6       35.1       19.3        1.8       18.3        1.8        0.5        6.9:      3.5       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  :        57:         8          8          6         11         15         12          4         11          6          7         12:
Old  :        57:         8          8          6         11         15         12          4         11          6          7         12:
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  :                 28.8       43.7       48.3       65.8       15.8       21.8       21.6       27.9
Old  :                 28.8       43.7       48.3       65.8       15.8       21.8       21.6       27.9
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, January 25, 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  :   560,572:    99,967     83,028     44,555     89,001    265,864         77         25     13,484     33,192      5,189     87,965:   15,468    16,016
Old  :   560,572:    99,967     83,028     44,555     89,001    265,864         77         25     13,484     33,192      5,189     87,965:   15,468    16,016
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :   -16,822:    -5,339     -2,579      1,027     -4,699     -8,166     -2,357         25      2,915       -444        368     -4,014:     -444      -672
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.8       14.8        7.9       15.9       47.4        0.0        0.0        2.4        5.9        0.9       15.7:      2.8       2.9
Old  :     100.0:      17.8       14.8        7.9       15.9       47.4        0.0        0.0        2.4        5.9        0.9       15.7:      2.8       2.9
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  :        47:         8          8          7         19         26          .          .          .          9          .         11:
Old  :        47:         8          8          7         19         26          .          .          .          9          .         11:
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  :                 33.7       26.6       50.8       43.1        8.7        6.4       13.4       11.4
Old  :                 33.7       26.6       50.8       43.1        8.7        6.4       13.4       11.4
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, January 25, 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  :    38,201:    16,029     23,012      9,594      1,263     11,713          0        294          0        445      1,462        108:      312       349
Old  :    38,201:    16,029     23,012      9,594      1,263     11,713          0        294          0        445      1,462        108:      312       349
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :     1,641:       875        315        430        255        111          0          0          0         25        760          0:      200       200
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.0       60.2       25.1        3.3       30.7        0.0        0.8        0.0        1.2        3.8        0.3:      0.8       0.9
Old  :     100.0:      42.0       60.2       25.1        3.3       30.7        0.0        0.8        0.0        1.2        3.8        0.3:      0.8       0.9
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  :        51:        27         21         11          4         13          0          .          0          .          .          .:
Old  :        51:        27         21         11          4         13          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  :                 46.3       36.1       64.1       55.4       19.5       16.4       24.8       24.5
Old  :                 46.3       36.1       64.1       55.4       19.5       16.4       24.8       24.5
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, January 25, 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  :    85,997:     9,483      4,406     39,656     16,650     26,414      4,451     24,374      1,512          0      6,062        727:    3,754     5,852
Old  :    85,997:     9,483      4,406     39,656     16,650     26,414      4,451     24,374      1,512          0      6,062        727:    3,754     5,852
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :    -1,401:    -1,083        280      1,077     -1,711     -1,378          0      1,400          0          0          3        -97:       80       102
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.0        5.1       46.1       19.4       30.7        5.2       28.3        1.8        0.0        7.0        0.8:      4.4       6.8
Old  :     100.0:      11.0        5.1       46.1       19.4       30.7        5.2       28.3        1.8        0.0        7.0        0.8:      4.4       6.8
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:         7          6         13          8         17          .          7          5          0          4          4:
Old  :        43:         7          6         13          8         17          .          7          5          0          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  :                 48.8       42.2       66.9       60.8       36.5       35.1       49.4       45.8
Old  :                 48.8       42.2       66.9       60.8       36.5       35.1       49.4       45.8
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, January 25, 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  :    25,281:       600      3,384      9,280      9,908      8,317      2,892          3      1,125          0          0          0:    3,067     2,544
Old  :    25,281:       600      3,384      9,280      9,908      8,317      2,892          3      1,125          0          0          0:    3,067     2,544
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       2.4       13.4       36.7       39.2       32.9       11.4        0.0        4.4        0.0        0.0        0.0:     12.1      10.1
Old  :     100.0:       2.4       13.4       36.7       39.2       32.9       11.4        0.0        4.4        0.0        0.0        0.0:     12.1      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  :        20:         .          4          8          4         11          .          .          .          0          0          0:
Old  :        20:         .          4          8          4         11          .          .          .          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  :                 52.1       53.6       68.1       72.9       37.6       43.8       46.3       50.4
Old  :                 52.1       53.6       68.1       72.9       37.6       43.8       46.3       50.4
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, January 25, 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  :    16,589:     5,602      5,690      2,180      4,827      4,382      4,125      1,378          0        150          0          0:      150       312
Old  :    16,589:     5,602      5,690      2,180      4,827      4,382      4,125      1,378          0        150          0          0:      150       312
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :     1,350:       750        450        150       -640        750       -600        640          0        150          0          0:      150       150
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.8       34.3       13.1       29.1       26.4       24.9        8.3        0.0        0.9        0.0        0.0:      0.9       1.9
Old  :     100.0:      33.8       34.3       13.1       29.1       26.4       24.9        8.3        0.0        0.9        0.0        0.0:      0.9       1.9
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  :        32:         7          9          4          9          9          .          .          0          .          0          0:
Old  :        32:         7          9          4          9          9          .          .          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  :                 63.1       53.7       83.2       73.6       45.1       32.3       53.7       46.5
Old  :                 63.1       53.7       83.2       73.6       45.1       32.3       53.7       46.5
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, January 25, 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  :    12,494:       856        778      1,364      5,152      2,951      4,186        233      1,857        215         38        763:      300       721
Old  :    12,494:       856        778      1,364      5,152      2,951      4,186        233      1,857        215         38        763:      300       721
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.9        6.2       10.9       41.2       23.6       33.5        1.9       14.9        1.7        0.3        6.1:      2.4       5.8
Old  :     100.0:       6.9        6.2       10.9       41.2       23.6       33.5        1.9       14.9        1.7        0.3        6.1:      2.4       5.8
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:         .          5          5          4          9          4          .          4          .          .          .:
Old  :        22:         .          5          5          4          9          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  :                 61.8       61.6       80.8       78.8       43.0       41.3       47.0       45.7
Old  :                 61.8       61.6       80.8       78.8       43.0       41.3       47.0       45.7
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, January 25, 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  :   313,801:   114,406    226,009     41,355      7,787     21,878     67,290      5,557     14,743     12,826      5,642     18,719:   22,584    13,465
Old  :   313,801:   114,406    226,009     41,355      7,787     21,878     67,290      5,557     14,743     12,826      5,642     18,719:   22,584    13,465
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :    -2,697:     6,062       -812       -925      2,769     -1,085     -3,662      1,182     -4,359       -145     -1,972      1,494:      -75        88
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.5       72.0       13.2        2.5        7.0       21.4        1.8        4.7        4.1        1.8        6.0:      7.2       4.3
Old  :     100.0:      36.5       72.0       13.2        2.5        7.0       21.4        1.8        4.7        4.1        1.8        6.0:      7.2       4.3
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  :       201:        62         76         15          8         18         60         13         27         16          7         15:
Old  :       201:        62         76         15          8         18         60         13         27         16          7         15:
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  :                 18.6       23.7       28.6       39.0        8.1       11.7       14.3       18.5
Old  :                 18.6       23.7       28.6       39.0        8.1       11.7       14.3       18.5
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, January 25, 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  :    21,991:    12,246     13,876      2,548          0          8      2,225      1,494         75          0        942      1,164:    3,725     4,432
Old  :    21,991:    12,246     13,876      2,548          0          8      2,225      1,494         75          0        942      1,164:    3,725     4,432
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :     1,453:       568        899        515          0          8        150         17          0       -102        366        -21:      335       184
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.7       63.1       11.6        0.0        0.0       10.1        6.8        0.3        0.0        4.3        5.3:     16.9      20.2
Old  :     100.0:      55.7       63.1       11.6        0.0        0.0       10.1        6.8        0.3        0.0        4.3        5.3:     16.9      20.2
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:        11         14          .          0          .          .          .          .          0          .          .:
Old  :        27:        11         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  :                 38.0       47.1       60.2       65.4       35.1       46.4       54.1       61.4
Old  :                 38.0       47.1       60.2       65.4       35.1       46.4       54.1       61.4
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, January 25, 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  :     6,239:     3,779      5,424      1,621        326        139          0          0          0        450        100        150:      100       100
Old  :     6,239:     3,779      5,424      1,621        326        139          0          0          0        450        100        150:      100       100
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :       295:       433        458         75          0          0          0          0          0        -50          0       -163:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.6       86.9       26.0        5.2        2.2        0.0        0.0        0.0        7.2        1.6        2.4:      1.6       1.6
Old  :     100.0:      60.6       86.9       26.0        5.2        2.2        0.0        0.0        0.0        7.2        1.6        2.4:      1.6       1.6
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  :        38:        15         21          6          .          .          0          0          0          4          .          .:
Old  :        38:        15         21          6          .          .          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  :                 36.9       39.7       58.8       61.0       27.5       31.3       44.0       47.0
Old  :                 36.9       39.7       58.8       61.0       27.5       31.3       44.0       47.0
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, January 25, 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  :    52,741:    41,734     31,331      7,709     16,191      1,661        400      3,254          9        175          0         50:    1,003       245
Old  :    52,741:    41,734     31,331      7,709     16,191      1,661        400      3,254          9        175          0         50:    1,003       245
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :     2,579:     1,720      1,840        505        660         -6        275          0          0        175       -150         50:     -140       185
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.1       59.4       14.6       30.7        3.1        0.8        6.2        0.0        0.3        0.0        0.1:      1.9       0.5
Old  :     100.0:      79.1       59.4       14.6       30.7        3.1        0.8        6.2        0.0        0.3        0.0        0.1:      1.9       0.5
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  :        50:        29         25          7          6          8          .          .          .          .          0          .:
Old  :        50:        29         25          7          6          8          .          .          .          .          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  :                 48.5       49.6       65.3       72.4       30.6       38.7       38.4       47.0
Old  :                 48.5       49.6       65.3       72.4       30.6       38.7       38.4       47.0
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, January 25, 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  :    19,136:    16,851     15,846      1,749      2,919        371          0          0          0          0          0          0:      165         0
Old  :    19,136:    16,851     15,846      1,749      2,919        371          0          0          0          0          0          0:      165         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :       335:       235        335        169          0          0          0          0          0          0          0          0:      -69         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.1       82.8        9.1       15.3        1.9        0.0        0.0        0.0        0.0        0.0        0.0:      0.9       0.0
Old  :     100.0:      88.1       82.8        9.1       15.3        1.9        0.0        0.0        0.0        0.0        0.0        0.0:      0.9       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  :        22:         9         12          6          .          .          0          0          0          0          0          0:
Old  :        22:         9         12          6          .          .          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  :                 83.8       79.4       93.0       96.3       77.9       69.8       82.7       82.5
Old  :                 83.8       79.4       93.0       96.3       77.9       69.8       82.7       82.5
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, January 25, 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  :     8,345:     3,785      2,410      2,560        305      1,230        250        150        150          0      4,100          0:      370         0
Old  :     8,345:     3,785      2,410      2,560        305      1,230        250        150        150          0      4,100          0:      370         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :       590:       500        100         25        105         85          0          0          0          0        300          0:      -20         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.4       28.9       30.7        3.7       14.7        3.0        1.8        1.8        0.0       49.1        0.0:      4.4       0.0
Old  :     100.0:      45.4       28.9       30.7        3.7       14.7        3.0        1.8        1.8        0.0       49.1        0.0:      4.4       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  :        36:        13         13          7          5          7          .          .          .          0          .          0:
Old  :        36:        13         13          7          5          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  :                 39.4       68.2       60.0       80.9       34.2       60.2       51.0       66.5
Old  :                 39.4       68.2       60.0       80.9       34.2       60.2       51.0       66.5
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, January 25, 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  :    24,828:    15,335     19,672      3,278      3,343      1,363        105          0         90      4,462          0        150:       45       210
Old  :    24,828:    15,335     19,672      3,278      3,343      1,363        105          0         90      4,462          0        150:       45       210
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :     4,024:     1,135      3,239        250        606        179          0          0          0      2,460          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.8       79.2       13.2       13.5        5.5        0.4        0.0        0.4       18.0        0.0        0.6:      0.2       0.8
Old  :     100.0:      61.8       79.2       13.2       13.5        5.5        0.4        0.0        0.4       18.0        0.0        0.6:      0.2       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  :        37:        19         15          7          6          6          .          0          .          .          0          .:
Old  :        37:        19         15          7          6          6          .          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  :                 50.4       63.4       69.1       81.4       46.5       59.7       58.6       68.8
Old  :                 50.4       63.4       69.1       81.4       46.5       59.7       58.6       68.8
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, January 25, 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  :    18,300:     6,857      8,586      2,414      3,774      3,240        637          0        518      3,956      1,513        504:      174       165
Old  :    18,300:     6,857      8,586      2,414      3,774      3,240        637          0        518      3,956      1,513        504:      174       165
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :     1,278:       118        168       -534       -134        794          0          0          0        900        450          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.5       46.9       13.2       20.6       17.7        3.5        0.0        2.8       21.6        8.3        2.8:      1.0       0.9
Old  :     100.0:      37.5       46.9       13.2       20.6       17.7        3.5        0.0        2.8       21.6        8.3        2.8:      1.0       0.9
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  :        49:        18         20          5         11         11          .          0          .          .          .          .:
Old  :        49:        18         20          5         11         11          .          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  :                 39.7       39.5       56.7       58.9       32.9       37.1       44.8       50.3
Old  :                 39.7       39.5       56.7       58.9       32.9       37.1       44.8       50.3
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, January 25, 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  :    12,941:    11,324      7,209        171      3,333        722        125      1,044         72         54        249        276:      197        36
Old  :    12,941:    11,324      7,209        171      3,333        722        125      1,044         72         54        249        276:      197        36
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :       349:       184        255        -45        390         40          0       -381         45         45          0          0:       80         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.5       55.7        1.3       25.8        5.6        1.0        8.1        0.6        0.4        1.9        2.1:      1.5       0.3
Old  :     100.0:      87.5       55.7        1.3       25.8        5.6        1.0        8.1        0.6        0.4        1.9        2.1:      1.5       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  :        40:        21         18          .          5          4          .          .          .          .          .          .:
Old  :        40:        21         18          .          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  :                 45.3       43.5       71.9       66.1       33.3       36.7       47.5       49.8
Old  :                 45.3       43.5       71.9       66.1       33.3       36.7       47.5       49.8
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, January 25, 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  :    34,202:     7,474     22,032      8,346      2,253      5,903      2,454          0         50      6,895      1,220      2,504:      576       240
Old  :    34,202:     7,474     22,032      8,346      2,253      5,903      2,454          0         50      6,895      1,220      2,504:      576       240
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 18, 2011                                                                 :
     :       342:        63        381        150          0       -150        378          0          0       -222          0        111:       12         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.9       64.4       24.4        6.6       17.3        7.2        0.0        0.1       20.2        3.6        7.3:      1.7       0.7
Old  :     100.0:      21.9       64.4       24.4        6.6       17.3        7.2        0.0        0.1       20.2        3.6        7.3:      1.7       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  :        53:        11         16         12          4         14          4          0          .          6          .          4:
Old  :        53:        11         16         12          4         14          4          0          .          6          .          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  :                 28.8       49.5       48.5       67.5       25.6       46.3       41.9       59.7
Old  :                 28.8       49.5       48.5       67.5       25.6       46.3       41.9       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 28, 2011