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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    52,455:    38,054     44,944      6,853        671      6,242          0          0          0        486          0        347:      473       251
Old  :    52,455:    38,054     44,944      6,853        671      6,242          0          0          0        486          0        347:      473       251
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :     3,587:     2,587      2,929        243         75        845          0          0       -400        121          0        195:       -4       -57
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.5       85.7       13.1        1.3       11.9        0.0        0.0        0.0        0.9        0.0        0.7:      0.9       0.5
Old  :     100.0:      72.5       85.7       13.1        1.3       11.9        0.0        0.0        0.0        0.9        0.0        0.7:      0.9       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  :        53:        25         32          8          4         12          0          0          0          .          0          .:
Old  :        53:        25         32          8          4         12          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       37.3       62.1       59.0       13.4       13.8       22.1       20.2
Old  :                 38.2       37.3       62.1       59.0       13.4       13.8       22.1       20.2
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    18,701:    15,862     15,665        504        828      2,168          0          0          0          0          0          0:      167        40
Old  :    18,701:    15,862     15,665        504        828      2,168          0          0          0          0          0          0:      167        40
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :     1,921:     1,579      1,871         55       -237        287          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.8       83.8        2.7        4.4       11.6        0.0        0.0        0.0        0.0        0.0        0.0:      0.9       0.2
Old  :     100.0:      84.8       83.8        2.7        4.4       11.6        0.0        0.0        0.0        0.0        0.0        0.0:      0.9       0.2
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  :        33:        14         24          4          4          6          0          0          0          0          0          0:
Old  :        33:        14         24          4          4          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  :                 49.8       46.0       75.3       70.4       10.1       11.8       17.1       16.9
Old  :                 49.8       46.0       75.3       70.4       10.1       11.8       17.1       16.9
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    10,826:     5,963      6,051        870        317      2,700          0          0         90          0        532        159:    1,044       977
Old  :    10,826:     5,963      6,051        870        317      2,700          0          0         90          0        532        159:    1,044       977
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :       435:        94         84         43         30        214          0          0        -27          0         73         24:       87        37
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.1       55.9        8.0        2.9       24.9        0.0        0.0        0.8        0.0        4.9        1.5:      9.6       9.0
Old  :     100.0:      55.1       55.9        8.0        2.9       24.9        0.0        0.0        0.8        0.0        4.9        1.5:      9.6       9.0
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  :        42:        21         26          8          5         13          0          0          .          0          .          .:
Old  :        42:        21         26          8          5         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  :                 30.4       22.4       50.1       38.8       16.6       13.9       20.2       18.0
Old  :                 30.4       22.4       50.1       38.8       16.6       13.9       20.2       18.0
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     6,898:     3,387      4,794      1,195        475        635          0          0         25        771         38        167:      718       764
Old  :     6,898:     3,387      4,794      1,195        475        635          0          0         25        771         38        167:      718       764
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :       137:        49        168         93        102        -42          0          0          0          8        -31        -25:       54       -35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.1       69.5       17.3        6.9        9.2        0.0        0.0        0.4       11.2        0.6        2.4:     10.4      11.1
Old  :     100.0:      49.1       69.5       17.3        6.9        9.2        0.0        0.0        0.4       11.2        0.6        2.4:     10.4      11.1
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  :        54:        31         32          7          7         12          0          0          .          4          .          4:
Old  :        54:        31         32          7          7         12          0          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  :                 25.9       30.9       42.3       44.4       22.3       26.8       33.4       35.4
Old  :                 25.9       30.9       42.3       44.4       22.3       26.8       33.4       35.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165H
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     4,051:     2,615      2,128        615        617        344         85          0          0          0          0         62:      330       900
Old  :     4,051:     2,615      2,128        615        617        344         85          0          0          0          0         62:      330       900
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :        64:        30         93          0        -15         15          0          0          0          0          0          0:       19       -29
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.6       52.5       15.2       15.2        8.5        2.1        0.0        0.0        0.0        0.0        1.5:      8.1      22.2
Old  :     100.0:      64.6       52.5       15.2       15.2        8.5        2.1        0.0        0.0        0.0        0.0        1.5:      8.1      22.2
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  :        26:        13         16          .          5          6          .          0          0          0          0          .:
Old  :        26:        13         16          .          5          6          .          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  :                 52.7       31.2       68.8       48.5       46.7       23.0       53.1       33.4
Old  :                 52.7       31.2       68.8       48.5       46.7       23.0       53.1       33.4
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     2,984:     1,491      1,374        199        325        482        105          0          0         19        512          6:      682       285
Old  :     2,984:     1,491      1,374        199        325        482        105          0          0         19        512          6:      682       285
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :        62:         6         62         32         26         -2         30          0          0          4         20         -4:       -4       -40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.0       46.0        6.7       10.9       16.2        3.5        0.0        0.0        0.6       17.2        0.2:     22.9       9.6
Old  :     100.0:      50.0       46.0        6.7       10.9       16.2        3.5        0.0        0.0        0.6       17.2        0.2:     22.9       9.6
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  :        30:        13         14          5          .          7          .          0          0          .          .          .:
Old  :        30:        13         14          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  :                 26.3       43.2       43.9       65.7       22.9       35.5       33.4       46.3
Old  :                 26.3       43.2       43.9       65.7       22.9       35.5       33.4       46.3
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     2,036:     1,403        906         41        695        127          0          0          0         13          0         13:      439       295
Old  :     2,036:     1,403        906         41        695        127          0          0          0         13          0         13:      439       295
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :         2:        32         16        -13         11         12          0          0          0        -10         -5        -35:       16         3
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.9       44.5        2.0       34.1        6.2        0.0        0.0        0.0        0.6        0.0        0.6:     21.6      14.5
Old  :     100.0:      68.9       44.5        2.0       34.1        6.2        0.0        0.0        0.0        0.6        0.0        0.6:     21.6      14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        13         10          .          .          .          0          0          0          .          0          .:
Old  :        20:        13         10          .          .          .          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.1       58.8       66.2       76.1       53.8       55.7       59.1       66.9
Old  :                 55.1       58.8       66.2       76.1       53.8       55.7       59.1       66.9
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 GALLONS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     9,447:     8,461      8,523        598        596        202          0          0          0          0          0          0:      186       126
Old  :     9,447:     8,461      8,523        598        596        202          0          0          0          0          0          0:      186       126
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :       673:       673        736         63          0        -63          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.6       90.2        6.3        6.3        2.1        0.0        0.0        0.0        0.0        0.0        0.0:      2.0       1.3
Old  :     100.0:      89.6       90.2        6.3        6.3        2.1        0.0        0.0        0.0        0.0        0.0        0.0:      2.0       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        12         11          4          .          .          0          0          0          0          0          0:
Old  :        25:        12         11          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  :                 52.4       75.3       82.8       89.8       42.3       67.5       65.0       75.6
Old  :                 52.4       75.3       82.8       89.8       42.3       67.5       65.0       75.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-021A28
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    29,665:    23,233     24,080      3,153      1,608      3,004          0          0          0          0        938         35:      240         0
Old  :    29,665:    23,233     24,080      3,153      1,608      3,004          0          0          0          0        938         35:      240         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :       463:       120        280        255       -100        100          0          0          0          0        195        -12:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.3       81.2       10.6        5.4       10.1        0.0        0.0        0.0        0.0        3.2        0.1:      0.8       0.0
Old  :     100.0:      78.3       81.2       10.6        5.4       10.1        0.0        0.0        0.0        0.0        3.2        0.1:      0.8       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        19         16          6          6          8          0          0          0          0          .          .:
Old  :        36:        19         16          6          6          8          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.2       49.5       65.8       71.1       22.1       22.9       31.8       33.3
Old  :                 43.2       49.5       65.8       71.1       22.1       22.9       31.8       33.3
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   303,896:    98,654    173,846     44,006     11,782     19,600     40,761      7,019     22,648      8,436     21,644     24,683:   45,108    22,674
Old  :   303,896:    98,654    173,846     44,006     11,782     19,600     40,761      7,019     22,648      8,436     21,644     24,683:   45,108    22,674
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :    -9,502:    -2,109       -112      2,075        264     -1,736       -913     -1,496      3,165       -239        -42     -6,146:   -3,600    -3,400
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.5       57.2       14.5        3.9        6.4       13.4        2.3        7.5        2.8        7.1        8.1:     14.8       7.5
Old  :     100.0:      32.5       57.2       14.5        3.9        6.4       13.4        2.3        7.5        2.8        7.1        8.1:     14.8       7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       160:        51         69         15          5         16         34         13         23         10         11         15:
Old  :       160:        51         69         15          5         16         34         13         23         10         11         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  :                 16.7       23.2       25.7       33.9        8.5       12.0       15.4       17.9
Old  :                 16.7       23.2       25.7       33.9        8.5       12.0       15.4       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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    44,277:    12,073      8,638      6,396      1,166     10,862          0          0          0          0      8,975     13,386:    1,560     1,250
Old  :    44,277:    12,073      8,638      6,396      1,166     10,862          0          0          0          0      8,975     13,386:    1,560     1,250
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :    -2,562:    -1,045       -331       -954       -189       -311          0          0          0          0     -1,363       -249:       -4      -119
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.3       19.5       14.4        2.6       24.5        0.0        0.0        0.0        0.0       20.3       30.2:      3.5       2.8
Old  :     100.0:      27.3       19.5       14.4        2.6       24.5        0.0        0.0        0.0        0.0       20.3       30.2:      3.5       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         6          6          5          4          9          0          0          0          0          5          5:
Old  :        20:         6          6          5          4          9          0          0          0          0          5          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.7       54.3       70.4       75.2       18.2       20.7       21.6       22.8
Old  :                 45.7       54.3       70.4       75.2       18.2       20.7       21.6       22.8
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    16,158:     9,428      9,694      3,583        253      2,670          0        100        150        259      3,241         50:       18         0
Old  :    16,158:     9,428      9,694      3,583        253      2,670          0        100        150        259      3,241         50:       18         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :     1,858:       731        453        104         23      1,073          0        100          0          0        800        -50:        0      -541
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.3       60.0       22.2        1.6       16.5        0.0        0.6        0.9        1.6       20.1        0.3:      0.1       0.0
Old  :     100.0:      58.3       60.0       22.2        1.6       16.5        0.0        0.6        0.9        1.6       20.1        0.3:      0.1       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  :        62:        30         33          9          .          9          0          .          .          .          .          .:
Old  :        62:        30         33          9          .          9          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       33.1       52.5       49.8       21.1       28.1       33.0       36.1
Old  :                 34.7       33.1       52.5       49.8       21.1       28.1       33.0       36.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-02265T
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    10,203:     6,186      6,500      1,230      1,678      1,925        708          0          0         50         50         50:       54         0
Old  :    10,203:     6,186      6,500      1,230      1,678      1,925        708          0          0         50         50         50:       54         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :       258:       250          0          0        158          0        138          0          0       -150         50         50:      -30         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.6       63.7       12.1       16.4       18.9        6.9        0.0        0.0        0.5        0.5        0.5:      0.5       0.0
Old  :     100.0:      60.6       63.7       12.1       16.4       18.9        6.9        0.0        0.0        0.5        0.5        0.5:      0.5       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  :        34:        12         14          5          5          9          .          0          0          .          .          .:
Old  :        34:        12         14          5          5          9          .          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  :                 42.4       38.8       63.0       59.6       34.0       32.6       48.1       48.2
Old  :                 42.4       38.8       63.0       59.6       34.0       32.6       48.1       48.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-022A62
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     3,620:     3,530      3,320         50        300          0          0          0          0          0          0          0:       40         0
Old  :     3,620:     3,530      3,320         50        300          0          0          0          0          0          0          0:       40         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      97.5       91.7        1.4        8.3        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.1       0.0
Old  :     100.0:      97.5       91.7        1.4        8.3        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.1       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  :        21:        11         12          .          .          0          0          0          0          0          0          0:
Old  :        21:        11         12          .          .          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  :                 70.2       76.1       90.6       94.1       55.0       76.1       75.4       82.3
Old  :                 70.2       76.1       90.6       94.1       55.0       76.1       75.4       82.3
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 29,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :    10,608:     7,211      8,018          0        436        112        710          0        253        490        182      1,130:      702       477
Old  :    10,608:     7,211      8,018          0        436        112        710          0        253        490        182      1,130:      702       477
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :       376:       251        335          0        206         -5         29          0          0        129        -30        -87:       59       -43
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.0       75.6        0.0        4.1        1.1        6.7        0.0        2.4        4.6        1.7       10.7:      6.6       4.5
Old  :     100.0:      68.0       75.6        0.0        4.1        1.1        6.7        0.0        2.4        4.6        1.7       10.7:      6.6       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  :        37:        17         21          0          .          .          4          0          .          6          .          4:
Old  :        37:        17         21          0          .          .          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  :                 53.2       47.4       70.9       70.8       18.1       17.7       23.4       25.2
Old  :                 53.2       47.4       70.9       70.8       18.1       17.7       23.4       25.2
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    13,071:    11,562     11,463        381        335        122         74          0         49        283        601        276:      324       225
Old  :    13,071:    11,562     11,463        381        335        122         74          0         49        283        601        276:      324       225
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :       635:       626        504         12        -23          7         45          0        -32         11         94         31:      -65        54
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.5       87.7        2.9        2.6        0.9        0.6        0.0        0.4        2.2        4.6        2.1:      2.5       1.7
Old  :     100.0:      88.5       87.7        2.9        2.6        0.9        0.6        0.0        0.4        2.2        4.6        2.1:      2.5       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        34         35          .          .          .          .          0          .          .          4          4:
Old  :        55:        34         35          .          .          .          .          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  :                 35.3       32.5       52.8       53.6       20.3       26.3       32.2       38.0
Old  :                 35.3       32.5       52.8       53.6       20.3       26.3       32.2       38.0
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     2,132:     1,176      1,353          0         54          0         99          0         29         32          0          0:      796       696
Old  :     2,132:     1,176      1,353          0         54          0         99          0         29         32          0          0:      796       696
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :         2:        16        -64          0          0          0          0          0          0          0          0          0:      -14        66
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.2       63.5        0.0        2.5        0.0        4.6        0.0        1.4        1.5        0.0        0.0:     37.3      32.6
Old  :     100.0:      55.2       63.5        0.0        2.5        0.0        4.6        0.0        1.4        1.5        0.0        0.0:     37.3      32.6
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  :        20:        16         16          0          .          0          .          0          .          .          0          0:
Old  :        20:        16         16          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  :                 27.2       32.1       45.3       48.0       17.3       20.2       23.6       29.2
Old  :                 27.2       32.1       45.3       48.0       17.3       20.2       23.6       29.2
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     1,894:     1,231      1,128        310          0          6          0          0          0         25        432         46:      276       282
Old  :     1,894:     1,231      1,128        310          0          6          0          0          0         25        432         46:      276       282
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :       215:       215        240        -10          0        -16          0          0          0        -24          3         22:       28       -34
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.0       59.6       16.4        0.0        0.3        0.0        0.0        0.0        1.3       22.8        2.4:     14.6      14.9
Old  :     100.0:      65.0       59.6       16.4        0.0        0.3        0.0        0.0        0.0        1.3       22.8        2.4:     14.6      14.9
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  :        31:        20         19          .          0          .          0          0          0          .          .          .:
Old  :        31:        20         19          .          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  :                 29.9       40.4       47.5       56.5       29.4       38.5       44.4       51.4
Old  :                 29.9       40.4       47.5       56.5       29.4       38.5       44.4       51.4
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   415,022:   137,107    122,270     29,108     78,502     78,658     40,328     15,454     15,569     14,949      8,524     78,515:   20,788    17,529
Old  :   415,022:   137,107    122,270     29,108     78,502     78,658     40,328     15,454     15,569     14,949      8,524     78,515:   20,788    17,529
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :    -1,342:     1,021        262     -1,114      1,510      1,552     -1,155      1,119     -2,225      1,004     -2,922      6,098:   -6,523    -6,737
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.0       29.5        7.0       18.9       19.0        9.7        3.7        3.8        3.6        2.1       18.9:      5.0       4.2
Old  :     100.0:      33.0       29.5        7.0       18.9       19.0        9.7        3.7        3.8        3.6        2.1       18.9:      5.0       4.2
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  :       117:        35         32         10         17         24         18          6         12         17          9         28:
Old  :       117:        35         32         10         17         24         18          6         12         17          9         28:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       23.1       32.9       37.6       10.8       13.2       17.6       18.7
Old  :                 19.7       23.1       32.9       37.6       10.8       13.2       17.6       18.7
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 2,320,615:   276,264    376,562    167,925    344,152    636,101    230,148     28,879    334,828    112,151     69,771    467,223:   95,974    63,097
Old  : 2,320,615:   276,264    376,562    167,925    344,152    636,101    230,148     28,879    334,828    112,151     69,771    467,223:   95,974    63,097
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :    75,378:    21,854     22,083      2,496        689      3,817     -1,177      1,599     28,204       -987      1,396     21,060:      111    -3,470
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.9       16.2        7.2       14.8       27.4        9.9        1.2       14.4        4.8        3.0       20.1:      4.1       2.7
Old  :     100.0:      11.9       16.2        7.2       14.8       27.4        9.9        1.2       14.4        4.8        3.0       20.1:      4.1       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  :       361:        48         52         17         31         42         87         37         90         75         44        105:
Old  :       361:        48         52         17         31         42         87         37         90         75         44        105:
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       14.0       27.8       26.8        8.6        7.3       11.5       11.6
Old  :                 18.6       14.0       27.8       26.8        8.6        7.3       11.5       11.6
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   208,646:    62,938     89,173     11,333     16,393     16,911        789     29,436     12,933     65,421      2,365     37,246:    1,075     4,189
Old  :   208,646:    62,938     89,173     11,333     16,393     16,911        789     29,436     12,933     65,421      2,365     37,246:    1,075     4,189
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :    15,591:     6,809        451      2,236      1,334      1,504        608        584      1,770     -6,796        222      9,379:       82       347
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.2       42.7        5.4        7.9        8.1        0.4       14.1        6.2       31.4        1.1       17.9:      0.5       2.0
Old  :     100.0:      30.2       42.7        5.4        7.9        8.1        0.4       14.1        6.2       31.4        1.1       17.9:      0.5       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        13         14          .          5          6          .          5          4          6          .          7:
Old  :        38:        13         14          .          5          6          .          5          4          6          .          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.6       46.9       82.8       72.5       44.4       37.9       53.3       50.1
Old  :                 63.6       46.9       82.8       72.5       44.4       37.9       53.3       50.1
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   198,113:    36,193     21,459     29,619     72,920     26,590          0        997         18     52,399      8,405      1,155:   52,139    66,569
Old  :   198,113:    36,193     21,459     29,619     72,920     26,590          0        997         18     52,399      8,405      1,155:   52,139    66,569
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :     1,775:       -74         28       -460       -412        169          0          0          0      7,487        -90        135:   -5,482     1,945
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.3       10.8       15.0       36.8       13.4        0.0        0.5        0.0       26.4        4.2        0.6:     26.3      33.6
Old  :     100.0:      18.3       10.8       15.0       36.8       13.4        0.0        0.5        0.0       26.4        4.2        0.6:     26.3      33.6
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  :        25:         4          5          5          7          9          0          .          .          4          .          4:
Old  :        25:         4          5          5          7          9          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  :                 43.5       32.1       60.5       49.1       43.2       27.7       53.8       41.0
Old  :                 43.5       32.1       60.5       49.1       43.2       27.7       53.8       41.0
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    88,456:     6,373      7,197      7,349     19,132     40,600      8,880        757      9,048      3,981        402      7,718:    4,506     3,600
Old  :    88,456:     6,373      7,197      7,349     19,132     40,600      8,880        757      9,048      3,981        402      7,718:    4,506     3,600
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :    -1,300:       -22       -108       -138       -720       -460       -572         96        -33        -10       -185        -17:      -50       126
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.2        8.1        8.3       21.6       45.9       10.0        0.9       10.2        4.5        0.5        8.7:      5.1       4.1
Old  :     100.0:       7.2        8.1        8.3       21.6       45.9       10.0        0.9       10.2        4.5        0.5        8.7:      5.1       4.1
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  :        49:         4          4         10         10         18         10          4         10          5          .         10:
Old  :        49:         4          4         10         10         18         10          4         10          5          .         10:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.7       46.6       58.6       70.6       14.4       17.6       18.9       21.4
Old  :                 39.7       46.6       58.6       70.6       14.4       17.6       18.9       21.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06765C
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   453,618:    58,289     50,087     44,915     77,107    235,924          0        717     16,885     27,017        529     57,976:   12,611    14,393
Old  :   453,618:    58,289     50,087     44,915     77,107    235,924          0        717     16,885     27,017        529     57,976:   12,611    14,393
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :   -24,339:    -2,768     -2,294     -1,601     -3,135    -12,762          0        578       -958       -358         88     -5,067:     -823      -787
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.8       11.0        9.9       17.0       52.0        0.0        0.2        3.7        6.0        0.1       12.8:      2.8       3.2
Old  :     100.0:      12.8       11.0        9.9       17.0       52.0        0.0        0.2        3.7        6.0        0.1       12.8:      2.8       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  :        43:         6          6          9         17         26          0          .          .          9          .         10:
Old  :        43:         6          6          9         17         26          0          .          .          9          .         10:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.7       26.0       52.6       43.5        9.7        6.3       14.5       11.3
Old  :                 31.7       26.0       52.6       43.5        9.7        6.3       14.5       11.3
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    20,190:    11,764     10,070      2,376      3,237      5,466          0          0         25          0        842        550:        9         0
Old  :    20,190:    11,764     10,070      2,376      3,237      5,466          0          0         25          0        842        550:        9         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :     2,911:     1,482      1,374       -108          0      1,537          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.3       49.9       11.8       16.0       27.1        0.0        0.0        0.1        0.0        4.2        2.7:      0.0       0.0
Old  :     100.0:      58.3       49.9       11.8       16.0       27.1        0.0        0.0        0.1        0.0        4.2        2.7:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        18         16          8          5          9          0          0          .          0          .          .:
Old  :        40:        18         16          8          5          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  :                 43.4       44.0       64.3       68.7       31.5       40.5       43.1       51.8
Old  :                 43.4       44.0       64.3       68.7       31.5       40.5       43.1       51.8
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    73,759:     5,968      2,751     25,404     16,264     24,460      3,440      6,715      3,271      1,350      7,078      6,699:    3,167     6,521
Old  :    73,759:     5,968      2,751     25,404     16,264     24,460      3,440      6,715      3,271      1,350      7,078      6,699:    3,167     6,521
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :     9,321:       545        495       -312        303      3,887        -23       -388      1,024          0          0      4,400:     -200      -400
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.1        3.7       34.4       22.1       33.2        4.7        9.1        4.4        1.8        9.6        9.1:      4.3       8.8
Old  :     100.0:       8.1        3.7       34.4       22.1       33.2        4.7        9.1        4.4        1.8        9.6        9.1:      4.3       8.8
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  :        35:         5          .          8          9         15          .          .          4          .          .          6:
Old  :        35:         5          .          8          9         15          .          .          4          .          .          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  :                 47.8       39.1       67.7       62.1       30.6       28.8       41.7       38.5
Old  :                 47.8       39.1       67.7       62.1       30.6       28.8       41.7       38.5
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    44,055:       200      2,551     12,467     12,243     15,969      5,070        897      7,084          0        750      1,400:    1,865     3,161
Old  :    44,055:       200      2,551     12,467     12,243     15,969      5,070        897      7,084          0        750      1,400:    1,865     3,161
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :    11,324:         0        100       -240       -500      5,512       -124          0      5,653          0       -213        500:       23       272
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       0.5        5.8       28.3       27.8       36.2       11.5        2.0       16.1        0.0        1.7        3.2:      4.2       7.2
Old  :     100.0:       0.5        5.8       28.3       27.8       36.2       11.5        2.0       16.1        0.0        1.7        3.2:      4.2       7.2
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  :        23:         .          .          6          6         12          .          .          4          0          .          .:
Old  :        23:         .          .          6          6         12          .          .          4          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  :                 63.3       53.9       77.5       74.4       31.9       24.7       39.1       33.2
Old  :                 63.3       53.9       77.5       74.4       31.9       24.7       39.1       33.2
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     8,460:     2,192      1,050      1,500      5,747      1,363      2,775          0        282        300          0          0:       48        18
Old  :     8,460:     2,192      1,050      1,500      5,747      1,363      2,775          0        282        300          0          0:       48        18
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :       270:         0        300          0        230        -30          0       -181          0        300          0          0:        0       -49
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.9       12.4       17.7       67.9       16.1       32.8        0.0        3.3        3.5        0.0        0.0:      0.6       0.2
Old  :     100.0:      25.9       12.4       17.7       67.9       16.1       32.8        0.0        3.3        3.5        0.0        0.0:      0.6       0.2
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  :        22:         6          5          .          7          4          .          0          .          .          0          0:
Old  :        22:         6          5          .          7          4          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.9       67.4       84.4       84.0       62.9       59.8       76.1       72.9
Old  :                 62.9       67.4       84.4       84.0       62.9       59.8       76.1       72.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-06765T
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    24,991:       901      1,918      1,486      2,054      6,680      2,304        417      3,702      3,557      2,964      3,210:    3,151     4,046
Old  :    24,991:       901      1,918      1,486      2,054      6,680      2,304        417      3,702      3,557      2,964      3,210:    3,151     4,046
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :      -110:       -81       -154       -207       -172        181       -275         -8       -410        563        515        323:     -204      -384
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       3.6        7.7        5.9        8.2       26.7        9.2        1.7       14.8       14.2       11.9       12.8:     12.6      16.2
Old  :     100.0:       3.6        7.7        5.9        8.2       26.7        9.2        1.7       14.8       14.2       11.9       12.8:     12.6      16.2
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  :        29:         .          .          4          4          9          6          .          4          4          5          5:
Old  :        29:         .          .          4          4          9          6          .          4          4          5          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.4       41.7       68.3       62.3       26.4       19.4       28.6       25.1
Old  :                 51.4       41.7       68.3       62.3       26.4       19.4       28.6       25.1
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    13,262:       118        171      1,491      1,975      8,141      1,139      1,209        844        351        106        127:    1,053       690
Old  :    13,262:       118        171      1,491      1,975      8,141      1,139      1,209        844        351        106        127:    1,053       690
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :      -885:        -7         18        -91        -47       -552       -143       -166        -72        -37        -70        -10:       28        14
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       0.9        1.3       11.2       14.9       61.4        8.6        9.1        6.4        2.6        0.8        1.0:      7.9       5.2
Old  :     100.0:       0.9        1.3       11.2       14.9       61.4        8.6        9.1        6.4        2.6        0.8        1.0:      7.9       5.2
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  :        30:         .          .          6          7         12          5          4          5          .          .          .:
Old  :        30:         .          .          6          7         12          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  :                 44.6       46.6       69.3       70.9       15.5       19.8       20.0       24.4
Old  :                 44.6       46.6       69.3       70.9       15.5       19.8       20.0       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-06765Y
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    93,227:    10,440      9,620     16,212     17,114     43,227      1,999         14      5,682        975        288      6,537:    8,156    10,746
Old  :    93,227:    10,440      9,620     16,212     17,114     43,227      1,999         14      5,682        975        288      6,537:    8,156    10,746
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :    -1,512:       -19         -6     -1,089     -1,105     -1,200        362       -137        143     -1,088       -166        432:      947       528
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.2       10.3       17.4       18.4       46.4        2.1        0.0        6.1        1.0        0.3        7.0:      8.7      11.5
Old  :     100.0:      11.2       10.3       17.4       18.4       46.4        2.1        0.0        6.1        1.0        0.3        7.0:      8.7      11.5
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  :        28:         6          7          5         10         15          .          .          .          .          .          4:
Old  :        28:         6          7          5         10         15          .          .          .          .          .          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  :                 40.2       33.0       56.5       54.9       18.7       15.9       23.2       18.9
Old  :                 40.2       33.0       56.5       54.9       18.7       15.9       23.2       18.9
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   339,777:   118,785    237,423     35,183     11,706     15,883     87,056      3,336     24,545     13,336     14,413     18,794:   26,195    13,676
Old  :   339,777:   118,785    237,423     35,183     11,706     15,883     87,056      3,336     24,545     13,336     14,413     18,794:   26,195    13,676
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :   -12,075:   -11,302     -4,938       -176     -1,266     -2,995      6,243       -440     -1,985       -197      1,705       -698:     -967    -1,459
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.0       69.9       10.4        3.4        4.7       25.6        1.0        7.2        3.9        4.2        5.5:      7.7       4.0
Old  :     100.0:      35.0       69.9       10.4        3.4        4.7       25.6        1.0        7.2        3.9        4.2        5.5:      7.7       4.0
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  :       219:        61         75         15          5         15         82          8         33         18         11         19:
Old  :       219:        61         75         15          5         15         82          8         33         18         11         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.6       21.4       23.4       35.0        8.4       13.3       13.5       21.0
Old  :                 14.6       21.4       23.4       35.0        8.4       13.3       13.5       21.0
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    23,714:     8,564     13,375          0      3,591        211      3,151          0        477      6,596        690        111:    4,604     5,259
Old  :    23,714:     8,564     13,375          0      3,591        211      3,151          0        477      6,596        690        111:    4,604     5,259
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :       669:       178        580          0          0          0         76          0       -126        -85        690        -30:      656      -445
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.1       56.4        0.0       15.1        0.9       13.3        0.0        2.0       27.8        2.9        0.5:     19.4      22.2
Old  :     100.0:      36.1       56.4        0.0       15.1        0.9       13.3        0.0        2.0       27.8        2.9        0.5:     19.4      22.2
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  :        28:         8         17          0          .          .          .          0          .          4          .          .:
Old  :        28:         8         17          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  :                 50.2       36.2       68.3       56.6       47.0       36.2       62.1       53.6
Old  :                 50.2       36.2       68.3       56.6       47.0       36.2       62.1       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-111A11
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1000 U.S. Barrels)                                                                                                     :
     :          :    Positions                                                                                                           :
All  :     9,013:     8,074      7,497          0        165        360          0          0          0          0          0          0:      579       991
Old  :     9,013:     8,074      7,497          0        165        360          0          0          0          0          0          0:      579       991
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :       533:       733        458          0        150          0          0          0          0          0          0          0:     -200       -75
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.6       83.2        0.0        1.8        4.0        0.0        0.0        0.0        0.0        0.0        0.0:      6.4      11.0
Old  :     100.0:      89.6       83.2        0.0        1.8        4.0        0.0        0.0        0.0        0.0        0.0        0.0:      6.4      11.0
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  :        21:        15         14          0          .          .          0          0          0          0          0          0:
Old  :        21:        15         14          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  :                 43.9       47.1       69.2       72.5       42.8       39.6       60.9       58.8
Old  :                 43.9       47.1       69.2       72.5       42.8       39.6       60.9       58.8
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     7,827:     4,071      4,098      1,766        505      1,334        100          0          0        296      1,636        204:       56        50
Old  :     7,827:     4,071      4,098      1,766        505      1,334        100          0          0        296      1,636        204:       56        50
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :       468:       -50        -50        414         46          4        100          0          0          0        468          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.0       52.4       22.6        6.5       17.0        1.3        0.0        0.0        3.8       20.9        2.6:      0.7       0.6
Old  :     100.0:      52.0       52.4       22.6        6.5       17.0        1.3        0.0        0.0        3.8       20.9        2.6:      0.7       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        17         19          5          6          8          .          0          0          .          .          .:
Old  :        41:        17         19          5          6          8          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       37.2       51.8       58.0       27.3       34.0       42.7       47.6
Old  :                 32.3       37.2       51.8       58.0       27.3       34.0       42.7       47.6
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    53,359:    45,930     27,336      4,210     24,285      1,445        650          0          0          0          0          0:    1,124       293
Old  :    53,359:    45,930     27,336      4,210     24,285      1,445        650          0          0          0          0          0:    1,124       293
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :     4,813:     3,646      3,157        145      1,096        546        275          0          0          0          0          0:      201        14
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.1       51.2        7.9       45.5        2.7        1.2        0.0        0.0        0.0        0.0        0.0:      2.1       0.5
Old  :     100.0:      86.1       51.2        7.9       45.5        2.7        1.2        0.0        0.0        0.0        0.0        0.0:      2.1       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  :        56:        31         27          7          7          7          .          0          0          0          0          0:
Old  :        56:        31         27          7          7          7          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.9       54.9       67.7       70.9       53.0       52.9       65.0       67.3
Old  :                 53.9       54.9       67.7       70.9       53.0       52.9       65.0       67.3
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    18,625:    13,370     13,662      4,136      4,056        757          0          0          0          0          0          0:      362       150
Old  :    18,625:    13,370     13,662      4,136      4,056        757          0          0          0          0          0          0:      362       150
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :     2,586:     1,967      2,401        484         50        135          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.8       73.4       22.2       21.8        4.1        0.0        0.0        0.0        0.0        0.0        0.0:      1.9       0.8
Old  :     100.0:      71.8       73.4       22.2       21.8        4.1        0.0        0.0        0.0        0.0        0.0        0.0:      1.9       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  :        25:        12         11          7          .          4          0          0          0          0          0          0:
Old  :        25:        12         11          7          .          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  :                 51.8       79.5       72.1       93.7       29.8       56.8       44.4       60.5
Old  :                 51.8       79.5       72.1       93.7       29.8       56.8       44.4       60.5
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     8,275:     4,745      2,900      1,905        630        950        275          0        300         50      3,425         50:        0        20
Old  :     8,275:     4,745      2,900      1,905        630        950        275          0        300         50      3,425         50:        0        20
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :       475:       525        175         50          0          0          0          0          0       -100        300          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.3       35.0       23.0        7.6       11.5        3.3        0.0        3.6        0.6       41.4        0.6:      0.0       0.2
Old  :     100.0:      57.3       35.0       23.0        7.6       11.5        3.3        0.0        3.6        0.6       41.4        0.6:      0.0       0.2
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  :        36:        17          8          8          .          6          .          0          .          .          .          .:
Old  :        36:        17          8          8          .          6          .          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  :                 42.5       70.4       65.9       85.9       41.0       63.1       55.9       73.2
Old  :                 42.5       70.4       65.9       85.9       41.0       63.1       55.9       73.2
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     3,648:     1,852      2,679        614        286        500        123          0          0        369        115         21:      169        47
Old  :     3,648:     1,852      2,679        614        286        500        123          0          0        369        115         21:      169        47
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :       142:       130        180          0       -150          0          0          0          0         15        115         -3:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.8       73.4       16.8        7.8       13.7        3.4        0.0        0.0       10.1        3.2        0.6:      4.6       1.3
Old  :     100.0:      50.8       73.4       16.8        7.8       13.7        3.4        0.0        0.0       10.1        3.2        0.6:      4.6       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         8          8          .          .          4          .          0          0          .          .          .:
Old  :        20:         8          8          .          .          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  :                 60.1       78.1       82.5       91.5       55.3       69.3       70.5       76.8
Old  :                 60.1       78.1       82.5       91.5       55.3       69.3       70.5       76.8
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    26,545:    16,691     14,466      6,036      4,208      1,840          0      3,707          0        724      1,018      1,197:       57       109
Old  :    26,545:    16,691     14,466      6,036      4,208      1,840          0      3,707          0        724      1,018      1,197:       57       109
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :       632:       538        416        624        104        -34       -329          0          0       -224        -42        120:      -63        68
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.9       54.5       22.7       15.9        6.9        0.0       14.0        0.0        2.7        3.8        4.5:      0.2       0.4
Old  :     100.0:      62.9       54.5       22.7       15.9        6.9        0.0       14.0        0.0        2.7        3.8        4.5:      0.2       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  :        61:        24         30          9          8         10          0          .          0          .          .          4:
Old  :        61:        24         30          9          8         10          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  :                 38.2       34.1       53.8       48.9       33.9       32.7       48.1       44.6
Old  :                 38.2       34.1       53.8       48.9       33.9       32.7       48.1       44.6
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    13,276:    10,718      8,315        252      2,754        406      1,307        560        459          0        780          0:      134         2
Old  :    13,276:    10,718      8,315        252      2,754        406      1,307        560        459          0        780          0:      134         2
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :      -382:       773       -811         25         90        -45       -950         45          0       -185        339          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.7       62.6        1.9       20.7        3.1        9.8        4.2        3.5        0.0        5.9        0.0:      1.0       0.0
Old  :     100.0:      80.7       62.6        1.9       20.7        3.1        9.8        4.2        3.5        0.0        5.9        0.0:      1.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        22         22          .          6          .          .          .          .          0          4          0:
Old  :        43:        22         22          .          6          .          .          .          .          0          4          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  :                 41.2       43.8       63.9       65.0       35.9       39.6       54.6       55.7
Old  :                 41.2       43.8       63.9       65.0       35.9       39.6       54.6       55.7
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 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    30,786:    14,031     14,936      3,541      9,077      2,229          0      2,391          0      9,969        693        596:      420       864
Old  :    30,786:    14,031     14,936      3,541      9,077      2,229          0      2,391          0      9,969        693        596:      420       864
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :       115:       266        -95          0        -30       -105          0        111          0        -46        150          0:        0        84
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.6       48.5       11.5       29.5        7.2        0.0        7.8        0.0       32.4        2.3        1.9:      1.4       2.8
Old  :     100.0:      45.6       48.5       11.5       29.5        7.2        0.0        7.8        0.0       32.4        2.3        1.9:      1.4       2.8
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  :        46:        10         17          8          9          9          0          4          0          5          .          5:
Old  :        46:        10         17          8          9          9          0          4          0          5          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.7       50.4       74.9       65.7       62.0       50.1       70.6       62.9
Old  :                 63.7       50.4       74.9       65.7       62.0       50.1       70.6       62.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-967654
Disaggregated Commitments of Traders - Options and Futures Combined, January 31, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    26,896:    18,086     14,998        309      3,837        723      2,632          0         24        600          0      1,350:    3,172     5,964
Old  :    26,896:    18,086     14,998        309      3,837        723      2,632          0         24        600          0      1,350:    3,172     5,964
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 24, 2012                                                                 :
     :     1,443:     2,205        -51         17        603       -348        368          0          0       -250          0        250:     -799       989
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.2       55.8        1.1       14.3        2.7        9.8        0.0        0.1        2.2        0.0        5.0:     11.8      22.2
Old  :     100.0:      67.2       55.8        1.1       14.3        2.7        9.8        0.0        0.1        2.2        0.0        5.0:     11.8      22.2
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  :        23:        14         13          .          4          .          .          0          .          .          0          .:
Old  :        23:        14         13          .          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  :                 41.4       45.6       68.1       65.3       39.6       42.4       57.1       54.0
Old  :                 41.4       45.6       68.1       65.3       39.6       42.4       57.1       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 3, 2012