```
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165A
Disaggregated Commitments of Traders - Futures Only, May 1, 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  :    46,483:    34,715     42,373      6,249        127      2,942          0          0          0      1,529        200        665:      383       176
Old  :    46,483:    34,715     42,373      6,249        127      2,942          0          0          0      1,529        200        665:      383       176
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :     1,553:       584      1,193        462         75       -147          0          0          0        314        200        250:       90       -18
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.7       91.2       13.4        0.3        6.3        0.0        0.0        0.0        3.3        0.4        1.4:      0.8       0.4
Old  :     100.0:      74.7       91.2       13.4        0.3        6.3        0.0        0.0        0.0        3.3        0.4        1.4:      0.8       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  :        57:        26         35         12          .         10          0          0          0          .          .          .:
Old  :        57:        26         35         12          .         10          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       39.2       68.4       60.6       24.7       24.9       37.0       33.9
Old  :                 49.0       39.2       68.4       60.6       24.7       24.9       37.0       33.9
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 - Futures Only, May 1, 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  :    28,465:    23,423     23,041        612      1,101      4,311          0          0          0          0          0          0:      119        12
Old  :    28,465:    23,423     23,041        612      1,101      4,311          0          0          0          0          0          0:      119        12
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :     1,180:     1,215        887          0        318        -25          0          0          0          0          0          0:      -10         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.3       80.9        2.2        3.9       15.1        0.0        0.0        0.0        0.0        0.0        0.0:      0.4       0.0
Old  :     100.0:      82.3       80.9        2.2        3.9       15.1        0.0        0.0        0.0        0.0        0.0        0.0:      0.4       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        17         26          .          6          7          0          0          0          0          0          0:
Old  :        37:        17         26          .          6          7          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  :                 53.5       45.8       76.2       76.0       19.1       24.1       28.2       29.0
Old  :                 53.5       45.8       76.2       76.0       19.1       24.1       28.2       29.0
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 - Futures Only, May 1, 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  :    12,447:     6,653      7,234      1,173        286      2,330         63          0         32        267        518        278:    1,651     1,769
Old  :    12,447:     6,653      7,234      1,173        286      2,330         63          0         32        267        518        278:    1,651     1,769
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :       503:       322        195        -27         21         -9         36          0         -5        -35         82         33:      188       186
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.5       58.1        9.4        2.3       18.7        0.5        0.0        0.3        2.1        4.2        2.2:     13.3      14.2
Old  :     100.0:      53.5       58.1        9.4        2.3       18.7        0.5        0.0        0.3        2.1        4.2        2.2:     13.3      14.2
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  :        45:        24         27          9          4         12          .          0          .          .          .          .:
Old  :        45:        24         27          9          4         12          .          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  :                 24.7       21.0       43.0       38.6       15.8       13.2       19.3       18.1
Old  :                 24.7       21.0       43.0       38.6       15.8       13.2       19.3       18.1
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 - Futures Only, May 1, 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  :     7,660:     3,671      4,920      1,012        273      1,411          0          0          0        341         92        338:      887       626
Old  :     7,660:     3,671      4,920      1,012        273      1,411          0          0          0        341         92        338:      887       626
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :       180:        31        134         39          6        -38          0          0          0         95         10        -10:       63        78
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.9       64.2       13.2        3.6       18.4        0.0        0.0        0.0        4.5        1.2        4.4:     11.6       8.2
Old  :     100.0:      47.9       64.2       13.2        3.6       18.4        0.0        0.0        0.0        4.5        1.2        4.4:     11.6       8.2
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  :        61:        35         36          9          5         13          0          0          0          4          .          .:
Old  :        61:        35         36          9          5         13          0          0          0          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       23.1       39.2       37.4       13.5       16.6       19.4       24.0
Old  :                 26.4       23.1       39.2       37.4       13.5       16.6       19.4       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-02165I
Disaggregated Commitments of Traders - Futures Only, May 1, 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  :     3,751:     1,323      2,376        237        225        318        243          0          0        559         25        289:      782       518
Old  :     3,751:     1,323      2,376        237        225        318        243          0          0        559         25        289:      782       518
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :       119:        69          4        -48        -10        -13          0          0          0        -55          0         75:       91        63
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.3       63.3        6.3        6.0        8.5        6.5        0.0        0.0       14.9        0.7        7.7:     20.8      13.8
Old  :     100.0:      35.3       63.3        6.3        6.0        8.5        6.5        0.0        0.0       14.9        0.7        7.7:     20.8      13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        13         19          .          .          4          .          0          0          .          .          .:
Old  :        29:        13         19          .          .          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  :                 40.5       33.8       58.3       55.6       31.1       28.8       42.2       41.3
Old  :                 40.5       33.8       58.3       55.6       31.1       28.8       42.2       41.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165J
Disaggregated Commitments of Traders - Futures Only, May 1, 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  :     2,295:     1,661      1,127         16        266        210          0          0          0         75        294          5:      328       393
Old  :     2,295:     1,661      1,127         16        266        210          0          0          0         75        294          5:      328       393
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :       109:        50         43          0         -3         12          0          0          0          0          5          5:       42        47
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.4       49.1        0.7       11.6        9.2        0.0        0.0        0.0        3.3       12.8        0.2:     14.3      17.1
Old  :     100.0:      72.4       49.1        0.7       11.6        9.2        0.0        0.0        0.0        3.3       12.8        0.2:     14.3      17.1
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  :        24:        14         11          .          4          4          0          0          0          .          .          .:
Old  :        24:        14         11          .          4          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  :                 45.5       33.5       63.1       56.6       34.3       24.4       44.7       37.3
Old  :                 45.5       33.5       63.1       56.6       34.3       24.4       44.7       37.3
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 - Futures Only, May 1, 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  :     2,843:     2,084        996         80      1,283        118          0          0          0         31          0        130:      400       316
Old  :     2,843:     2,084        996         80      1,283        118          0          0          0         31          0        130:      400       316
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :       163:        27        100        -15          2         15          0          0          0         25          0         20:       91        26
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.3       35.0        2.8       45.1        4.2        0.0        0.0        0.0        1.1        0.0        4.6:     14.1      11.1
Old  :     100.0:      73.3       35.0        2.8       45.1        4.2        0.0        0.0        0.0        1.1        0.0        4.6:     14.1      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  :        22:        10          9          .          5          4          0          0          0          .          0          .:
Old  :        22:        10          9          .          5          4          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.3       53.3       77.5       74.1       64.8       53.3       70.1       70.8
Old  :                 68.3       53.3       77.5       74.1       64.8       53.3       70.1       70.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-02165T
Disaggregated Commitments of Traders - Futures Only, May 1, 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  :    12,864:    11,357     11,026        980        721        338          0          0          0          0        700          0:      189        79
Old  :    12,864:    11,357     11,026        980        721        338          0          0          0          0        700          0:      189        79
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :     2,203:     2,245      1,745          0        200          0          0          0          0          0        400          0:      -42      -142
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.3       85.7        7.6        5.6        2.6        0.0        0.0        0.0        0.0        5.4        0.0:      1.5       0.6
Old  :     100.0:      88.3       85.7        7.6        5.6        2.6        0.0        0.0        0.0        0.0        5.4        0.0:      1.5       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  :        30:        13         15          5          .          .          0          0          0          0          .          0:
Old  :        30:        13         15          5          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.9       65.7       84.0       89.2       59.6       64.0       78.6       82.5
Old  :                 60.9       65.7       84.0       89.2       59.6       64.0       78.6       82.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-021A17
Disaggregated Commitments of Traders - Futures Only, May 1, 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 100 METRIC TONS)                                                                                          :
     :          :    Positions                                                                                                           :
All  :     7,613:     3,907        652      1,174      4,242      2,194          0          0          0          0        324          0:      338       201
Old  :     7,613:     3,907        652      1,174      4,242      2,194          0          0          0          0        324          0:      338       201
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :         0:         0          0          0          0          0          0          0          0          0        135          0:        0      -135
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.3        8.6       15.4       55.7       28.8        0.0        0.0        0.0        0.0        4.3        0.0:      4.4       2.6
Old  :     100.0:      51.3        8.6       15.4       55.7       28.8        0.0        0.0        0.0        0.0        4.3        0.0:      4.4       2.6
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  :        21:         6          .          .         10         10          0          0          0          0          .          0:
Old  :        21:         6          .          .         10         10          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.8       55.8       85.4       78.7       54.1       41.3       63.3       56.4
Old  :                 67.8       55.8       85.4       78.7       54.1       41.3       63.3       56.4
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 - Futures Only, May 1, 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  :    26,182:    21,561     18,685      2,171      2,381      2,057          0          0          0          0      2,821        213:      180        25
Old  :    26,182:    21,561     18,685      2,171      2,381      2,057          0          0          0          0      2,821        213:      180        25
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :     1,263:     1,052        938         25       -100         36          0          0          0          0        214        150:        0        25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.4       71.4        8.3        9.1        7.9        0.0        0.0        0.0        0.0       10.8        0.8:      0.7       0.1
Old  :     100.0:      82.4       71.4        8.3        9.1        7.9        0.0        0.0        0.0        0.0       10.8        0.8:      0.7       0.1
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  :        36:        17         17          5          6          8          0          0          0          0          .          .:
Old  :        36:        17         17          5          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  :                 49.4       51.7       71.0       70.1       27.6       34.8       40.8       44.7
Old  :                 49.4       51.7       71.0       70.1       27.6       34.8       40.8       44.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY FO 1% v EUR 1% FO FOB NWE - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-021A29
Disaggregated Commitments of Traders - Futures Only, May 1, 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  :    10,150:     9,219      9,154        360        445        551          0          0          0          0          0          0:       20         0
Old  :    10,150:     9,219      9,154        360        445        551          0          0          0          0          0          0:       20         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.8       90.2        3.5        4.4        5.4        0.0        0.0        0.0        0.0        0.0        0.0:      0.2       0.0
Old  :     100.0:      90.8       90.2        3.5        4.4        5.4        0.0        0.0        0.0        0.0        0.0        0.0:      0.2       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:        10          8          .          .          .          0          0          0          0          0          0:
Old  :        21:        10          8          .          .          .          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  :                 75.7       78.6       89.5       95.8       69.5       76.6       81.2       85.7
Old  :                 75.7       78.6       89.5       95.8       69.5       76.6       81.2       85.7
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 - Futures Only, May 1, 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  :   304,613:   100,257    181,361     46,697     11,215     13,122     49,574      7,510     23,218     15,142     30,346     12,368:   44,235    25,473
Old  :   304,613:   100,257    181,361     46,697     11,215     13,122     49,574      7,510     23,218     15,142     30,346     12,368:   44,235    25,473
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :   -10,655:    -9,491      2,544      3,294        377     -2,868      1,620     -4,119     -2,349        884       -349       -681:   -1,064    -3,210
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.9       59.5       15.3        3.7        4.3       16.3        2.5        7.6        5.0       10.0        4.1:     14.5       8.4
Old  :     100.0:      32.9       59.5       15.3        3.7        4.3       16.3        2.5        7.6        5.0       10.0        4.1:     14.5       8.4
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  :       159:        49         60         16          .         13         37         14         19         12         11         16:
Old  :       159:        49         60         16          .         13         37         14         19         12         11         16:
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  :                 15.5       21.5       24.8       36.5       12.1       17.8       19.3       26.9
Old  :                 15.5       21.5       24.8       36.5       12.1       17.8       19.3       26.9
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 - Futures Only, May 1, 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  :    17,764:    11,767     10,769      2,555        579      2,556          0          0          0        542      3,479        242:      102       139
Old  :    17,764:    11,767     10,769      2,555        579      2,556          0          0          0        542      3,479        242:      102       139
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :     1,610:     1,760        835       -464        361        414          0          0          0       -100          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.2       60.6       14.4        3.3       14.4        0.0        0.0        0.0        3.1       19.6        1.4:      0.6       0.8
Old  :     100.0:      66.2       60.6       14.4        3.3       14.4        0.0        0.0        0.0        3.1       19.6        1.4:      0.6       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  :        69:        36         37          6          5         13          0          0          0          5          .          .:
Old  :        69:        36         37          6          5         13          0          0          0          5          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       33.4       51.2       46.6       26.8       28.6       38.0       38.8
Old  :                 31.8       33.4       51.2       46.6       26.8       28.6       38.0       38.8
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 - Futures Only, May 1, 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  :     9,970:     5,627      6,288      1,595      1,977      1,705        957          0          0         50          0          0:       36         0
Old  :     9,970:     5,627      6,288      1,595      1,977      1,705        957          0          0         50          0          0:       36         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :    -1,251:      -932       -595        125       -206       -450         24          0          0          0          0          0:      -18         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.4       63.1       16.0       19.8       17.1        9.6        0.0        0.0        0.5        0.0        0.0:      0.4       0.0
Old  :     100.0:      56.4       63.1       16.0       19.8       17.1        9.6        0.0        0.0        0.5        0.0        0.0:      0.4       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        13         22          6          7          6          4          0          0          .          0          0:
Old  :        45:        13         22          6          7          6          4          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.5       30.5       66.1       48.8       39.8       26.8       53.7       42.8
Old  :                 47.5       30.5       66.1       48.8       39.8       26.8       53.7       42.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-02265U
Disaggregated Commitments of Traders - Futures Only, May 1, 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  :    14,530:     9,155     12,335        275      1,165        300          0          0          0      4,450        380        350:        0         0
Old  :    14,530:     9,155     12,335        275      1,165        300          0          0          0      4,450        380        350:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :       305:       580        145        -25         60          0          0          0          0       -450       -100        200:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.0       84.9        1.9        8.0        2.1        0.0        0.0        0.0       30.6        2.6        2.4:      0.0       0.0
Old  :     100.0:      63.0       84.9        1.9        8.0        2.1        0.0        0.0        0.0       30.6        2.6        2.4:      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  :        20:         7         11          .          .          .          0          0          0          .          .          .:
Old  :        20:         7         11          .          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 88.6       65.9       98.1       86.2       76.2       64.8       80.6       75.4
Old  :                 88.6       65.9       98.1       86.2       76.2       64.8       80.6       75.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                                                             Code-025601
Disaggregated Commitments of Traders - Futures Only, May 1, 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  :    11,815:     7,675      9,117          0        432        138        655        258        144      1,349          0        984:      870       742
Old  :    11,815:     7,675      9,117          0        432        138        655        258        144      1,349          0        984:      870       742
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :       436:       269        457          0         21       -102          1         98          0        301        -29        -61:       28        52
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.0       77.2        0.0        3.7        1.2        5.5        2.2        1.2       11.4        0.0        8.3:      7.4       6.3
Old  :     100.0:      65.0       77.2        0.0        3.7        1.2        5.5        2.2        1.2       11.4        0.0        8.3:      7.4       6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        20         21          0          .          .          4          .          .          6          0          .:
Old  :        38:        20         21          0          .          .          4          .          .          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  :                 46.2       51.5       65.1       67.7       15.7       17.0       24.7       24.2
Old  :                 46.2       51.5       65.1       67.7       15.7       17.0       24.7       24.2
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 - Futures Only, May 1, 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  :    19,657:    18,454     17,257          0        511        371          0          0          0         92        947        304:      436       267
Old  :    19,657:    18,454     17,257          0        511        371          0          0          0         92        947        304:      436       267
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :    -2,006:    -2,032     -2,019          0         57         49          0          0          0         21        104       -109:       65       -88
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.9       87.8        0.0        2.6        1.9        0.0        0.0        0.0        0.5        4.8        1.5:      2.2       1.4
Old  :     100.0:      93.9       87.8        0.0        2.6        1.9        0.0        0.0        0.0        0.5        4.8        1.5:      2.2       1.4
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  :        53:        31         36          0          .          .          0          0          0          .          .          4:
Old  :        53:        31         36          0          .          .          0          0          0          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.8       42.9       66.0       63.5       42.7       37.8       52.9       48.4
Old  :                 45.8       42.9       66.0       63.5       42.7       37.8       52.9       48.4
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 - Futures Only, May 1, 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  :     2,398:     1,348      1,725         32          0          5         83         29        167          0          0          0:      763       472
Old  :     2,398:     1,348      1,725         32          0          5         83         29        167          0          0          0:      763       472
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :       225:       185        259          0          0          0         12          0         11          0          0          0:       17       -45
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.2       71.9        1.3        0.0        0.2        3.5        1.2        7.0        0.0        0.0        0.0:     31.8      19.7
Old  :     100.0:      56.2       71.9        1.3        0.0        0.2        3.5        1.2        7.0        0.0        0.0        0.0:     31.8      19.7
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  :        22:        16         17          .          0          .          .          .          .          0          0          0:
Old  :        22:        16         17          .          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  :                 28.8       30.7       46.0       54.0       18.9       20.6       27.3       32.8
Old  :                 28.8       30.7       46.0       54.0       18.9       20.6       27.3       32.8
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 - Futures Only, May 1, 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  :     1,579:     1,058        720         89         10         92          0          0          0          0        185         46:      294       526
Old  :     1,579:     1,058        720         89         10         92          0          0          0          0        185         46:      294       526
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :       259:       264        191         36        -46         29          0          0          0         -8         24        -46:      -16       107
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.0       45.6        5.6        0.6        5.8        0.0        0.0        0.0        0.0       11.7        2.9:     18.6      33.3
Old  :     100.0:      67.0       45.6        5.6        0.6        5.8        0.0        0.0        0.0        0.0       11.7        2.9:     18.6      33.3
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  :        21:        15         14          .          .          .          0          0          0          0          .          .:
Old  :        21:        15         14          .          .          .          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       28.3       54.7       46.0       34.3       22.6       45.2       30.3
Old  :                 37.2       28.3       54.7       46.0       34.3       22.6       45.2       30.3
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 - Futures Only, May 1, 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  :   457,383:   151,109    102,383     60,050    117,276     60,658     34,439     22,256     26,354     15,577     25,261     87,411:   21,785    15,784
Old  :   457,383:   151,109    102,383     60,050    117,276     60,658     34,439     22,256     26,354     15,577     25,261     87,411:   21,785    15,784
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :    23,650:     5,408      4,928     -2,539      6,387      1,358        930       -185      5,086      1,477     -3,742     12,778:     -848    -2,960
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.0       22.4       13.1       25.6       13.3        7.5        4.9        5.8        3.4        5.5       19.1:      4.8       3.5
Old  :     100.0:      33.0       22.4       13.1       25.6       13.3        7.5        4.9        5.8        3.4        5.5       19.1:      4.8       3.5
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  :       133:        38         35         10         17         25         16         12         13         12         21         28:
Old  :       133:        38         35         10         17         25         16         12         13         12         21         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  :                 24.8       29.1       39.6       40.0       15.4       17.5       23.8       25.2
Old  :                 24.8       29.1       39.6       40.0       15.4       17.5       23.8       25.2
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 - Futures Only, May 1, 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  : 1,602,007:   249,344    323,478    156,819    334,148    219,626    225,381     39,280    292,390    149,156    108,614    216,954:   92,337    67,517
Old  : 1,602,007:   249,344    323,478    156,819    334,148    219,626    225,381     39,280    292,390    149,156    108,614    216,954:   92,337    67,517
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :    62,750:     1,564     10,145      3,872     14,272      3,480     20,790       -789      9,053     -3,069      4,253     18,048:    9,012     4,288
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.6       20.2        9.8       20.9       13.7       14.1        2.5       18.3        9.3        6.8       13.5:      5.8       4.2
Old  :     100.0:      15.6       20.2        9.8       20.9       13.7       14.1        2.5       18.3        9.3        6.8       13.5:      5.8       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  :       342:        50         56         21         30         41         78         35         69         55         47         80:
Old  :       342:        50         56         21         30         41         78         35         69         55         47         80:
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  :                 18.0       14.2       28.3       24.4       12.0        9.6       17.4       15.1
Old  :                 18.0       14.2       28.3       24.4       12.0        9.6       17.4       15.1
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 - Futures Only, May 1, 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  :   200,603:    31,649     15,769     37,860     85,479     24,748      8,988          0        348     57,656     12,734      1,047:   38,307    60,478
Old  :   200,603:    31,649     15,769     37,860     85,479     24,748      8,988          0        348     57,656     12,734      1,047:   38,307    60,478
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :    -6,498:    -2,469     -1,004       -813         48     -1,629      2,365          0          0     -2,128       -370       -636:   -1,188    -2,907
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.8        7.9       18.9       42.6       12.3        4.5        0.0        0.2       28.7        6.3        0.5:     19.1      30.1
Old  :     100.0:      15.8        7.9       18.9       42.6       12.3        4.5        0.0        0.2       28.7        6.3        0.5:     19.1      30.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:         4          5          7          8         12          .          0          .          5          .          4:
Old  :        31:         4          5          7          8         12          .          0          .          5          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.9       34.8       59.7       49.1       41.9       33.5       55.5       44.9
Old  :                 42.9       34.8       59.7       49.1       41.9       33.5       55.5       44.9
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 - Futures Only, May 1, 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  :    19,217:     7,005     13,538      8,156        972      2,434          0          0          0        912      1,563          0:      710       710
Old  :    19,217:     7,005     13,538      8,156        972      2,434          0          0          0        912      1,563          0:      710       710
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :    -5,063:    -3,457     -1,012      2,105       -465     -3,086          0          0       -176       -325       -200       -100:      -24       -24
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.5       70.4       42.4        5.1       12.7        0.0        0.0        0.0        4.7        8.1        0.0:      3.7       3.7
Old  :     100.0:      36.5       70.4       42.4        5.1       12.7        0.0        0.0        0.0        4.7        8.1        0.0:      3.7       3.7
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  :        38:        15         13          8          4          8          0          0          0          .          4          0:
Old  :        38:        15         13          8          4          8          0          0          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  :                 50.5       58.0       72.2       72.4       42.8       49.4       55.0       57.5
Old  :                 50.5       58.0       72.2       72.4       42.8       49.4       55.0       57.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-06765I
Disaggregated Commitments of Traders - Futures Only, May 1, 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  :    86,532:     2,143      2,941     28,082     21,756     35,807      4,231      1,527        108      1,045      7,431     12,014:    3,102     4,948
Old  :    86,532:     2,143      2,941     28,082     21,756     35,807      4,231      1,527        108      1,045      7,431     12,014:    3,102     4,948
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :     8,122:         0          0         96        -12      4,326        282          0        -91          0        -17      4,292:     -783      -376
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       2.5        3.4       32.5       25.1       41.4        4.9        1.8        0.1        1.2        8.6       13.9:      3.6       5.7
Old  :     100.0:       2.5        3.4       32.5       25.1       41.4        4.9        1.8        0.1        1.2        8.6       13.9:      3.6       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:         4          .          9          9         15          .          .          .          .          4          7:
Old  :        33:         4          .          9          9         15          .          .          .          .          4          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.8       43.3       73.0       65.2       28.8       26.5       35.8       33.1
Old  :                 50.8       43.3       73.0       65.2       28.8       26.5       35.8       33.1
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 - Futures Only, May 1, 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  :    36,321:     2,870      3,050     10,841     10,314     13,761      1,885        955        850      1,061      1,529      1,650:    3,403     4,212
Old  :    36,321:     2,870      3,050     10,841     10,314     13,761      1,885        955        850      1,061      1,529      1,650:    3,403     4,212
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :      -665:         0          0       -144        171       -511        104          0       -320          0         65          0:      206       -70
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.9        8.4       29.8       28.4       37.9        5.2        2.6        2.3        2.9        4.2        4.5:      9.4      11.6
Old  :     100.0:       7.9        8.4       29.8       28.4       37.9        5.2        2.6        2.3        2.9        4.2        4.5:      9.4      11.6
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  :        23:         .          .          4          7         11          .          .          .          .          .          .:
Old  :        23:         .          .          4          7         11          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.9       45.5       61.8       63.9       33.3       24.9       42.0       34.2
Old  :                 42.9       45.5       61.8       63.9       33.3       24.9       42.0       34.2
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 - Futures Only, May 1, 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  :     6,546:     1,265      1,900        760      3,091      1,501      2,550          0          0        450          0          0:       20        54
Old  :     6,546:     1,265      1,900        760      3,091      1,501      2,550          0          0        450          0          0:       20        54
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :      -555:      -180        -50        -36        641       -379        250       -767          0       -200          0          0:      -10         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.3       29.0       11.6       47.2       22.9       39.0        0.0        0.0        6.9        0.0        0.0:      0.3       0.8
Old  :     100.0:      19.3       29.0       11.6       47.2       22.9       39.0        0.0        0.0        6.9        0.0        0.0:      0.3       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  :        22:         6          6          .          7          6          .          0          0          .          0          0:
Old  :        22:         6          6          .          7          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  :                 54.6       49.1       80.3       79.9       53.5       39.8       63.4       55.2
Old  :                 54.6       49.1       80.3       79.9       53.5       39.8       63.4       55.2
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 - Futures Only, May 1, 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  :    29,029:     5,554         23      1,556      3,108      6,814        845      1,619      4,673      3,391      5,485      3,887:    2,309     3,420
Old  :    29,029:     5,554         23      1,556      3,108      6,814        845      1,619      4,673      3,391      5,485      3,887:    2,309     3,420
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :       989:         0          0        -39      1,115       -361          0          0          0         -7     -1,028      1,621:     -225      -358
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.1        0.1        5.4       10.7       23.5        2.9        5.6       16.1       11.7       18.9       13.4:      8.0      11.8
Old  :     100.0:      19.1        0.1        5.4       10.7       23.5        2.9        5.6       16.1       11.7       18.9       13.4:      8.0      11.8
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:         .          .          4          5         10          .          .          4          .          4          5:
Old  :        25:         .          .          4          5         10          .          .          4          .          4          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.0       50.2       70.3       70.5       31.4       24.3       37.7       33.3
Old  :                 51.0       50.2       70.3       70.5       31.4       24.3       37.7       33.3
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 - Futures Only, May 1, 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  :   302,610:    84,333    200,837     31,146     12,057     17,856     85,406      2,793     18,842     19,292     15,158     22,956:   22,779    12,111
Old  :   302,610:    84,333    200,837     31,146     12,057     17,856     85,406      2,793     18,842     19,292     15,158     22,956:   22,779    12,111
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :   -43,297:   -37,687    -32,260     -2,558     -2,790      1,240      1,572        553     -5,459        -99     -2,650     -1,018:      712      -913
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.9       66.4       10.3        4.0        5.9       28.2        0.9        6.2        6.4        5.0        7.6:      7.5       4.0
Old  :     100.0:      27.9       66.4       10.3        4.0        5.9       28.2        0.9        6.2        6.4        5.0        7.6:      7.5       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  :       206:        54         74         15          6         14         71          6         33         13         13         18:
Old  :       206:        54         74         15          6         14         71          6         33         13         13         18:
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  :                 15.4       20.3       24.7       35.2       10.4       15.9       18.1       25.1
Old  :                 15.4       20.3       24.7       35.2       10.4       15.9       18.1       25.1
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 - Futures Only, May 1, 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  :    20,649:     6,228     11,874          0      2,301         75      2,579          0        351      5,998          0         98:    5,320     5,950
Old  :    20,649:     6,228     11,874          0      2,301         75      2,579          0        351      5,998          0         98:    5,320     5,950
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :    -5,083:    -2,181     -3,799       -165       -870        -36       -233          0       -126     -1,730          0          0:     -612      -252
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.2       57.5        0.0       11.1        0.4       12.5        0.0        1.7       29.0        0.0        0.5:     25.8      28.8
Old  :     100.0:      30.2       57.5        0.0       11.1        0.4       12.5        0.0        1.7       29.0        0.0        0.5:     25.8      28.8
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  :        28:         8         18          0          .          .          .          0          .          5          0          .:
Old  :        28:         8         18          0          .          .          .          0          .          5          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.9       35.7       64.5       52.2       42.6       35.7       61.6       51.5
Old  :                 44.9       35.7       64.5       52.2       42.6       35.7       61.6       51.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-11165L
Disaggregated Commitments of Traders - Futures Only, May 1, 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  :    27,891:    27,237      6,420          0     21,235          0          0          0          0          0          0          0:      654       236
Old  :    27,891:    27,237      6,420          0     21,235          0          0          0          0          0          0          0:      654       236
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :         0:        25         15          0         35          0          0          0          0          0          0          0:      -25       -50
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      97.7       23.0        0.0       76.1        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      2.3       0.8
Old  :     100.0:      97.7       23.0        0.0       76.1        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      2.3       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  :        24:        14         10          0          7          0          0          0          0          0          0          0:
Old  :        24:        14         10          0          7          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  :                 83.5       64.2       93.3       84.1       83.5       64.2       90.2       84.0
Old  :                 83.5       64.2       93.3       84.1       83.5       64.2       90.2       84.0
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 - Futures Only, May 1, 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  :     5,391:     4,266      4,710        278          0         72          0          0          0          0          0          0:      775       609
Old  :     5,391:     4,266      4,710        278          0         72          0          0          0          0          0          0:      775       609
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :    -2,405:    -2,605     -2,086        278       -250       -278          0          0          0          0          0          0:      200       209
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.1       87.4        5.2        0.0        1.3        0.0        0.0        0.0        0.0        0.0        0.0:     14.4      11.3
Old  :     100.0:      79.1       87.4        5.2        0.0        1.3        0.0        0.0        0.0        0.0        0.0        0.0:     14.4      11.3
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:        16         11          .          0          .          0          0          0          0          0          0:
Old  :        20:        16         11          .          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  :                 40.4       61.3       63.8       79.9       38.3       55.7       59.7       70.5
Old  :                 40.4       61.3       63.8       79.9       38.3       55.7       59.7       70.5
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 - Futures Only, May 1, 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  :     9,728:     4,738      3,979      2,567        538      1,859          0          0          0         74      3,043        250:      240        59
Old  :     9,728:     4,738      3,979      2,567        538      1,859          0          0          0         74      3,043        250:      240        59
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :        16:         0         16          0          0          0          0          0          0          0          0          0:       16         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.7       40.9       26.4        5.5       19.1        0.0        0.0        0.0        0.8       31.3        2.6:      2.5       0.6
Old  :     100.0:      48.7       40.9       26.4        5.5       19.1        0.0        0.0        0.0        0.8       31.3        2.6:      2.5       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  :        39:        16         19         10          .         10          0          0          0          .          .          .:
Old  :        39:        16         19         10          .         10          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       44.8       58.3       66.2       36.7       43.8       51.6       57.3
Old  :                 39.8       44.8       58.3       66.2       36.7       43.8       51.6       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022A13
Disaggregated Commitments of Traders - Futures Only, May 1, 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  :    56,777:    43,068     27,699      5,402     24,861      3,456      2,275          0        226      1,625        200        125:      600       210
Old  :    56,777:    43,068     27,699      5,402     24,861      3,456      2,275          0        226      1,625        200        125:      600       210
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :     4,551:     2,617      4,137        420        -75        339        700          0        150        350          0          0:      -25         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.9       48.8        9.5       43.8        6.1        4.0        0.0        0.4        2.9        0.4        0.2:      1.1       0.4
Old  :     100.0:      75.9       48.8        9.5       43.8        6.1        4.0        0.0        0.4        2.9        0.4        0.2:      1.1       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  :        62:        31         24          9          6          9          .          0          .          .          .          .:
Old  :        62:        31         24          9          6          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  :                 48.9       54.5       62.7       76.0       47.7       50.7       58.3       65.1
Old  :                 48.9       54.5       62.7       76.0       47.7       50.7       58.3       65.1
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 - Futures Only, May 1, 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  :    24,475:    20,031     20,022      3,325      3,596        857          0          0          0        262          0          0:        0         0
Old  :    24,475:    20,031     20,022      3,325      3,596        857          0          0          0        262          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :     2,483:     2,141      2,173        182          0        310       -150          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.8       81.8       13.6       14.7        3.5        0.0        0.0        0.0        1.1        0.0        0.0:      0.0       0.0
Old  :     100.0:      81.8       81.8       13.6       14.7        3.5        0.0        0.0        0.0        1.1        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        14         14          8          .          .          0          0          0          .          0          0:
Old  :        29:        14         14          8          .          .          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  :                 66.9       86.5       79.8       94.2       63.6       79.9       73.9       83.6
Old  :                 66.9       86.5       79.8       94.2       63.6       79.9       73.9       83.6
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 - Futures Only, May 1, 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  :     9,140:     4,830      3,375      3,055        590      1,055          0        861          0        200      3,175          0:        0        84
Old  :     9,140:     4,830      3,375      3,055        590      1,055          0        861          0        200      3,175          0:        0        84
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :       140:      -100          0        325          0        -85          0        204          0          0          0          0:        0        21
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.8       36.9       33.4        6.5       11.5        0.0        9.4        0.0        2.2       34.7        0.0:      0.0       0.9
Old  :     100.0:      52.8       36.9       33.4        6.5       11.5        0.0        9.4        0.0        2.2       34.7        0.0:      0.0       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        14         10          9          .          7          0          .          0          .          .          0:
Old  :        37:        14         10          9          .          7          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       66.9       67.8       82.5       38.4       61.9       58.3       73.3
Old  :                 44.5       66.9       67.8       82.5       38.4       61.9       58.3       73.3
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 - Futures Only, May 1, 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  :    27,469:    13,645     16,984      3,883      2,999      4,065        563        328          0      2,516        255      2,627:      170       211
Old  :    27,469:    13,645     16,984      3,883      2,999      4,065        563        328          0      2,516        255      2,627:      170       211
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :    -1,571:      -557       -878     -1,027       -436        -98        392        -64          0       -293          5        -98:      110        -2
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.7       61.8       14.1       10.9       14.8        2.0        1.2        0.0        9.2        0.9        9.6:      0.6       0.8
Old  :     100.0:      49.7       61.8       14.1       10.9       14.8        2.0        1.2        0.0        9.2        0.9        9.6:      0.6       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  :        59:        21         26         11          7         12          .          .          0          5          .          .:
Old  :        59:        21         26         11          7         12          .          .          0          5          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       30.0       54.6       51.7       22.0       25.0       31.5       35.3
Old  :                 34.6       30.0       54.6       51.7       22.0       25.0       31.5       35.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-86665A
Disaggregated Commitments of Traders - Futures Only, May 1, 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  :     7,875:     6,289      4,814        461      1,599        540          0        230        306        243        254          0:       36       132
Old  :     7,875:     6,289      4,814        461      1,599        540          0        230        306        243        254          0:       36       132
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :    -2,076:    -1,293       -819       -143        227       -420       -387       -873          0        243       -212          0:      -76        21
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.9       61.1        5.9       20.3        6.9        0.0        2.9        3.9        3.1        3.2        0.0:      0.5       1.7
Old  :     100.0:      79.9       61.1        5.9       20.3        6.9        0.0        2.9        3.9        3.1        3.2        0.0:      0.5       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  :        33:        20         15          .          4          5          0          .          .          .          .          0:
Old  :        33:        20         15          .          4          5          0          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       45.7       55.3       67.6       29.8       36.1       41.1       45.1
Old  :                 37.2       45.7       55.3       67.6       29.8       36.1       41.1       45.1
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 - Futures Only, May 1, 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  :    29,510:    10,357     16,839      4,857      6,421      1,807          0      1,100      1,152     10,390        558        509:      438     1,124
Old  :    29,510:    10,357     16,839      4,857      6,421      1,807          0      1,100      1,152     10,390        558        509:      438     1,124
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :       264:        35        159        366       -476       -312          0        155        600       -505        -10        179:      -99       -31
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.1       57.1       16.5       21.8        6.1        0.0        3.7        3.9       35.2        1.9        1.7:      1.5       3.8
Old  :     100.0:      35.1       57.1       16.5       21.8        6.1        0.0        3.7        3.9       35.2        1.9        1.7:      1.5       3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        51:        10         24          9          6          8          0          .          .          4          4          4:
Old  :        51:        10         24          9          6          8          0          .          .          4          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  :                 62.9       36.9       76.8       57.0       60.3       36.7       71.8       54.1
Old  :                 62.9       36.9       76.8       57.0       60.3       36.7       71.8       54.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FAM BIODIESEL V GASOIL SPR SWP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-869652
Disaggregated Commitments of Traders - Futures Only, May 1, 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 100 METRIC TONS)                                                                                          :
     :          :    Positions                                                                                                           :
All  :     5,874:     4,209      5,001          0          0          0          0          0          0      1,070        360        395:      200       118
Old  :     5,874:     4,209      5,001          0          0          0          0          0          0      1,070        360        395:      200       118
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :      -152:      -122       -298          0          0          0          0          0          0        -80        150        -30:       80        26
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.7       85.1        0.0        0.0        0.0        0.0        0.0        0.0       18.2        6.1        6.7:      3.4       2.0
Old  :     100.0:      71.7       85.1        0.0        0.0        0.0        0.0        0.0        0.0       18.2        6.1        6.7:      3.4       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  :        20:        12         13          0          0          0          0          0          0          5          .          .:
Old  :        20:        12         13          0          0          0          0          0          0          5          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.6       55.8       81.1       80.9       51.9       46.6       63.6       63.8
Old  :                 65.6       55.8       81.1       80.9       51.9       46.6       63.6       63.8
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 - Futures Only, May 1, 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  :    25,206:    18,055     14,973        373      6,099        342      1,712          0         24      1,700          0          0:    3,000     3,768
Old  :    25,206:    18,055     14,973        373      6,099        342      1,712          0         24      1,700          0          0:    3,000     3,768
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :    -6,763:    -4,951     -4,637     -1,020     -2,055          0       -726          0          0       -342       -547        -98:      374       574
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.6       59.4        1.5       24.2        1.4        6.8        0.0        0.1        6.7        0.0        0.0:     11.9      14.9
Old  :     100.0:      71.6       59.4        1.5       24.2        1.4        6.8        0.0        0.1        6.7        0.0        0.0:     11.9      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  :        26:        15         15          .          4          .          .          0          .          .          0          0:
Old  :        26:        15         15          .          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  :                 39.8       46.1       65.8       65.9       33.7       44.3       57.3       62.2
Old  :                 39.8       46.1       65.8       65.9       33.7       44.3       57.3       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 4, 2012