```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #02165A                                                    Open Interest is    47,532                :
: Positions                                                                                                    :
:   33,487    39,701     5,933     1,303     5,908         0         0         0     1,966        75       158 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:    3,105     3,622       188      -134       -52         0         0         0       144         0         2 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.5      83.5      12.5       2.7      12.4       0.0       0.0       0.0       4.1       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       32        32        10         6        12         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #02165B                                                    Open Interest is     9,788                :
: Positions                                                                                                    :
:    7,383     8,070     1,752     1,088       463         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:      114       125       -30       -41        30         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.4      82.4      17.9      11.1       4.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       22        25         4         4         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                 :
CFTC Code #02165C                                                    Open Interest is     4,176                :
: Positions                                                                                                    :
:    1,837     2,322       478        66       873         0         0         0        84         0         0 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.0      55.6      11.4       1.6      20.9       0.0       0.0       0.0       2.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        14         4         .         5         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #02165E                                                    Open Interest is    10,620                :
: Positions                                                                                                    :
:    5,455     6,098     1,339       336     2,391         0         0         0         0       381       202 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:     -415        19       348       -23       776         0         0         0         0        46        -7 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.4      57.4      12.6       3.2      22.5       0.0       0.0       0.0       0.0       3.6       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       24        28         6         6        12         0         0         0         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                   :
CFTC Code #02165G                                                    Open Interest is     7,736                :
: Positions                                                                                                    :
:    4,022     5,458     1,363       265     1,074         0         0         0       562        45        74 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:      288       235         5       167       163         0         0         0       -51       -98        -2 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.0      70.6      17.6       3.4      13.9       0.0       0.0       0.0       7.3       0.6       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       33        40        11         5        14         0         0         0         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #02165H                                                    Open Interest is     3,908                :
: Positions                                                                                                    :
:    2,307     1,910       283       135       406         0         0         0        15         0        48 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:       54        11       -30         0        30         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.0      48.9       7.2       3.5      10.4       0.0       0.0       0.0       0.4       0.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14        16         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                  :
CFTC Code #02165I                                                    Open Interest is     2,834                :
: Positions                                                                                                    :
:    1,399     1,747       126       191       414         0         0         0       289       249         4 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:       58       182        51       -39        44         0         0         0         0        14         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.4      61.6       4.4       6.7      14.6       0.0       0.0       0.0      10.2       8.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        14         .         .         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                       :
CFTC Code #02165K                                                    Open Interest is     2,166                :
: Positions                                                                                                    :
:      766     1,296       453       124       323         0         0         0        25        55        45 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:     -133       -73       -33        18        28         0         0         0        25       -35        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.4      59.8      20.9       5.7      14.9       0.0       0.0       0.0       1.2       2.5       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        14         5         .         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 GALLONS)                     :
CFTC Code #02165T                                                    Open Interest is     8,606                :
: Positions                                                                                                    :
:    6,081     7,543     1,774       100       671         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:      285       315        55        25        28         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.7      87.6      20.6       1.2       7.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        12         7         .         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #021A28                                                    Open Interest is    21,906                :
: Positions                                                                                                    :
:   16,540    15,299     2,293     1,312     2,983         0         0         0         0     2,222        90 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:      920       765      -110         0       225         0         0         0         0        45         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.5      69.8      10.5       6.0      13.6       0.0       0.0       0.0       0.0      10.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        16         7         5        10         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)             :
CFTC Code #022651                                                    Open Interest is   382,981                :
: Positions                                                                                                    :
:  146,989   218,953    65,256     7,403    27,583    30,118    16,544    23,956     9,927    15,742    40,015 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:    8,829    -1,305     4,942    -3,867    -2,384    -9,935     2,110       143        45     1,456        -1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.4      57.2      17.0       1.9       7.2       7.9       4.3       6.3       2.6       4.1      10.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   162                     :
:       53        65        18         5        18        24        16        21        14        12        24 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)              :
CFTC Code #022653                                                    Open Interest is    90,878                :
: Positions                                                                                                    :
:   32,927    37,836    11,161     1,599    18,980         0         0         0       268     6,436    24,773 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:    3,358     1,293       718       778      -598         0         0         0       -10     2,089      -463 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.2      41.6      12.3       1.8      20.9       0.0       0.0       0.0       0.3       7.1      27.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        7         7         5         5        10         0         0         0         .         7         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1000 BARRELS)                                  :
CFTC Code #02265J                                                    Open Interest is    15,190                :
: Positions                                                                                                    :
:   10,082     9,469     2,478     3,190     1,760       300         0         0        55       274       340 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:    1,580     1,930        53        98       317         0         0         0        50      -200       200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      62.3      16.3      21.0      11.6       2.0       0.0       0.0       0.4       1.8       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       29        31         8         5         9         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #02265T                                                    Open Interest is     7,052                :
: Positions                                                                                                    :
:    5,035     4,805       925       782       355       186       180       120       300       706        44 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:        0       150         0      -150         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.4      68.1      13.1      11.1       5.0       2.6       2.6       1.7       4.3      10.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       18        11         5         7         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 100 METRIC TONS)                     :
CFTC Code #022A24                                                    Open Interest is     3,850                :
: Positions                                                                                                    :
:      841     1,549     1,529       839       513        96         0         0         0       336         0 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:        0         0       -93       -81        93         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.8      40.2      39.7      21.8      13.3       2.5       0.0       0.0       0.0       8.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        6         5         6         6         6         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CBT ETHANOL - CHICAGO BOARD OF TRADE   (CONTRACTS OF 29,000 U.S. GALLONS)                                      :
CFTC Code #025601                                                    Open Interest is     9,165                :
: Positions                                                                                                    :
:    6,884     6,412         1       815        97       507        71       154       299       340       766 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:     -633      -429         1        83         7         0         0        25        -4      -524        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.1      70.0       0.0       8.9       1.1       5.5       0.8       1.7       3.3       3.7       8.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        21         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                       :
CFTC Code #025651                                                    Open Interest is    16,991                :
: Positions                                                                                                    :
:   15,622    14,956       196       376       331       200         0         0       269       900       141 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:      639       280      -127        44        83         0         0         0       124       330        -9 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.9      88.0       1.2       2.2       1.9       1.2       0.0       0.0       1.6       5.3       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       36        38         .         .         .         .         0         0         .         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                       :
CFTC Code #03265C                                                    Open Interest is     1,376                :
: Positions                                                                                                    :
:      607       798        46         0         0         0         0         0        59        37       128 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.1      58.0       3.3       0.0       0.0       0.0       0.0       0.0       4.3       2.7       9.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        17         .         0         0         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE   (CONTRACTS OF 1,000 BARRELS)                                     :
CFTC Code #067411                                                    Open Interest is   487,062                :
: Positions                                                                                                    :
:  141,525   169,229    51,645    56,800   108,936    29,600    13,247    23,315    10,606     3,666    86,630 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:    5,995     8,554     4,380     1,138     1,972     1,613     1,228      -372    -1,366     1,572     4,126 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.1      34.7      10.6      11.7      22.4       6.1       2.7       4.8       2.2       0.8      17.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   122                     :
:       33        35        16        14        28        18         9        16        13        13        27 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #067651                                                    Open Interest is 2,630,468                :
: Positions                                                                                                    :
:  335,664   482,080   204,025   259,156   786,933   217,271    62,417   305,716   108,809    65,668   594,579 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:   -8,365   -18,055    -2,231   -11,070    16,773    -4,928     7,396    15,792    -1,641       216    40,472 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.8      18.3       7.8       9.9      29.9       8.3       2.4      11.6       4.1       2.5      22.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   370                     :
:       51        58        22        24        42        66        59        82        72        55       111 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #067657                                                    Open Interest is   276,547                :
: Positions                                                                                                    :
:   81,834   156,216    15,053    41,350    20,284       340    25,595    11,386   128,163     1,452    18,215 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:     -857      -379        48      -592      -761       340      -730       527      -485     1,142      -284 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.6      56.5       5.4      15.0       7.3       0.1       9.3       4.1      46.3       0.5       6.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       15        16         .         7         8         .        12        10         6         5         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765A                                                    Open Interest is   216,399                :
: Positions                                                                                                    :
:   45,005    32,211    48,014    81,389    32,753     1,017         0        64    53,743    24,875     4,866 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:      -17       759     1,427    -1,880     1,056      -732         0        24       193     1,347       165 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.8      14.9      22.2      37.6      15.1       0.5       0.0       0.0      24.8      11.5       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:        6         7         9         9        14         .         0         .         6         8        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765B                                                    Open Interest is   106,683                :
: Positions                                                                                                    :
:   10,920    12,647     6,809    20,059    50,768    12,400     3,455    10,638     5,331        19     6,856 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:     -560      -472      -707    -1,063    -2,488      -536       316    -1,065       657        -6      -152 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.2      11.9       6.4      18.8      47.6      11.6       3.2      10.0       5.0       0.0       6.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:        6         6        10        11        19        12         4         8        13         .        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765C                                                    Open Interest is   528,266                :
: Positions                                                                                                    :
:   81,153    67,973    42,139    82,134   258,176         0     1,221    17,694    31,753     3,745    81,469 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:      256       186        66       687     1,176         0       473      -383     1,220       262       809 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.4      12.9       8.0      15.5      48.9       0.0       0.2       3.3       6.0       0.7      15.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:        7         8         9        18        27         0         .         .        11         .        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #06765G                                                    Open Interest is    20,860                :
: Positions                                                                                                    :
:   13,242    11,427     3,255     4,902     3,032        38       425        75       500       301       698 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:      585        35       -15       435        82         0         0         0      -125       -25       325 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.5      54.8      15.6      23.5      14.5       0.2       2.0       0.4       2.4       1.4       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       27        26         6         7         9         .         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #06765I                                                    Open Interest is    79,815                :
: Positions                                                                                                    :
:    9,925     3,747    34,769    23,969    19,125     3,347     9,449     9,232         0     8,015       927 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:        0         0      -367       220       727        37         0        -3         0      -550         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.4       4.7      43.6      30.0      24.0       4.2      11.8      11.6       0.0      10.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:        5         4        11        10        17         5         4         9         0         5         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                                  :
CFTC Code #06765J                                                    Open Interest is    36,181                :
: Positions                                                                                                    :
:    1,439     3,327    13,279    11,221    11,442     2,862       675     3,210         0     2,522     1,044 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:        0         0      -773       704       191        14      -850       969         0      -363        13 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      4.0       9.2      36.7      31.0      31.6       7.9       1.9       8.9       0.0       7.0       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        .         4         8         6        13         4         .         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                                 :
CFTC Code #06765O                                                    Open Interest is    15,840                :
: Positions                                                                                                    :
:    3,860     2,330     4,035     9,820     3,365     4,450         0         0         0       150         0 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:        0       100       -80       450       -45       600         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.4      14.7      25.5      62.0      21.2      28.1       0.0       0.0       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:        9        10         7         6         7         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                         :
CFTC Code #06765T                                                    Open Interest is    25,534                :
: Positions                                                                                                    :
:    3,636     2,935       543     2,360     8,092     3,035     1,878     4,071       488        45     2,899 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:      454        43      -683      -302     1,728        14      -394       652       112        45     2,158 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.2      11.5       2.1       9.2      31.7      11.9       7.4      15.9       1.9       0.2      11.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        .         .         5         4         8         4         .         7         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #06765X                                                    Open Interest is    25,453                :
: Positions                                                                                                    :
:    1,019     1,338     4,053     3,322    14,563     2,714     1,547     1,263       146     1,454     1,008 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:      180         1       268       432      -303       142       -47       -14       -66        66        66 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      4.0       5.3      15.9      13.1      57.2      10.7       6.1       5.0       0.6       5.7       4.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:        .         5        10         7        16         5         8         8         .         6         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #06765Y                                                    Open Interest is    90,125                :
: Positions                                                                                                    :
:    7,920    10,413    11,002    13,857    42,189     6,210         0     2,166     3,181     1,417     6,069 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:     -367       827      -216     1,720    -1,475     2,034         0    -1,117     1,144       247        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.8      11.6      12.2      15.4      46.8       6.9       0.0       2.4       3.5       1.6       6.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        4         5         4        12        15         .         0         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                 :
CFTC Code #111659                                                    Open Interest is   286,423                :
: Positions                                                                                                    :
:  118,178   176,516    29,219    10,163    20,135    49,651    15,761    20,155    15,287    12,817    17,098 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:   -2,805    -9,875       337    -1,402    -2,739    -7,417     3,613     2,673     1,399    -4,492    -1,621 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.3      61.6      10.2       3.5       7.0      17.3       5.5       7.0       5.3       4.5       6.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   192                     :
:       53        67        17         6        19        47        16        29        19         8        25 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                         :
CFTC Code #11165K                                                    Open Interest is    24,175                :
: Positions                                                                                                    :
:    7,422    18,961       454       332       564     2,900         0       126     6,065       280       148 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:      490      -208         0         0         0      -513         0       126      -120         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.7      78.4       1.9       1.4       2.3      12.0       0.0       0.5      25.1       1.2       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        18         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                      :
CFTC Code #11165L                                                    Open Interest is    28,175                :
: Positions                                                                                                    :
:   26,593    16,067         0     9,763         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:       85       -65         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.4      57.0       0.0      34.7       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       15        10         0         5         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                               :
CFTC Code #26265D                                                    Open Interest is     6,321                :
: Positions                                                                                                    :
:    3,990     3,722       891     1,040     1,183         0         0         0       214       250         0 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:      200       213        63        50       138         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.1      58.9      14.1      16.5      18.7       0.0       0.0       0.0       3.4       4.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       19        20         5         5         7         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #022A13                                                    Open Interest is    55,708                :
: Positions                                                                                                    :
:   44,923    31,246     4,469    18,378     4,753       400       925         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:    3,596     1,186      -891       741        -7         0       775         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.6      56.1       8.0      33.0       8.5       0.7       1.7       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       32        25         8         5         7         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #86465A                                                    Open Interest is    17,989                :
: Positions                                                                                                    :
:   13,386    13,254     3,838     4,065       645         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:     -395      -313       157        75        20         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.4      73.7      21.3      22.6       3.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        13         9         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #86465C                                                    Open Interest is     5,433                :
: Positions                                                                                                    :
:    4,210     1,455       823       420       350         0       108         0        25     3,075        25 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:      525        50        50       -25        25         0         0         0         0       550         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.5      26.8      15.1       7.7       6.4       0.0       2.0       0.0       0.5      56.6       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       17        10         7         4         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #86565A                                                    Open Interest is     8,069                :
: Positions                                                                                                    :
:    3,867     5,140     1,888     1,301     1,347        78         0         0       599         0        38 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:      125       210         0         0         0         0         0         0      -125      -210         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.9      63.7      23.4      16.1      16.7       1.0       0.0       0.0       7.4       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       12        13         8         4         5         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #86565C                                                    Open Interest is    21,879                :
: Positions                                                                                                    :
:   13,907    10,727     3,202     4,334     2,921        50     2,254        40     1,102       916       563 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:      712     1,419       -73      -191       180         0         0         0       160      -429        26 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.6      49.0      14.6      19.8      13.4       0.2      10.3       0.2       5.0       4.2       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       26        28         7        12        13         .         .         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                        :
CFTC Code #86565D                                                    Open Interest is     5,143                :
: Positions                                                                                                    :
:    1,225     1,878       670     2,507       358        54         0        60     2,436        58         0 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.8      36.5      13.0      48.7       7.0       1.0       0.0       1.2      47.4       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        6         6         .         4         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #86665A                                                    Open Interest is    13,174                :
: Positions                                                                                                    :
:   10,585     8,628       256     3,557       252     1,412       115       339         0        19       201 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:      704       313        45        -9        54      -445         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.3      65.5       1.9      27.0       1.9      10.7       0.9       2.6       0.0       0.1       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       22        25         .         7         4         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                            :
CFTC Code #86765C                                                    Open Interest is    31,349                :
: Positions                                                                                                    :
:   10,411    18,126     4,246     6,132     4,546     1,469         0       145     9,391       983       825 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:    1,166     1,676        46       361       254         0         0         0       825         0       240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.2      57.8      13.5      19.6      14.5       4.7       0.0       0.5      30.0       3.1       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       15        20         8         9        14         4         0         .         5         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #967654                                                    Open Interest is    20,293                :
: Positions                                                                                                    :
:   13,056    14,873         0     2,322       735     3,240         0        87       910         0         0 :
:                                                                                                              :
: Changes from:     September 20, 2011                                                                         :
:    2,049     1,321         0       533       300      -591         0        87       150         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.3      73.3       0.0      11.4       3.6      16.0       0.0       0.4       4.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        16         0         5         4         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

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Updated September 30, 2011