```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #02165A                                                    Open Interest is    47,260                :
: Positions                                                                                                    :
:   36,063    42,399     5,706       254     3,852         0         0         0       796         0       560 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:    4,099     4,757       500         0       254         0         0         0       263         0        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.3      89.7      12.1       0.5       8.2       0.0       0.0       0.0       1.7       0.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       24        36        12         .        10         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #02165B                                                    Open Interest is    27,915                :
: Positions                                                                                                    :
:   23,388    22,846       621     1,308     3,739         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:      886       552       -80       254       105         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.8      81.8       2.2       4.7      13.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       16        26         .         5         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #02165E                                                    Open Interest is    11,202                :
: Positions                                                                                                    :
:    6,002     6,524     1,034       293     2,766         0         0       121       173       383       139 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:      446       539        58        -6       -74         0         0       -43       106       120       -51 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.6      58.2       9.2       2.6      24.7       0.0       0.0       1.1       1.5       3.4       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       24        27        10         5        15         0         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                   :
CFTC Code #02165G                                                    Open Interest is     7,265                :
: Positions                                                                                                    :
:    3,556     4,613     1,049       253     1,247         0         0       100       472       255       199 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:      127        10         8        -5        42         0         0         0       -57        10        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.9      63.5      14.4       3.5      17.2       0.0       0.0       1.4       6.5       3.5       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       33        35        11         4        14         0         0         .         4         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                  :
CFTC Code #02165I                                                    Open Interest is     2,917                :
: Positions                                                                                                    :
:    1,153     1,748       192       243       383        92         0         0       158        15       179 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:      172       207        20       -10        16         0         0         0       120         0         5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.5      59.9       6.6       8.3      13.1       3.2       0.0       0.0       5.4       0.5       6.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        16         4         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                       :
CFTC Code #02165K                                                    Open Interest is     2,762                :
: Positions                                                                                                    :
:    2,059     1,126       159     1,233        96         0         0         0       160         0        51 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:      212       154        18       105        -2         0         0         0       -15         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      40.8       5.8      44.6       3.5       0.0       0.0       0.0       5.8       0.0       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        11         .         5         5         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 GALLONS)                     :
CFTC Code #02165T                                                    Open Interest is    10,655                :
: Positions                                                                                                    :
:    8,961     9,732     1,182       471       326         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:      140       640       467       -33        75         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.1      91.3      11.1       4.4       3.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        13         5         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 100 METRIC TONS)                 :
CFTC Code #021A17                                                    Open Interest is     8,678                :
: Positions                                                                                                    :
:    4,184       765     2,005     5,219     2,099         0         0         0         0       176         0 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:      135        -6       -78        57       -16         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.2       8.8      23.1      60.1      24.2       0.0       0.0       0.0       0.0       2.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        6         .         .        10         9         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #021A28                                                    Open Interest is    27,752                :
: Positions                                                                                                    :
:   22,856    20,531     2,239     2,556     2,431         0         0         0         0     2,008       226 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:    2,090     1,966       146      -100        -2         0         0         0         0       370        14 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      74.0       8.1       9.2       8.8       0.0       0.0       0.0       0.0       7.2       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        15         8         4        10         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)             :
CFTC Code #022651                                                    Open Interest is   316,591                :
: Positions                                                                                                    :
:   85,974   171,563    45,175    11,237    22,154    53,866     9,673    19,827    12,015    28,937    29,149 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:   -2,145    -5,661    -1,145    -1,108      -852    -3,172       -91       684        32       103    -5,734 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.2      54.2      14.3       3.5       7.0      17.0       3.1       6.3       3.8       9.1       9.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   165                     :
:       58        65        15         5        16        38        12        24        11        10        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             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    63,202                :
: Positions                                                                                                    :
:   16,793    12,570     7,217     1,598    16,141         0         0         0       115    11,222    20,304 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:      575      -273         6         6       -42         0         0         0       -12       902      -190 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.6      19.9      11.4       2.5      25.5       0.0       0.0       0.0       0.2      17.8      32.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        6         6         5         4         9         0         0         0         .         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1000 BARRELS)                                  :
CFTC Code #02265J                                                    Open Interest is    16,268                :
: Positions                                                                                                    :
:   10,785     9,846     3,409       715     1,847         0       100         0       100     3,564        92 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:      780     1,055       378       -25      -118         0         0       -50       100       228        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.3      60.5      21.0       4.4      11.4       0.0       0.6       0.0       0.6      21.9       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       33        35         8         .         9         0         .         0         .         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #02265T                                                    Open Interest is    10,546                :
: Positions                                                                                                    :
:    6,884     5,798       995     2,843     1,855       708         0         0        50        50         0 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:     -187       218         0      -405       150         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.3      55.0       9.4      27.0      17.6       6.7       0.0       0.0       0.5       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       15        19         .         8         7         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #02265U                                                    Open Interest is    14,388                :
: Positions                                                                                                    :
:    8,288    12,515       100     1,180        75         0         0         0     5,307         0       618 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:      255       105       -75         0        75         0         0         0       -75         0        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.6      87.0       0.7       8.2       0.5       0.0       0.0       0.0      36.9       0.0       4.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        7        12         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1000 BARRELS)                            :
CFTC Code #022A22                                                    Open Interest is     1,392                :
: Positions                                                                                                    :
:      842     1,142       150       150       100         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.5      82.0      10.8      10.8       7.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        12         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                         :
CFTC Code #022A62                                                    Open Interest is     1,320                :
: Positions                                                                                                    :
:    1,220       995        50       250        25         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.4      75.4       3.8      18.9       1.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         8         .         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CBT ETHANOL - CHICAGO BOARD OF TRADE   (CONTRACTS OF 29,000 U.S. GALLONS)                                      :
CFTC Code #025601                                                    Open Interest is    11,433                :
: Positions                                                                                                    :
:    6,808     8,419         0       429       252     2,019        68       197       341       400     1,201 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:      -57       -33         0       195        -7       491         0       -22      -100       199        -2 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.5      73.6       0.0       3.8       2.2      17.7       0.6       1.7       3.0       3.5      10.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       16        21         0         .         .         7         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                       :
CFTC Code #025651                                                    Open Interest is    19,140                :
: Positions                                                                                                    :
:   17,743    17,052       181       611       373         0         0         0        71       350       297 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:      952       562         3        78        45         0         0         0      -184        25       -46 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.7      89.1       0.9       3.2       2.0       0.0       0.0       0.0       0.4       1.8       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       33        35         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                    :
CFTC Code #03265A                                                    Open Interest is     2,470                :
: Positions                                                                                                    :
:    1,758     1,893         0         0         0       121         0       156         0         0         0 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:       62       150         0         0         0       -13         0        45         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      76.6       0.0       0.0       0.0       4.9       0.0       6.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       19        20         0         0         0         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                       :
CFTC Code #03265C                                                    Open Interest is     1,582                :
: Positions                                                                                                    :
:      926       710       134         0       130         0         0         0        21       255       135 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:        1        65       -27         0        -1         0         0         0        13       -24        -9 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.5      44.9       8.5       0.0       8.2       0.0       0.0       0.0       1.3      16.1       8.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        14         4         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE   (CONTRACTS OF 1,000 BARRELS)                                     :
CFTC Code #067411                                                    Open Interest is   474,685                :
: Positions                                                                                                    :
:  159,062   152,164    55,456    77,836    77,847    39,559    18,269    22,991     6,841    16,151    91,345 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:   10,999    14,868     6,863     1,946       428      -138     1,967     3,057        20      -215    -2,643 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.5      32.1      11.7      16.4      16.4       8.3       3.8       4.8       1.4       3.4      19.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   128                     :
:       39        34        12        16        23        14        10        14        15        16        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #067651                                                    Open Interest is 2,537,317                :
: Positions                                                                                                    :
:  349,676   438,261   140,425   399,804   656,047   265,914    24,547   366,663   146,449    75,258   504,769 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:    7,574    10,525     5,450    -4,456       465    -7,817    -1,357     5,821      -355      -830     5,835 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.8      17.3       5.5      15.8      25.9      10.5       1.0      14.5       5.8       3.0      19.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   386                     :
:       53        57        14        34        41        96        37        96        71        58       115 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #067657                                                    Open Interest is   220,425                :
: Positions                                                                                                    :
:   59,968   104,291     6,731    13,767    19,940       175    22,689    19,736    82,387     5,636    30,353 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:   10,680    12,690       450       524       926      -210     4,571     2,293     8,871     1,086     3,678 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.2      47.3       3.1       6.2       9.0       0.1      10.3       9.0      37.4       2.6      13.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       15        17         .         4         6         .         5         5         5         4         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765A                                                    Open Interest is   207,973                :
: Positions                                                                                                    :
:   37,739    19,031    33,372    81,550    25,908       133         0       854    57,849    13,410     2,423 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:    1,382       295    -1,758      -840     1,708         0         0         0        51       738       538 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.1       9.2      16.0      39.2      12.5       0.1       0.0       0.4      27.8       6.4       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:        5         5         6         8        11         .         0         .         4         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765B                                                    Open Interest is    96,334                :
: Positions                                                                                                    :
:    7,204     7,870     8,760    24,908    38,686    10,785         6    10,365     5,752       382    11,522 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:      119       -31       422       297      -452      -210       -69        21        86       -13       -84 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.5       8.2       9.1      25.9      40.2      11.2       0.0      10.8       6.0       0.4      12.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:        5         5         9        11        17        14         .        10         8         .        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765C                                                    Open Interest is   485,953                :
: Positions                                                                                                    :
:   60,155    51,049    52,580    94,380   244,233         0     2,712    19,231    39,569       188    56,628 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:      265        81       300     3,141     1,363         0       175        10     2,803       -16      -598 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.4      10.5      10.8      19.4      50.3       0.0       0.6       4.0       8.1       0.0      11.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:        6         6         9        17        26         0         .         .        10         .        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #06765G                                                    Open Interest is    20,727                :
: Positions                                                                                                    :
:   11,355    12,757     5,984     4,388     2,119         0         0        90       969     1,163       200 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:        0     2,500     2,400      -100        50         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.8      61.5      28.9      21.2      10.2       0.0       0.0       0.4       4.7       5.6       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       14        13         7         6         9         0         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #06765I                                                    Open Interest is    83,388                :
: Positions                                                                                                    :
:    5,548     2,741    28,539    21,414    29,780     3,922     4,927        59     1,080     7,893    10,789 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:     -110       190      -144       -90     2,531        36         0         0         0        44     2,038 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.7       3.3      34.2      25.7      35.7       4.7       5.9       0.1       1.3       9.5      12.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:        5         .         9         9        15         .         .         .         .         4         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                                  :
CFTC Code #06765J                                                    Open Interest is    36,625                :
: Positions                                                                                                    :
:    2,870     3,050    12,116    12,033    13,190     1,757       897       700     1,061     1,389     2,000 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:        0         0       550       568    -1,285       243         0        50      -370         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.8       8.3      33.1      32.9      36.0       4.8       2.4       1.9       2.9       3.8       5.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        .         .         6         6        12         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                                 :
CFTC Code #06765O                                                    Open Interest is     8,470                :
: Positions                                                                                                    :
:    1,757     2,075       900     4,692     1,703     3,416         0         0       600         0         0 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:        0         0         0        45       -45         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.7      24.5      10.6      55.4      20.1      40.3       0.0       0.0       7.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        7         7         .         7         5         4         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                         :
CFTC Code #06765T                                                    Open Interest is    28,932                :
: Positions                                                                                                    :
:    3,827       787     1,273     3,130     6,809     1,811     1,207     4,885     4,175     5,833     2,561 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:    1,230       -27      -407       109        53       403       -19       -91      -282       662       839 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.2       2.7       4.4      10.8      23.5       6.3       4.2      16.9      14.4      20.2       8.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:        .         .         4         5        10         4         4         7         6         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #06765X                                                    Open Interest is    21,490                :
: Positions                                                                                                    :
:      127         0       434     5,851    11,319     4,458       636     2,041     1,875       711       214 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:      -12         0      -692       252       142       774       -42        31        38       -99        -7 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      0.6       0.0       2.0      27.2      52.7      20.7       3.0       9.5       8.7       3.3       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:        .         0         5         9        14         9         4         6         6         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #06765Y                                                    Open Interest is   118,895                :
: Positions                                                                                                    :
:   11,292    11,933    15,623    18,465    59,475     3,959         0     6,318     2,621       418    10,387 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:       32        55       356       229     1,353       -33         0      -170       300        63        99 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.5      10.0      13.1      15.5      50.0       3.3       0.0       5.3       2.2       0.4       8.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        5         5         5        10        15         .         0         .         5         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                 :
CFTC Code #111659                                                    Open Interest is   387,976                :
: Positions                                                                                                    :
:  137,057   258,987    32,470    16,429    21,822    89,676     1,137    28,302    17,100    14,689    32,315 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:  -17,556   -14,610      -162       635      -748        -7    -1,851    -1,075       807       799    -1,511 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.3      66.8       8.4       4.2       5.6      23.1       0.3       7.3       4.4       3.8       8.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   236                     :
:       70        79        18         6        19        85         6        43        16        11        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                         :
CFTC Code #11165K                                                    Open Interest is    24,975                :
: Positions                                                                                                    :
:    9,946    14,859       390     3,224       117     2,230         0       477     6,819       149       166 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:     -188     1,499       -42         0        42       724         0        76       865       -30        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.8      59.5       1.6      12.9       0.5       8.9       0.0       1.9      27.3       0.6       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       11        17         .         .         .         .         0         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                      :
CFTC Code #11165L                                                    Open Interest is    29,718                :
: Positions                                                                                                    :
:   28,819     6,997         0    20,421         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:      815       115         0       715         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.0      23.5       0.0      68.7       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        12         0         6         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                               :
CFTC Code #26265D                                                    Open Interest is     9,594                :
: Positions                                                                                                    :
:    4,701     4,314     2,750       637     1,540       100         0         0         4     2,749       304 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:      300       100        56       100        -1         0         0         0         0       156         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.0      45.0      28.7       6.6      16.1       1.0       0.0       0.0       0.0      28.7       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       17        19         8         4         8         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #022A13                                                    Open Interest is    55,724                :
: Positions                                                                                                    :
:   45,591    25,178     5,184    27,845     2,342     1,330         0         0       625         0        75 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:      300       122        45       607       685        75         0       -25       325       -50       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      45.2       9.3      50.0       4.2       2.4       0.0       0.0       1.1       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       31        28         7         8         8         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #86465A                                                    Open Interest is    22,617                :
: Positions                                                                                                    :
:   18,699    17,911     3,366     4,271       435         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:      280       347       142        75      -228         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.7      79.2      14.9      18.9       1.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        13         8         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #86465C                                                    Open Interest is     9,160                :
: Positions                                                                                                    :
:    5,043     3,775     3,002       500     1,015         0       670         0       100     3,200         0 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:       50       125         0         0        50         0         0         0       100        25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      41.2      32.8       5.5      11.1       0.0       7.3       0.0       1.1      34.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       17        11         9         .         7         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #86565A                                                    Open Interest is     4,376                :
: Positions                                                                                                    :
:    1,604     3,473       423         6       487       165         0         0     1,470       385        25 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:        0       150         0         0         0         0         0         0       150         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.7      79.4       9.7       0.1      11.1       3.8       0.0       0.0      33.6       8.8       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         6         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #86565C                                                    Open Interest is    26,369                :
: Positions                                                                                                    :
:   13,485    14,943     4,894     3,918     3,293       258       947         0     1,406       187     3,003 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:      300       980      -576      -292       901         0      -600         0       340       -24        24 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.1      56.7      18.6      14.9      12.5       1.0       3.6       0.0       5.3       0.7      11.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       24        28        11         7        13         .         .         0         6         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             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     3,593                :
: Positions                                                                                                    :
:    2,996     1,124       264     1,268       212         0       650         0       100       197        21 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:      408         0      -136       272       136         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      31.3       7.3      35.3       5.9       0.0      18.1       0.0       2.8       5.5       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        6         6         .         6         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #86665A                                                    Open Interest is    10,622                :
: Positions                                                                                                    :
:    8,599     5,837       448     1,480       707       354     1,349       441        45       781         0 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:      332       324         0       -20        45        40        23        26         0        45         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      55.0       4.2      13.9       6.7       3.3      12.7       4.2       0.4       7.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       24        19         .         6         4         .         .         .         .         5         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                            :
CFTC Code #86765C                                                    Open Interest is    27,450                :
: Positions                                                                                                    :
:    9,638    14,295     3,639     8,229     1,911       101     1,220       267    11,056       384       323 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:        0       450       300      -450       450         0        30       267      -150       120         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.1      52.1      13.3      30.0       7.0       0.4       4.4       1.0      40.3       1.4       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       11        21         9         8         8         .         .         .         6         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #967654                                                    Open Interest is    32,336                :
: Positions                                                                                                    :
:   19,352    16,771       721     8,132     1,085     3,862         0        24     1,067       362       661 :
:                                                                                                              :
: Changes from:     March 20, 2012                                                                             :
:      598       577       317     1,507         0     1,065         0         0        83      -250       154 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.8      51.9       2.2      25.1       3.4      11.9       0.0       0.1       3.3       1.1       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        11         .         4         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
```

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Updated March 30, 2012