```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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    42,244                :
: Positions                                                                                                    :
:   31,964    37,642     5,206       254     3,598         0         0         0       533         0       565 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:     -493      -125       128        17        54         0         0         0       245         0        55 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.7      89.1      12.3       0.6       8.5       0.0       0.0       0.0       1.3       0.0       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       24        36        11         .        10         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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    27,004                :
: Positions                                                                                                    :
:   22,502    22,294       701     1,054     3,634         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:    1,536     1,536         0         0       150         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      82.6       2.6       3.9      13.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       15        26         4         4         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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    10,751                :
: Positions                                                                                                    :
:    5,556     5,985       976       299     2,840         0         0       164        67       263       190 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:      231       355        48       -10       171         0         0      -176        67         7         9 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.7      55.7       9.1       2.8      26.4       0.0       0.0       1.5       0.6       2.4       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       22        26         9         6        15         0         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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     7,112                :
: Positions                                                                                                    :
:    3,429     4,603     1,041       258     1,205         0         0       100       529       245       137 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:      179       271        45       -37        80         0         0         0        20        65        -3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.2      64.7      14.6       3.6      16.9       0.0       0.0       1.4       7.4       3.4       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       34        35        11         4        14         0         0         .         4         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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     2,704                :
: Positions                                                                                                    :
:      981     1,541       172       253       367        92         0         0        38        15       174 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:       30       247       -10        35       -20        39         0         0        38      -202       130 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.3      57.0       6.4       9.4      13.6       3.4       0.0       0.0       1.4       0.6       6.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        14         4         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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     2,561                :
: Positions                                                                                                    :
:    1,847       972       141     1,128        98         0         0         0       175         0        51 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:      122        33         6       143       -28         0         0         0        13         0        -1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.1      38.0       5.5      44.0       3.8       0.0       0.0       0.0       6.8       0.0       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         9         .         5         5         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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     9,973                :
: Positions                                                                                                    :
:    8,821     9,092       715       504       251         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:      220       220         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.4      91.2       7.2       5.1       2.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        13         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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     8,637                :
: Positions                                                                                                    :
:    4,049       771     2,083     5,162     2,115         0         0         0         0       176         0 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:     -174         0        25      -149        25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.9       8.9      24.1      59.8      24.5       0.0       0.0       0.0       0.0       2.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        6         .         4         9         8         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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    25,504                :
: Positions                                                                                                    :
:   20,766    18,565     2,093     2,656     2,433         0         0         0         0     1,638       212 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:      804      -151        70       -55       -20         0         0         0         0     1,080       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      72.8       8.2      10.4       9.5       0.0       0.0       0.0       0.0       6.4       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        15         8         4        10         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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   332,635                :
: Positions                                                                                                    :
:   88,119   177,225    46,320    12,344    23,006    57,038     9,764    19,143    11,983    28,834    34,883 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:   10,042     9,413       -84      -600     2,267       380        12       682      -670      -265     1,980 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.5      53.3      13.9       3.7       6.9      17.1       2.9       5.8       3.6       8.7      10.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   169                     :
:       54        64        14         6        16        40        14        26        14        10        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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    62,843                :
: Positions                                                                                                    :
:   16,219    12,843     7,211     1,591    16,183         0         0         0       128    10,319    20,494 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:     -229        45       273       -18      -675         0         0         0         3        29      -355 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.8      20.4      11.5       2.5      25.8       0.0       0.0       0.0       0.2      16.4      32.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        6         6         4         5         9         0         0         0         .         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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    15,128                :
: Positions                                                                                                    :
:   10,005     8,791     3,031       740     1,965         0       100        50         0     3,336        42 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:      834     1,084       114      -100       224         0         0      -100         0       -78        42 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.1      58.1      20.0       4.9      13.0       0.0       0.7       0.3       0.0      22.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       30        35         8         .         8         0         .         .         0         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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    10,583                :
: Positions                                                                                                    :
:    7,071     5,580       995     3,248     1,705       708         0         0        50        50         0 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:      600       300         0       300        25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.8      52.7       9.4      30.7      16.1       6.7       0.0       0.0       0.5       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       14        19         .         8         7         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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    14,133                :
: Positions                                                                                                    :
:    8,033    12,410       175     1,180         0         0         0         0     5,382         0       543 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.8      87.8       1.2       8.3       0.0       0.0       0.0       0.0      38.1       0.0       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7        12         .         .         0         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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 13, 2012                                                                             :
:      275       375        50       -50        50         0         0         0       -50         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 20, 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 13, 2012                                                                             :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: 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 20, 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    11,103                :
: Positions                                                                                                    :
:    6,865     8,452         0       234       259     1,528        68       219       441       201     1,203 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:     -427       165         0       -14        22       376         0       -93        13      -181        20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.8      76.1       0.0       2.1       2.3      13.8       0.6       2.0       4.0       1.8      10.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       18        21         0         .         .         7         .         .         4         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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    18,309                :
: Positions                                                                                                    :
:   16,791    16,490       178       533       329         0         0         0       255       325       343 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:    1,219     1,492         1       107        -8       -47         0       -54       170      -245       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.7      90.1       1.0       2.9       1.8       0.0       0.0       0.0       1.4       1.8       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       33        34         .         .         .         0         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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     2,376                :
: Positions                                                                                                    :
:    1,696     1,743         0         0         0       134         0       111         0         0         0 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:      204       226         0         0         0       -15         0       -21         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.4      73.4       0.0       0.0       0.0       5.6       0.0       4.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       18        19         0         0         0         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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     1,576                :
: Positions                                                                                                    :
:      925       645       161         0       131         0         0         0         8       279       144 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:       48       -40        25         0        35         0         0         0         8        26        97 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.7      40.9      10.2       0.0       8.3       0.0       0.0       0.0       0.5      17.7       9.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        13         4         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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   457,634                :
: Positions                                                                                                    :
:  148,063   137,297    48,593    75,890    77,419    39,696    16,302    19,934     6,821    16,366    93,988 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:   -9,068    -7,965     1,210    -1,859    -6,610     1,784     1,480    -1,909      -340     1,933     1,821 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.4      30.0      10.6      16.6      16.9       8.7       3.6       4.4       1.5       3.6      20.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   127                     :
:       36        32        11        17        24        14        10        14        14        17        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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 2,519,969                :
: Positions                                                                                                    :
:  342,102   427,736   134,975   404,261   655,582   273,731    25,904   360,842   146,805    76,087   498,933 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:    2,355    -1,383       332    -6,585   -15,820   -12,764    -2,183    -7,804      -478       923   -37,573 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.6      17.0       5.4      16.0      26.0      10.9       1.0      14.3       5.8       3.0      19.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   385                     :
:       49        54        14        31        40        96        39        99        76        53       115 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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   193,875                :
: Positions                                                                                                    :
:   49,288    91,601     6,280    13,243    19,014       385    18,118    17,442    73,516     4,550    26,675 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:   -4,335    -6,753    -2,081     1,152    -1,583       189    -4,418    -2,854    -5,269    -1,503    -6,565 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.4      47.2       3.2       6.8       9.8       0.2       9.3       9.0      37.9       2.3      13.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       14        17         .         5         6         .         4         4         5         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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   203,130                :
: Positions                                                                                                    :
:   36,357    18,736    35,130    82,390    24,200       133         0       854    57,798    12,672     1,885 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:    1,089       -63      -975       245       987       133      -287       322     5,918         6       172 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.9       9.2      17.3      40.6      11.9       0.1       0.0       0.4      28.5       6.2       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:        5         5         6         8        10         .         0         .         4         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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    96,422                :
: Positions                                                                                                    :
:    7,085     7,901     8,338    24,611    39,138    10,995        76    10,344     5,666       395    11,606 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:      -75      -107      -162       561    -1,191      -247       -29      -357       765       -65      -183 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.3       8.2       8.6      25.5      40.6      11.4       0.1      10.7       5.9       0.4      12.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:        5         5        10        10        17        13         .        10        10         .        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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   481,630                :
: Positions                                                                                                    :
:   59,890    50,968    52,280    91,240   242,870         0     2,537    19,221    36,767       204    57,226 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:     -886       -32       522    -2,141    -1,559         0       912      -475      -938        80    -1,175 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.4      10.6      10.9      18.9      50.4       0.0       0.5       4.0       7.6       0.0      11.9 :
:                                                                                                              :
: 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 20, 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    18,277                :
: Positions                                                                                                    :
:   11,355    10,257     3,584     4,488     2,069         0         0        90       969     1,163       200 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:      644       750       250         0         0         0         0        90       144       288         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.1      56.1      19.6      24.6      11.3       0.0       0.0       0.5       5.3       6.4       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       14        12         6         7         8         0         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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    78,862                :
: Positions                                                                                                    :
:    5,658     2,551    28,683    21,504    27,249     3,886     4,927        59     1,080     7,849     8,751 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:       -5         0     1,863     1,742    -3,820         8         0         0      -135         6       994 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.2       3.2      36.4      27.3      34.6       4.9       6.2       0.1       1.4      10.0      11.1 :
:                                                                                                              :
: 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 20, 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    37,292                :
: Positions                                                                                                    :
:    2,870     3,050    11,566    11,465    14,475     1,514       897       650     1,431     1,389     2,000 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:        0      -100      -797    -1,084      -788      -952         0      -150       356       -85      -356 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.7       8.2      31.0      30.7      38.8       4.1       2.4       1.7       3.8       3.7       5.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        .         .         6         6        12         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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     8,515                :
: Positions                                                                                                    :
:    1,757     2,075       900     4,647     1,748     3,416         0         0       600         0         0 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:     -300         0         0      -300       285      -300         0      -213       300         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.6      24.4      10.6      54.6      20.5      40.1       0.0       0.0       7.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        7         7         .         7         6         4         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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    27,222                :
: Positions                                                                                                    :
:    2,597       814     1,680     3,021     6,756     1,408     1,225     4,976     4,457     5,171     1,721 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:      370      -117       218      -102      -379       -93      -235       276      -455       853    -2,237 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.5       3.0       6.2      11.1      24.8       5.2       4.5      18.3      16.4      19.0       6.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:        .         .         4         5        10         .         5         6         6         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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    21,216                :
: Positions                                                                                                    :
:      140         0     1,126     5,599    11,177     3,684       679     2,010     1,836       810       221 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:      -10         0       702       740      -497      -727       -92      -775       781       -44        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      0.7       0.0       5.3      26.4      52.7      17.4       3.2       9.5       8.7       3.8       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:        .         0         6         8        13         7         5         6         6         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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   117,227                :
: Positions                                                                                                    :
:   11,261    11,877    15,267    18,236    58,122     3,992         0     6,487     2,321       354    10,288 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:     -222      -356    -1,319       352    -1,122     1,309         0      -700        93       101       350 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.6      10.1      13.0      15.6      49.6       3.4       0.0       5.5       2.0       0.3       8.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        5         5         5        10        15         .         0         .         6         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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   408,012                :
: Positions                                                                                                    :
:  154,613   273,597    32,632    15,794    22,570    89,682     2,987    29,377    16,293    13,891    33,826 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:    1,482    -3,510      -616       268     1,193    -7,105    -1,200       440       103    -1,692     6,250 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.9      67.1       8.0       3.9       5.5      22.0       0.7       7.2       4.0       3.4       8.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   240                     :
:       64        79        17         6        21        83         8        44        17        12        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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    23,203                :
: Positions                                                                                                    :
:   10,134    13,360       432     3,224        75     1,506         0       401     5,954       179       171 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:      103        -3         0         0         0         0         0         0        46         0        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.7      57.6       1.9      13.9       0.3       6.5       0.0       1.7      25.7       0.8       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       11        17         .         .         .         .         0         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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    28,913                :
: Positions                                                                                                    :
:   28,004     6,882         0    19,706         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:    1,710        30         0     1,435         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.9      23.8       0.0      68.2       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        11         0         6         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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     9,239                :
: Positions                                                                                                    :
:    4,401     4,214     2,694       537     1,541       100         0         0         4     2,593       304 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:       40        63       120       -23       -15         0         0         0       -42        78         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.6      45.6      29.2       5.8      16.7       1.1       0.0       0.0       0.0      28.1       3.3 :
:                                                                                                              :
: 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 20, 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    54,428                :
: Positions                                                                                                    :
:   45,291    25,056     5,139    27,238     1,657     1,255         0        25       300        50       100 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:     -527        24       -75      -376      -149       125         0        25       100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2      46.0       9.4      50.0       3.0       2.3       0.0       0.0       0.6       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       28        26         7         8         8         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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    22,423                :
: Positions                                                                                                    :
:   18,419    17,564     3,224     4,196       663         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:      800       485       -15       300       160         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.1      78.3      14.4      18.7       3.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        13         8         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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     8,960                :
: Positions                                                                                                    :
:    4,993     3,650     3,002       500       965         0       670         0         0     3,175         0 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:      150       150       100       100       -50         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.7      40.7      33.5       5.6      10.8       0.0       7.5       0.0       0.0      35.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       16        11         9         .         7         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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     4,226                :
: Positions                                                                                                    :
:    1,604     3,323       423         6       487       165         0         0     1,320       385        25 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:     -950      -225         0         0         0         0         0         0       725         0       -74 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.0      78.6      10.0       0.1      11.5       3.9       0.0       0.0      31.2       9.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         5         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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    25,380                :
: Positions                                                                                                    :
:   13,185    13,963     5,470     4,210     2,392       258     1,547         0     1,066       211     2,979 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:     -484       -57       427       474       121       108       -37       -50        60      -264        96 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.0      55.0      21.6      16.6       9.4       1.0       6.1       0.0       4.2       0.8      11.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       23        27        11         7        12         .         .         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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     3,185                :
: Positions                                                                                                    :
:    2,588     1,124       400       996        76         0       650         0       100       197        21 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:       95        95         0       120         0         0       -99         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      35.3      12.6      31.3       2.4       0.0      20.4       0.0       3.1       6.2       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        5         6         .         5         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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    10,179                :
: Positions                                                                                                    :
:    8,267     5,513       448     1,500       662       314     1,326       415        45       736         0 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:      814       737      -140         0         0        50         5       -50         0       -45         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      54.2       4.4      14.7       6.5       3.1      13.0       4.1       0.4       7.2       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 20, 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    26,487                :
: Positions                                                                                                    :
:    9,638    13,845     3,339     8,679     1,461       101     1,190         0    11,206       264       323 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:      473       294         0       405         0         0      -111         0        91         0        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.4      52.3      12.6      32.8       5.5       0.4       4.5       0.0      42.3       1.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       11        20         9         8         7         .         .         0         6         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 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    29,990                :
: Positions                                                                                                    :
:   18,754    16,194       404     6,625     1,085     2,797         0        24       984       612       507 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:    1,113       986       404       290       355        51         0         0         0       612         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.5      54.0       1.3      22.1       3.6       9.3       0.0       0.1       3.3       2.0       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        13         .         4         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
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Updated March 23, 2012