```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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    52,455                :
: Positions                                                                                                    :
:   38,054    44,944     6,853       671     6,242         0         0         0       486         0       347 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:    2,587     2,929       243        75       845         0         0      -400       121         0       195 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      85.7      13.1       1.3      11.9       0.0       0.0       0.0       0.9       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       25        32         8         4        12         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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    18,701                :
: Positions                                                                                                    :
:   15,862    15,665       504       828     2,168         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:    1,579     1,871        55      -237       287         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      83.8       2.7       4.4      11.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       14        24         4         4         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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    10,826                :
: Positions                                                                                                    :
:    5,963     6,051       870       317     2,700         0         0        90         0       532       159 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:       94        84        43        30       214         0         0       -27         0        73        24 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      55.9       8.0       2.9      24.9       0.0       0.0       0.8       0.0       4.9       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       21        26         8         5        13         0         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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     6,898                :
: Positions                                                                                                    :
:    3,387     4,794     1,195       475       635         0         0        25       771        38       167 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:       49       168        93       102       -42         0         0         0         8       -31       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.1      69.5      17.3       6.9       9.2       0.0       0.0       0.4      11.2       0.6       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       31        32         7         7        12         0         0         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #02165H                                                    Open Interest is     4,051                :
: Positions                                                                                                    :
:    2,615     2,128       615       617       344        85         0         0         0         0        62 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:       30        93         0       -15        15         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.6      52.5      15.2      15.2       8.5       2.1       0.0       0.0       0.0       0.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        16         .         5         6         .         0         0         0         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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     2,984                :
: Positions                                                                                                    :
:    1,491     1,374       199       325       482       105         0         0        19       512         6 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:        6        62        32        26        -2        30         0         0         4        20        -4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.0      46.0       6.7      10.9      16.2       3.5       0.0       0.0       0.6      17.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       13        14         5         .         7         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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     2,036                :
: Positions                                                                                                    :
:    1,403       906        41       695       127         0         0         0        13         0        13 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:       32        16       -13        11        12         0         0         0       -10        -5       -35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.9      44.5       2.0      34.1       6.2       0.0       0.0       0.0       0.6       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       13        10         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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     9,447                :
: Positions                                                                                                    :
:    8,461     8,523       598       596       202         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:      673       736        63         0       -63         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.6      90.2       6.3       6.3       2.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        11         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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    29,665                :
: Positions                                                                                                    :
:   23,233    24,080     3,153     1,608     3,004         0         0         0         0       938        35 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:      120       280       255      -100       100         0         0         0         0       195       -12 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      81.2      10.6       5.4      10.1       0.0       0.0       0.0       0.0       3.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       19        16         6         6         8         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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   303,896                :
: Positions                                                                                                    :
:   98,654   173,846    44,006    11,782    19,600    40,761     7,019    22,648     8,436    21,644    24,683 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:   -2,109      -112     2,075       264    -1,736      -913    -1,496     3,165      -239       -42    -6,146 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.5      57.2      14.5       3.9       6.4      13.4       2.3       7.5       2.8       7.1       8.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   160                     :
:       51        69        15         5        16        34        13        23        10        11        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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    44,277                :
: Positions                                                                                                    :
:   12,073     8,638     6,396     1,166    10,862         0         0         0         0     8,975    13,386 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:   -1,045      -331      -954      -189      -311         0         0         0         0    -1,363      -249 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.3      19.5      14.4       2.6      24.5       0.0       0.0       0.0       0.0      20.3      30.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        6         6         5         4         9         0         0         0         0         5         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1000 BARRELS)                                  :
CFTC Code #02265J                                                    Open Interest is    16,158                :
: Positions                                                                                                    :
:    9,428     9,694     3,583       253     2,670         0       100       150       259     3,241        50 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:      731       453       104        23     1,073         0       100         0         0       800       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.3      60.0      22.2       1.6      16.5       0.0       0.6       0.9       1.6      20.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       30        33         9         .         9         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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    10,203                :
: Positions                                                                                                    :
:    6,186     6,500     1,230     1,678     1,925       708         0         0        50        50        50 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:      250         0         0       158         0       138         0         0      -150        50        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.6      63.7      12.1      16.4      18.9       6.9       0.0       0.0       0.5       0.5       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       12        14         5         5         9         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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     3,620                :
: Positions                                                                                                    :
:    3,530     3,320        50       300         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.5      91.7       1.4       8.3       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        12         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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    10,608                :
: Positions                                                                                                    :
:    7,211     8,018         0       436       112       710         0       253       490       182     1,130 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:      251       335         0       206        -5        29         0         0       129       -30       -87 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.0      75.6       0.0       4.1       1.1       6.7       0.0       2.4       4.6       1.7      10.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       17        21         0         .         .         4         0         .         6         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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    13,071                :
: Positions                                                                                                    :
:   11,562    11,463       381       335       122        74         0        49       283       601       276 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:      626       504        12       -23         7        45         0       -32        11        94        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.5      87.7       2.9       2.6       0.9       0.6       0.0       0.4       2.2       4.6       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       34        35         .         .         .         .         0         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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     2,132                :
: Positions                                                                                                    :
:    1,176     1,353         0        54         0        99         0        29        32         0         0 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:       16       -64         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.2      63.5       0.0       2.5       0.0       4.6       0.0       1.4       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       16        16         0         .         0         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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     1,894                :
: Positions                                                                                                    :
:    1,231     1,128       310         0         6         0         0         0        25       432        46 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:      215       240       -10         0       -16         0         0         0       -24         3        22 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.0      59.6      16.4       0.0       0.3       0.0       0.0       0.0       1.3      22.8       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       20        19         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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   415,022                :
: Positions                                                                                                    :
:  137,107   122,270    29,108    78,502    78,658    40,328    15,454    15,569    14,949     8,524    78,515 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:    1,021       262    -1,114     1,510     1,552    -1,155     1,119    -2,225     1,004    -2,922     6,098 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.0      29.5       7.0      18.9      19.0       9.7       3.7       3.8       3.6       2.1      18.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   117                     :
:       35        32        10        17        24        18         6        12        17         9        28 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 2,320,615                :
: Positions                                                                                                    :
:  276,264   376,562   167,925   344,152   636,101   230,148    28,879   334,828   112,151    69,771   467,223 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:   21,854    22,083     2,496       689     3,817    -1,177     1,599    28,204      -987     1,396    21,060 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.9      16.2       7.2      14.8      27.4       9.9       1.2      14.4       4.8       3.0      20.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   361                     :
:       48        52        17        31        42        87        37        90        75        44       105 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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   208,646                :
: Positions                                                                                                    :
:   62,938    89,173    11,333    16,393    16,911       789    29,436    12,933    65,421     2,365    37,246 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:    6,809       451     2,236     1,334     1,504       608       584     1,770    -6,796       222     9,379 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.2      42.7       5.4       7.9       8.1       0.4      14.1       6.2      31.4       1.1      17.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       13        14         .         5         6         .         5         4         6         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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   198,113                :
: Positions                                                                                                    :
:   36,193    21,459    29,619    72,920    26,590         0       997        18    52,399     8,405     1,155 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:      -74        28      -460      -412       169         0         0         0     7,487       -90       135 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.3      10.8      15.0      36.8      13.4       0.0       0.5       0.0      26.4       4.2       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        4         5         5         7         9         0         .         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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    88,456                :
: Positions                                                                                                    :
:    6,373     7,197     7,349    19,132    40,600     8,880       757     9,048     3,981       402     7,718 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:      -22      -108      -138      -720      -460      -572        96       -33       -10      -185       -17 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.2       8.1       8.3      21.6      45.9      10.0       0.9      10.2       4.5       0.5       8.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:        4         4        10        10        18        10         4        10         5         .        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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   453,618                :
: Positions                                                                                                    :
:   58,289    50,087    44,915    77,107   235,924         0       717    16,885    27,017       529    57,976 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:   -2,768    -2,294    -1,601    -3,135   -12,762         0       578      -958      -358        88    -5,067 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.8      11.0       9.9      17.0      52.0       0.0       0.2       3.7       6.0       0.1      12.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:        6         6         9        17        26         0         .         .         9         .        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #06765G                                                    Open Interest is    20,190                :
: Positions                                                                                                    :
:   11,764    10,070     2,376     3,237     5,466         0         0        25         0       842       550 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:    1,482     1,374      -108         0     1,537         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.3      49.9      11.8      16.0      27.1       0.0       0.0       0.1       0.0       4.2       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       18        16         8         5         9         0         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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    73,759                :
: Positions                                                                                                    :
:    5,968     2,751    25,404    16,264    24,460     3,440     6,715     3,271     1,350     7,078     6,699 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:      545       495      -312       303     3,887       -23      -388     1,024         0         0     4,400 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.1       3.7      34.4      22.1      33.2       4.7       9.1       4.4       1.8       9.6       9.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:        5         .         8         9        15         .         .         4         .         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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    44,055                :
: Positions                                                                                                    :
:      200     2,551    12,467    12,243    15,969     5,070       897     7,084         0       750     1,400 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:        0       100      -240      -500     5,512      -124         0     5,653         0      -213       500 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      0.5       5.8      28.3      27.8      36.2      11.5       2.0      16.1       0.0       1.7       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        .         .         6         6        12         .         .         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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     8,460                :
: Positions                                                                                                    :
:    2,192     1,050     1,500     5,747     1,363     2,775         0       282       300         0         0 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:        0       300         0       230       -30         0      -181         0       300         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.9      12.4      17.7      67.9      16.1      32.8       0.0       3.3       3.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        6         5         .         7         4         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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    24,991                :
: Positions                                                                                                    :
:      901     1,918     1,486     2,054     6,680     2,304       417     3,702     3,557     2,964     3,210 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:      -81      -154      -207      -172       181      -275        -8      -410       563       515       323 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      3.6       7.7       5.9       8.2      26.7       9.2       1.7      14.8      14.2      11.9      12.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:        .         .         4         4         9         6         .         4         4         5         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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    13,262                :
: Positions                                                                                                    :
:      118       171     1,491     1,975     8,141     1,139     1,209       844       351       106       127 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:       -7        18       -91       -47      -552      -143      -166       -72       -37       -70       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      0.9       1.3      11.2      14.9      61.4       8.6       9.1       6.4       2.6       0.8       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:        .         .         6         7        12         5         4         5         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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    93,227                :
: Positions                                                                                                    :
:   10,440     9,620    16,212    17,114    43,227     1,999        14     5,682       975       288     6,537 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:      -19        -6    -1,089    -1,105    -1,200       362      -137       143    -1,088      -166       432 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.2      10.3      17.4      18.4      46.4       2.1       0.0       6.1       1.0       0.3       7.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        6         7         5        10        15         .         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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   339,777                :
: Positions                                                                                                    :
:  118,785   237,423    35,183    11,706    15,883    87,056     3,336    24,545    13,336    14,413    18,794 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:  -11,302    -4,938      -176    -1,266    -2,995     6,243      -440    -1,985      -197     1,705      -698 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.0      69.9      10.4       3.4       4.7      25.6       1.0       7.2       3.9       4.2       5.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   219                     :
:       61        75        15         5        15        82         8        33        18        11        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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    23,714                :
: Positions                                                                                                    :
:    8,564    13,375         0     3,591       211     3,151         0       477     6,596       690       111 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:      178       580         0         0         0        76         0      -126       -85       690       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.1      56.4       0.0      15.1       0.9      13.3       0.0       2.0      27.8       2.9       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        8        17         0         .         .         .         0         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE   (1000 U.S. Barrels)                            :
CFTC Code #111A11                                                    Open Interest is     9,013                :
: Positions                                                                                                    :
:    8,074     7,497         0       165       360         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:      733       458         0       150         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.6      83.2       0.0       1.8       4.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       15        14         0         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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     7,827                :
: Positions                                                                                                    :
:    4,071     4,098     1,766       505     1,334       100         0         0       296     1,636       204 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:      -50       -50       414        46         4       100         0         0         0       468         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.0      52.4      22.6       6.5      17.0       1.3       0.0       0.0       3.8      20.9       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       17        19         5         6         8         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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    53,359                :
: Positions                                                                                                    :
:   45,930    27,336     4,210    24,285     1,445       650         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:    3,646     3,157       145     1,096       546       275         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.1      51.2       7.9      45.5       2.7       1.2       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       31        27         7         7         7         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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    18,625                :
: Positions                                                                                                    :
:   13,370    13,662     4,136     4,056       757         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:    1,967     2,401       484        50       135         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      73.4      22.2      21.8       4.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        11         7         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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     8,275                :
: Positions                                                                                                    :
:    4,745     2,900     1,905       630       950       275         0       300        50     3,425        50 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:      525       175        50         0         0         0         0         0      -100       300         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.3      35.0      23.0       7.6      11.5       3.3       0.0       3.6       0.6      41.4       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       17         8         8         .         6         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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     3,648                :
: Positions                                                                                                    :
:    1,852     2,679       614       286       500       123         0         0       369       115        21 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:      130       180         0      -150         0         0         0         0        15       115        -3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.8      73.4      16.8       7.8      13.7       3.4       0.0       0.0      10.1       3.2       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         8         .         .         4         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #86565C                                                    Open Interest is    26,545                :
: Positions                                                                                                    :
:   16,691    14,466     6,036     4,208     1,840         0     3,707         0       724     1,018     1,197 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:      538       416       624       104       -34      -329         0         0      -224       -42       120 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.9      54.5      22.7      15.9       6.9       0.0      14.0       0.0       2.7       3.8       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       24        30         9         8        10         0         .         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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    13,276                :
: Positions                                                                                                    :
:   10,718     8,315       252     2,754       406     1,307       560       459         0       780         0 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:      773      -811        25        90       -45      -950        45         0      -185       339         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.7      62.6       1.9      20.7       3.1       9.8       4.2       3.5       0.0       5.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       22        22         .         6         .         .         .         .         0         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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    30,786                :
: Positions                                                                                                    :
:   14,031    14,936     3,541     9,077     2,229         0     2,391         0     9,969       693       596 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:      266       -95         0       -30      -105         0       111         0       -46       150         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.6      48.5      11.5      29.5       7.2       0.0       7.8       0.0      32.4       2.3       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       10        17         8         9         9         0         4         0         5         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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    26,896                :
: Positions                                                                                                    :
:   18,086    14,998       309     3,837       723     2,632         0        24       600         0     1,350 :
:                                                                                                              :
: Changes from:     January 24, 2012                                                                           :
:    2,205       -51        17       603      -348       368         0         0      -250         0       250 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      55.8       1.1      14.3       2.7       9.8       0.0       0.1       2.2       0.0       5.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        13         .         4         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
```

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Updated February 3, 2012