```
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    39,027:    25,574     35,168      7,968        155      2,482          0          0          0      1,495        150        970:      538       102
Old  :    39,027:    25,574     35,168      7,968        155      2,482          0          0          0      1,495        150        970:      538       102
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :     1,894:       952      1,534        544          0        390          0          0          0        127        100       -120:        1       -10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.5       90.1       20.4        0.4        6.4        0.0        0.0        0.0        3.8        0.4        2.5:      1.4       0.3
Old  :     100.0:      65.5       90.1       20.4        0.4        6.4        0.0        0.0        0.0        3.8        0.4        2.5:      1.4       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        24         33         12          .         10          0          0          0          .          .          .:
Old  :        55:        24         33         12          .         10          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       41.4       68.7       60.9       26.5       23.4       39.1       35.0
Old  :                 44.7       41.4       68.7       60.9       26.5       23.4       39.1       35.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-02165B
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    19,109:    15,436     14,346        932      2,210      2,489          0          0          0          0          0          0:      252        64
Old  :    19,109:    15,436     14,346        932      2,210      2,489          0          0          0          0          0          0:      252        64
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :      -200:      -275        -63         60       -137          0          0          0          0          0          0          0:       15         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.8       75.1        4.9       11.6       13.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.3       0.3
Old  :     100.0:      80.8       75.1        4.9       11.6       13.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.3       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        18         24          4          5          6          0          0          0          0          0          0:
Old  :        36:        18         24          4          5          6          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.9       55.0       77.1       74.0       47.7       40.8       56.4       53.6
Old  :                 62.9       55.0       77.1       74.0       47.7       40.8       56.4       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-02165C
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     3,122:     1,860      1,849        414        308        288          0          0          0          0          0          0:      560       677
Old  :     3,122:     1,860      1,849        414        308        288          0          0          0          0          0          0:      560       677
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :        16:        20          0         10         15         -5          0          0          0          0          0          0:       -9         6
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.6       59.2       13.3        9.9        9.2        0.0        0.0        0.0        0.0        0.0        0.0:     17.9      21.7
Old  :     100.0:      59.6       59.2       13.3        9.9        9.2        0.0        0.0        0.0        0.0        0.0        0.0:     17.9      21.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        14         14          .          .          5          0          0          0          0          0          0:
Old  :        20:        14         14          .          .          5          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       40.2       64.8       58.6       22.2       20.9       29.5       27.5
Old  :                 43.4       40.2       64.8       58.6       22.2       20.9       29.5       27.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165E
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    13,814:     8,098      8,451        977        635      2,318          0          0          0        154        172        529:    1,738     1,709
Old  :    13,814:     8,098      8,451        977        635      2,318          0          0          0        154        172        529:    1,738     1,709
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :       596:       390        435          3        -17         22        -21          0        -49         12        -20        172:       67        53
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.6       61.2        7.1        4.6       16.8        0.0        0.0        0.0        1.1        1.2        3.8:     12.6      12.4
Old  :     100.0:      58.6       61.2        7.1        4.6       16.8        0.0        0.0        0.0        1.1        1.2        3.8:     12.6      12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        47:        27         29          5          9         14          0          0          0          .          .          .:
Old  :        47:        27         29          5          9         14          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       27.0       44.2       42.9       14.6        9.4       19.9       14.8
Old  :                 26.3       27.0       44.2       42.9       14.6        9.4       19.9       14.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-02165G
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     7,753:     4,243      5,379        919        341      1,135          0          0          0        296         49        327:      833       522
Old  :     7,753:     4,243      5,379        919        341      1,135          0          0          0        296         49        327:      833       522
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :       641:       437        650        141        -13         62          0          0          0         22         -5          5:      -26       -58
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.7       69.4       11.9        4.4       14.6        0.0        0.0        0.0        3.8        0.6        4.2:     10.7       6.7
Old  :     100.0:      54.7       69.4       11.9        4.4       14.6        0.0        0.0        0.0        3.8        0.6        4.2:     10.7       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        58:        34         39          9          .         11          0          0          0          4          .          4:
Old  :        58:        34         39          9          .         11          0          0          0          4          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       21.9       40.7       37.3       15.7       16.5       23.0       25.5
Old  :                 26.8       21.9       40.7       37.3       15.7       16.5       23.0       25.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165H
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     4,589:     3,136      3,077        521        202        400          0          0          0          0          0          0:      532       910
Old  :     4,589:     3,136      3,077        521        202        400          0          0          0          0          0          0:      532       910
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.3       67.1       11.4        4.4        8.7        0.0        0.0        0.0        0.0        0.0        0.0:     11.6      19.8
Old  :     100.0:      68.3       67.1       11.4        4.4        8.7        0.0        0.0        0.0        0.0        0.0        0.0:     11.6      19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12         13          4          .          5          0          0          0          0          0          0:
Old  :        20:        12         13          4          .          5          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.8       39.7       68.7       59.4       29.7       18.8       35.8       27.5
Old  :                 43.8       39.7       68.7       59.4       29.7       18.8       35.8       27.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-02165I
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     3,712:     1,650      2,289        170        375        387        222          0          0        367          0        238:      678       423
Old  :     3,712:     1,650      2,289        170        375        387        222          0          0        367          0        238:      678       423
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :       173:       146        404        -90        -64         -7          0          0          0         91          0        -71:      104       -89
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      44.5       61.7        4.6       10.1       10.4        6.0        0.0        0.0        9.9        0.0        6.4:     18.3      11.4
Old  :     100.0:      44.5       61.7        4.6       10.1       10.4        6.0        0.0        0.0        9.9        0.0        6.4:     18.3      11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        12         18          .          4          5          .          0          0          .          0          .:
Old  :        28:        12         18          .          4          5          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       35.8       60.0       59.9       27.3       24.2       40.1       38.2
Old  :                 40.6       35.8       60.0       59.9       27.3       24.2       40.1       38.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165J
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     1,905:     1,198        927         95        196        147          0          0          0          0        120         29:      436       486
Old  :     1,905:     1,198        927         95        196        147          0          0          0          0        120         29:      436       486
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :       125:       139         45          0         65         10          0          0          0          0        -20         20:      -44         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.9       48.7        5.0       10.3        7.7        0.0        0.0        0.0        0.0        6.3        1.5:     22.9      25.5
Old  :     100.0:      62.9       48.7        5.0       10.3        7.7        0.0        0.0        0.0        0.0        6.3        1.5:     22.9      25.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        12          9          .          .          4          0          0          0          0          .          .:
Old  :        22:        12          9          .          .          4          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.7       42.5       58.4       57.1       21.3       22.8       34.9       32.7
Old  :                 39.7       42.5       58.4       57.1       21.3       22.8       34.9       32.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-02165K
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     2,211:     1,414        804         71        990        122          0          0          0         45          0         13:      546       282
Old  :     2,211:     1,414        804         71        990        122          0          0          0         45          0         13:      546       282
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :       208:        35        102         17         72        -11          0          0          0         45          0         13:      109        32
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.0       36.4        3.2       44.8        5.5        0.0        0.0        0.0        2.0        0.0        0.6:     24.7      12.8
Old  :     100.0:      64.0       36.4        3.2       44.8        5.5        0.0        0.0        0.0        2.0        0.0        0.6:     24.7      12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         9         11          .          5          6          0          0          0          .          0          .:
Old  :        22:         9         11          .          5          6          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.8       47.1       66.6       67.0       53.5       45.9       57.6       62.8
Old  :                 56.8       47.1       66.6       67.0       53.5       45.9       57.6       62.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-02165T
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 GALLONS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    11,023:     8,677      9,356      1,496        928        709          0          0          0          0          0          0:      141        30
Old  :    11,023:     8,677      9,356      1,496        928        709          0          0          0          0          0          0:      141        30
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :       739:       454        814        285        -75          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.7       84.9       13.6        8.4        6.4        0.0        0.0        0.0        0.0        0.0        0.0:      1.3       0.3
Old  :     100.0:      78.7       84.9       13.6        8.4        6.4        0.0        0.0        0.0        0.0        0.0        0.0:      1.3       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        16         12          5          5          5          0          0          0          0          0          0:
Old  :        30:        16         12          5          5          5          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       59.9       79.6       82.6       49.5       54.7       63.7       67.0
Old  :                 56.1       59.9       79.6       82.6       49.5       54.7       63.7       67.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-021A17
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 100 METRIC TONS)                                                                                          :
     :          :    Positions                                                                                                           :
All  :     6,485:     3,567        722      1,064      3,661      1,587          0          0          0          0        339          0:      267       176
Old  :     6,485:     3,567        722      1,064      3,661      1,587          0          0          0          0        339          0:      267       176
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :       423:       150          0        255        348          3          0          0          0          0          0          0:       15        72
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.0       11.1       16.4       56.5       24.5        0.0        0.0        0.0        0.0        5.2        0.0:      4.1       2.7
Old  :     100.0:      55.0       11.1       16.4       56.5       24.5        0.0        0.0        0.0        0.0        5.2        0.0:      4.1       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         6          4          5         10         12          0          0          0          0          .          0:
Old  :        23:         6          4          5         10         12          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       48.9       75.8       73.0       47.2       36.9       58.2       55.6
Old  :                 57.7       48.9       75.8       73.0       47.2       36.9       58.2       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-021A28
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    20,355:    15,699     13,802      2,792      1,875      1,406          0          0          0          0      2,954        318:      140         0
Old  :    20,355:    15,699     13,802      2,792      1,875      1,406          0          0          0          0      2,954        318:      140         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :       286:        77        189        214       -100         -5          0          0          0          0        202          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.1       67.8       13.7        9.2        6.9        0.0        0.0        0.0        0.0       14.5        1.6:      0.7       0.0
Old  :     100.0:      77.1       67.8       13.7        9.2        6.9        0.0        0.0        0.0        0.0       14.5        1.6:      0.7       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        18         13          5          5          8          0          0          0          0          .          .:
Old  :        32:        18         13          5          5          8          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.4       57.6       62.5       79.4       33.4       40.4       48.4       55.9
Old  :                 38.4       57.6       62.5       79.4       33.4       40.4       48.4       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :   354,062:   121,701    172,764     55,106     10,702     21,875     22,795     23,882     26,178     17,524     10,456     50,967:   37,915    37,237
Old  :   354,062:   121,701    172,764     55,106     10,702     21,875     22,795     23,882     26,178     17,524     10,456     50,967:   37,915    37,237
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :       945:    -4,411      3,469     -1,749       -449       -347     -1,733        466     -3,821      2,738     -5,195      7,560:    2,708      -739
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.4       48.8       15.6        3.0        6.2        6.4        6.7        7.4        4.9        3.0       14.4:     10.7      10.5
Old  :     100.0:      34.4       48.8       15.6        3.0        6.2        6.4        6.7        7.4        4.9        3.0       14.4:     10.7      10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       166:        54         63         14          4         14         23         30         24         17          5         19:
Old  :       166:        54         63         14          4         14         23         30         24         17          5         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.0       17.5       26.9       29.3        8.7        7.9       14.4       13.4
Old  :                 15.0       17.5       26.9       29.3        8.7        7.9       14.4       13.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                  Code-02265J
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1000 BARRELS)                                                                                             :
     :          :    Positions                                                                                                           :
All  :    12,966:     8,193      7,886      2,029        284      2,116          0          0          0        200      2,330        250:      178       100
Old  :    12,966:     8,193      7,886      2,029        284      2,116          0          0          0        200      2,330        250:      178       100
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :       657:       618        878        205         29       -100          0          0          0        100          0       -150:      -16         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.2       60.8       15.6        2.2       16.3        0.0        0.0        0.0        1.5       18.0        1.9:      1.4       0.8
Old  :     100.0:      63.2       60.8       15.6        2.2       16.3        0.0        0.0        0.0        1.5       18.0        1.9:      1.4       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        56:        23         35          5          4          8          0          0          0          .          .          .:
Old  :        56:        23         35          5          4          8          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       33.6       53.6       51.8       26.5       29.8       39.3       41.7
Old  :                 31.2       33.6       53.6       51.8       26.5       29.8       39.3       41.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-02265T
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    17,744:    11,490     10,118      2,095      3,048      2,998        403          0          0        740      1,550          0:       18        30
Old  :    17,744:    11,490     10,118      2,095      3,048      2,998        403          0          0        740      1,550          0:       18        30
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :     1,405:     1,005        930       -375       -150        625          0          0          0        150          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.8       57.0       11.8       17.2       16.9        2.3        0.0        0.0        4.2        8.7        0.0:      0.1       0.2
Old  :     100.0:      64.8       57.0       11.8       17.2       16.9        2.3        0.0        0.0        4.2        8.7        0.0:      0.1       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        16         20          5          8         10          .          0          0          .          .          0:
Old  :        45:        16         20          5          8         10          .          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       39.1       72.2       60.7       40.9       27.0       48.7       41.9
Old  :                 53.8       39.1       72.2       60.7       40.9       27.0       48.7       41.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-022A05
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    10,574:     6,603      1,201        407      6,699      2,430          0          0          0          0          0          0:    1,134       244
Old  :    10,574:     6,603      1,201        407      6,699      2,430          0          0          0          0          0          0:    1,134       244
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :       557:        43         13          0        396        117          0          0          0          0          0          0:      397        31
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.4       11.4        3.8       63.4       23.0        0.0        0.0        0.0        0.0        0.0        0.0:     10.7       2.3
Old  :     100.0:      62.4       11.4        3.8       63.4       23.0        0.0        0.0        0.0        0.0        0.0        0.0:     10.7       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         9          .          .          9          8          0          0          0          0          0          0:
Old  :        20:         9          .          .          9          8          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.7       69.2       68.6       86.6       44.8       54.2       55.1       62.9
Old  :                 49.7       69.2       68.6       86.6       44.8       54.2       55.1       62.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                                                             Code-025601
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 29,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :    11,296:     7,827      9,236          0        300        249        258         98        107      1,550         61        908:      397       337
Old  :    11,296:     7,827      9,236          0        300        249        258         98        107      1,550         61        908:      397       337
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :    -1,421:       121     -1,783       -117        300        -65       -157         38        -20     -1,344         -7         58:      103        58
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.3       81.8        0.0        2.7        2.2        2.3        0.9        0.9       13.7        0.5        8.0:      3.5       3.0
Old  :     100.0:      69.3       81.8        0.0        2.7        2.2        2.3        0.9        0.9       13.7        0.5        8.0:      3.5       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        23         24          0          .          .          .          .          .          5          .          4:
Old  :        40:        23         24          0          .          .          .          .          .          5          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.0       53.8       65.7       70.9       17.1       20.8       26.8       28.7
Old  :                 46.0       53.8       65.7       70.9       17.1       20.8       26.8       28.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-025651
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :    24,838:    22,708     20,731        623        941        659          0         47          0        167      1,732        357:      324       371
Old  :    24,838:    22,708     20,731        623        941        659          0         47          0        167      1,732        357:      324       371
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :       583:       443       -445       -127        811        156          0          0          0         10        -95        154:      -53         2
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.4       83.5        2.5        3.8        2.7        0.0        0.2        0.0        0.7        7.0        1.4:      1.3       1.5
Old  :     100.0:      91.4       83.5        2.5        3.8        2.7        0.0        0.2        0.0        0.7        7.0        1.4:      1.3       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        56:        33         40          .          .          .          0          .          0          .          4          4:
Old  :        56:        33         40          .          .          .          0          .          0          .          4          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.0       37.8       70.7       57.8       37.9       24.8       46.1       37.7
Old  :                 50.0       37.8       70.7       57.8       37.9       24.8       46.1       37.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-03265A
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     2,095:     1,504      1,208          0          0          0          0         58         60        112         34          2:      417       733
Old  :     2,095:     1,504      1,208          0          0          0          0         58         60        112         34          2:      417       733
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :       -92:       -39        -84          0          0          0          0         45        -92         21         34          2:       16         3
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.8       57.7        0.0        0.0        0.0        0.0        2.8        2.9        5.3        1.6        0.1:     19.9      35.0
Old  :     100.0:      71.8       57.7        0.0        0.0        0.0        0.0        2.8        2.9        5.3        1.6        0.1:     19.9      35.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        20         19          0          0          0          0          .          .          .          .          .:
Old  :        23:        20         19          0          0          0          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       22.8       51.6       38.1       22.9       12.7       35.0       20.1
Old  :                 32.3       22.8       51.6       38.1       22.9       12.7       35.0       20.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-03265C
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     1,391:       997        908          0         28         52          0          0          0         69         80         15:      258       308
Old  :     1,391:       997        908          0         28         52          0          0          0         69         80         15:      258       308
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :        99:        74         24          0          1          0          0          0          0         16          5         15:       -6        54
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.7       65.3        0.0        2.0        3.7        0.0        0.0        0.0        5.0        5.8        1.1:     18.5      22.1
Old  :     100.0:      71.7       65.3        0.0        2.0        3.7        0.0        0.0        0.0        5.0        5.8        1.1:     18.5      22.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        18         14          0          .          .          0          0          0          .          .          .:
Old  :        23:        18         14          0          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       34.1       55.5       55.6       31.4       30.0       42.6       43.6
Old  :                 36.4       34.1       55.5       55.6       31.4       30.0       42.6       43.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                                                                      Code-067411
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   545,926:   159,355    147,690     73,375    117,599     89,365     22,326     16,586     32,665     28,278      7,289    118,946:   21,615    15,785
Old  :   545,926:   159,355    147,690     73,375    117,599     89,365     22,326     16,586     32,665     28,278      7,289    118,946:   21,615    15,785
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :     6,664:    -9,512     -2,012     -4,882       -134     12,094         15       -503      1,857      5,988     -3,755         25:    1,080      -909
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.2       27.1       13.4       21.5       16.4        4.1        3.0        6.0        5.2        1.3       21.8:      4.0       2.9
Old  :     100.0:      29.2       27.1       13.4       21.5       16.4        4.1        3.0        6.0        5.2        1.3       21.8:      4.0       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       130:        39         35         11         19         28         14         10         16         17         14         33:
Old  :       130:        39         35         11         19         28         14         10         16         17         14         33:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       26.7       37.4       41.3       13.5       15.2       18.1       20.7
Old  :                 24.3       26.7       37.4       41.3       13.5       15.2       18.1       20.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  : 2,488,357:   303,603    368,795    173,150    321,899    688,580    182,187     51,679    331,572    141,283     70,788    569,665:   98,317    85,378
Old  : 2,488,357:   303,603    368,795    173,150    321,899    688,580    182,187     51,679    331,572    141,283     70,788    569,665:   98,317    85,378
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :    45,557:    -3,807      3,248      4,628    -11,368     26,959     -2,290        251     11,683     -9,842     -2,677     17,832:      395      -371
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.2       14.8        7.0       12.9       27.7        7.3        2.1       13.3        5.7        2.8       22.9:      4.0       3.4
Old  :     100.0:      12.2       14.8        7.0       12.9       27.7        7.3        2.1       13.3        5.7        2.8       22.9:      4.0       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       381:        49         51         17         32         47         74         51         92         79         58        124:
Old  :       381:        49         51         17         32         47         74         51         92         79         58        124:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       13.7       26.1       25.1        8.5        6.5       12.1        9.9
Old  :                 17.6       13.7       26.1       25.1        8.5        6.5       12.1        9.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-067657
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   265,105:    82,451    118,797      5,380     22,074     27,885      1,581     24,918     32,441     85,340      6,423     29,051:      975     3,516
Old  :   265,105:    82,451    118,797      5,380     22,074     27,885      1,581     24,918     32,441     85,340      6,423     29,051:      975     3,516
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :    26,321:    13,987      7,824       -439        303      4,563     -1,856      3,970      5,019        662       -273      4,312:       73       603
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.1       44.8        2.0        8.3       10.5        0.6        9.4       12.2       32.2        2.4       11.0:      0.4       1.3
Old  :     100.0:      31.1       44.8        2.0        8.3       10.5        0.6        9.4       12.2       32.2        2.4       11.0:      0.4       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        16         17          .          5          7          .          5          .          5          4          9:
Old  :        41:        16         17          .          5          7          .          5          .          5          4          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.2       40.7       77.9       70.0       41.3       29.5       46.4       41.1
Old  :                 58.2       40.7       77.9       70.0       41.3       29.5       46.4       41.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06765A
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   198,776:    31,969     17,359     40,337     86,854     22,065      8,205          0         96     54,734     14,756      1,326:   40,044    56,320
Old  :   198,776:    31,969     17,359     40,337     86,854     22,065      8,205          0         96     54,734     14,756      1,326:   40,044    56,320
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :     2,144:       991      5,290        156       -294        138          0          0          0        576        297       -132:      415    -3,155
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.1        8.7       20.3       43.7       11.1        4.1        0.0        0.0       27.5        7.4        0.7:     20.1      28.3
Old  :     100.0:      16.1        8.7       20.3       43.7       11.1        4.1        0.0        0.0       27.5        7.4        0.7:     20.1      28.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:         5          5          7          8         11          .          0          .          4          4          4:
Old  :        31:         5          5          7          8         11          .          0          .          4          4          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       36.1       61.1       49.8       43.3       35.0       56.7       45.9
Old  :                 43.5       36.1       61.1       49.8       43.3       35.0       56.7       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06765B
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    68,749:     5,128      6,433      3,604     12,180     31,780      7,769      1,788      7,162      3,642        311      6,163:    3,501     2,931
Old  :    68,749:     5,128      6,433      3,604     12,180     31,780      7,769      1,788      7,162      3,642        311      6,163:    3,501     2,931
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :     1,702:        61        181        162       -386        981       -129        108         53        -61        115        217:      419       434
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.5        9.4        5.2       17.7       46.2       11.3        2.6       10.4        5.3        0.5        9.0:      5.1       4.3
Old  :     100.0:       7.5        9.4        5.2       17.7       46.2       11.3        2.6       10.4        5.3        0.5        9.0:      5.1       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:         6          6          8         10         15         12          .          9          7          .          8:
Old  :        49:         6          6          8         10         15         12          .          9          7          .          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.1       42.6       57.6       68.6       14.6       14.9       18.2       20.7
Old  :                 40.1       42.6       57.6       68.6       14.6       14.9       18.2       20.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06765C
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   394,781:    48,007     39,510     48,463     84,657    186,858        877      1,623     14,814     34,453        899     51,762:    9,548    14,659
Old  :   394,781:    48,007     39,510     48,463     84,657    186,858        877      1,623     14,814     34,453        899     51,762:    9,548    14,659
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :     3,727:       587       -213        307      2,562        609         46        101         71      1,382       -131        495:      230       234
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.2       10.0       12.3       21.4       47.3        0.2        0.4        3.8        8.7        0.2       13.1:      2.4       3.7
Old  :     100.0:      12.2       10.0       12.3       21.4       47.3        0.2        0.4        3.8        8.7        0.2       13.1:      2.4       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:         5          5          8         18         26          .          .          .         11          .         12:
Old  :        45:         5          5          8         18         26          .          .          .         11          .         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       24.2       48.5       41.0       10.9        8.9       16.6       14.9
Old  :                 29.5       24.2       48.5       41.0       10.9        8.9       16.6       14.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06765G
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    16,179:     6,807      9,492      4,076      1,854      3,091          0          0          0      1,068        605      1,120:       17        17
Old  :    16,179:     6,807      9,492      4,076      1,854      3,091          0          0          0      1,068        605      1,120:       17        17
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :       350:       100        150          0        -50        150          0          0          0          0          0        100:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.1       58.7       25.2       11.5       19.1        0.0        0.0        0.0        6.6        3.7        6.9:      0.1       0.1
Old  :     100.0:      42.1       58.7       25.2       11.5       19.1        0.0        0.0        0.0        6.6        3.7        6.9:      0.1       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        12         12          5          7          7          0          0          0          .          4          .:
Old  :        35:        12         12          5          7          7          0          0          0          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.1       53.2       75.6       70.4       40.2       40.9       53.2       49.0
Old  :                 49.1       53.2       75.6       70.4       40.2       40.9       53.2       49.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-06765I
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    84,425:     2,443      3,246     27,343     19,452     43,431      3,889      2,027        465        860      8,003      3,054:    2,940     4,747
Old  :    84,425:     2,443      3,246     27,343     19,452     43,431      3,889      2,027        465        860      8,003      3,054:    2,940     4,747
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :     1,374:         0          0        636          0      1,452       -116        500       -397          0       -219        -82:     -119       120
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       2.9        3.8       32.4       23.0       51.4        4.6        2.4        0.6        1.0        9.5        3.6:      3.5       5.6
Old  :     100.0:       2.9        3.8       32.4       23.0       51.4        4.6        2.4        0.6        1.0        9.5        3.6:      3.5       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:         4          .         10          7         15          .          .          .          .          .          5:
Old  :        33:         4          .         10          7         15          .          .          .          .          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       41.4       73.2       64.1       28.9       24.0       35.5       31.7
Old  :                 51.5       41.4       73.2       64.1       28.9       24.0       35.5       31.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                                                                   Code-06765J
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    36,042:     2,370      2,650      9,364     10,875     16,521      1,814      1,097        284      1,061        751      1,400:    3,228     2,464
Old  :    36,042:     2,370      2,650      9,364     10,875     16,521      1,814      1,097        284      1,061        751      1,400:    3,228     2,464
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :     1,404:         0          0         65        670      1,612        397          0         88          0          0       -950:      192       -16
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.6        7.4       26.0       30.2       45.8        5.0        3.0        0.8        2.9        2.1        3.9:      9.0       6.8
Old  :     100.0:       6.6        7.4       26.0       30.2       45.8        5.0        3.0        0.8        2.9        2.1        3.9:      9.0       6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         .          .          6          5         11          .          .          .          .          .          .:
Old  :        22:         .          .          6          5         11          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       50.9       67.1       73.0       28.0       29.5       36.2       39.2
Old  :                 47.3       50.9       67.1       73.0       28.0       29.5       36.2       39.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                  Code-06765O
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     5,290:     1,645      1,475        605      2,931        830      1,908          0          0        250          0          0:       52        54
Old  :     5,290:     1,645      1,475        605      2,931        830      1,908          0          0        250          0          0:       52        54
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :         0:       150          0          0        -45         45       -150          0          0          0          0          0:      -45         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.1       27.9       11.4       55.4       15.7       36.1        0.0        0.0        4.7        0.0        0.0:      1.0       1.0
Old  :     100.0:      31.1       27.9       11.4       55.4       15.7       36.1        0.0        0.0        4.7        0.0        0.0:      1.0       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:         8          6          .          7          6          .          0          0          .          0          0:
Old  :        24:         8          6          .          7          6          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.3       55.0       73.0       80.7       47.9       49.1       62.2       71.3
Old  :                 54.3       55.0       73.0       80.7       47.9       49.1       62.2       71.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-06765T
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    36,349:     2,914        775      3,069      3,243     12,285        926      1,482      5,495      4,263      4,980      4,321:    3,075     3,768
Old  :    36,349:     2,914        775      3,069      3,243     12,285        926      1,482      5,495      4,263      4,980      4,321:    3,075     3,768
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :       147:      -651        222       -226        342        110         78         80        233        324       -647        547:     -268      -740
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.0        2.1        8.4        8.9       33.8        2.5        4.1       15.1       11.7       13.7       11.9:      8.5      10.4
Old  :     100.0:       8.0        2.1        8.4        8.9       33.8        2.5        4.1       15.1       11.7       13.7       11.9:      8.5      10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:         .          .          4          5          9          .          5          7          4          6          7:
Old  :        29:         .          .          4          5          9          .          5          7          4          6          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.5       43.0       59.6       64.7       21.2       18.6       27.1       23.4
Old  :                 39.5       43.0       59.6       64.7       21.2       18.6       27.1       23.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-06765X
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    16,356:        20         73      1,438      3,967      9,207      2,504      1,223        590      1,538        107        390:      667       798
Old  :    16,356:        20         73      1,438      3,967      9,207      2,504      1,223        590      1,538        107        390:      667       798
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :    -3,867:         2          1     -1,611        973     -2,306         52         77        -47         -4     -2,449        -17:       64       -99
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       0.1        0.4        8.8       24.3       56.3       15.3        7.5        3.6        9.4        0.7        2.4:      4.1       4.9
Old  :     100.0:       0.1        0.4        8.8       24.3       56.3       15.3        7.5        3.6        9.4        0.7        2.4:      4.1       4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:         .          .          4         10         14          5          4          4          5          .          4:
Old  :        31:         .          .          4         10         14          5          4          4          5          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.2       49.9       60.8       68.9       17.7       20.4       29.5       27.5
Old  :                 41.2       49.9       60.8       68.9       17.7       20.4       29.5       27.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-06765Y
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   113,509:    14,403     12,644     11,638     16,929     56,148      4,272          0      6,912      2,102      2,625      9,294:    8,740     8,958
Old  :   113,509:    14,403     12,644     11,638     16,929     56,148      4,272          0      6,912      2,102      2,625      9,294:    8,740     8,958
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :     5,382:       632      1,556        415       -408      2,938        342          0         49        405        158        285:      315       804
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.7       11.1       10.3       14.9       49.5        3.8        0.0        6.1        1.9        2.3        8.2:      7.7       7.9
Old  :     100.0:      12.7       11.1       10.3       14.9       49.5        3.8        0.0        6.1        1.9        2.3        8.2:      7.7       7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:         5          5          6         10         16          .          0          .          .          4          7:
Old  :        29:         5          5          6         10         16          .          0          .          .          4          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       31.5       55.4       54.8       13.1       11.9       17.3       16.3
Old  :                 34.8       31.5       55.4       54.8       13.1       11.9       17.3       16.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-111659
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :   323,135:   103,793    194,542     33,105      8,152     27,983     60,526      6,633     23,679     18,479      8,983     34,895:   20,674    18,268
Old  :   323,135:   103,793    194,542     33,105      8,152     27,983     60,526      6,633     23,679     18,479      8,983     34,895:   20,674    18,268
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :     8,621:    17,809     10,460       -778       -165        393     -7,148      1,261     -2,731      1,357         97     -1,194:      914       501
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.1       60.2       10.2        2.5        8.7       18.7        2.1        7.3        5.7        2.8       10.8:      6.4       5.7
Old  :     100.0:      32.1       60.2       10.2        2.5        8.7       18.7        2.1        7.3        5.7        2.8       10.8:      6.4       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       194:        59         73         16          5         17         51         14         29         14          9         21:
Old  :       194:        59         73         16          5         17         51         14         29         14          9         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       17.4       26.0       29.4       10.5        9.6       16.8       16.0
Old  :                 15.4       17.4       26.0       29.4       10.5        9.6       16.8       16.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                Code-11165K
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :    19,952:     5,102     13,111      1,288      1,218         30      3,468          0          0      3,796          0         67:    6,201     5,526
Old  :    19,952:     5,102     13,111      1,288      1,218         30      3,468          0          0      3,796          0         67:    6,201     5,526
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :     1,760:       544      1,926        285          0          0        692          0        -58        486          0          0:     -189      -108
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.6       65.7        6.5        6.1        0.2       17.4        0.0        0.0       19.0        0.0        0.3:     31.1      27.7
Old  :     100.0:      25.6       65.7        6.5        6.1        0.2       17.4        0.0        0.0       19.0        0.0        0.3:     31.1      27.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:         8         19          .          .          .          .          0          0          .          0          .:
Old  :        26:         8         19          .          .          .          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       33.6       59.3       55.1       44.5       33.6       56.9       55.0
Old  :                 45.6       33.6       59.3       55.1       44.5       33.6       56.9       55.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-111A41
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    19,462:    13,302      7,045          0      1,730      1,255          0        475          0          0      3,362      2,610:    2,295     2,985
Old  :    19,462:    13,302      7,045          0      1,730      1,255          0        475          0          0      3,362      2,610:    2,295     2,985
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.3       36.2        0.0        8.9        6.4        0.0        2.4        0.0        0.0       17.3       13.4:     11.8      15.3
Old  :     100.0:      68.3       36.2        0.0        8.9        6.4        0.0        2.4        0.0        0.0       17.3       13.4:     11.8      15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        10         11          0          .          .          0          .          0          0          .          .:
Old  :        20:        10         11          0          .          .          0          .          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.6       48.0       76.5       66.8       35.4       26.7       45.0       36.5
Old  :                 54.6       48.0       76.5       66.8       35.4       26.7       45.0       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                Code-26265D
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     9,122:     4,187      3,654      2,783        851      1,710          0          0          0         70      2,496        204:      168       207
Old  :     9,122:     4,187      3,654      2,783        851      1,710          0          0          0         70      2,496        204:      168       207
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :       617:       325        275        150        -56        142          0          0          0          0        256          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.9       40.1       30.5        9.3       18.7        0.0        0.0        0.0        0.8       27.4        2.2:      1.8       2.3
Old  :     100.0:      45.9       40.1       30.5        9.3       18.7        0.0        0.0        0.0        0.8       27.4        2.2:      1.8       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        15         16          9          4          9          0          0          0          .          .          .:
Old  :        38:        15         16          9          4          9          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       43.8       62.2       64.4       38.5       40.1       50.4       52.1
Old  :                 43.5       43.8       62.2       64.4       38.5       40.1       50.4       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET FUEL AVG PRICE OPT - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-26265J
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     4,644:     1,281      2,023      1,819      1,415      1,120          0          0          0        199          0         86:      139         0
Old  :     4,644:     1,281      2,023      1,819      1,415      1,120          0          0          0        199          0         86:      139         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :       -12:        -5        -15         10         17        -16          0          0          0         -2          0          2:       -1        -0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.6       43.6       39.2       30.5       24.1        0.0        0.0        0.0        4.3        0.0        1.9:      3.0       0.0
Old  :     100.0:      27.6       43.6       39.2       30.5       24.1        0.0        0.0        0.0        4.3        0.0        1.9:      3.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         .          4          9          5         10          0          0          0          .          0          .:
Old  :        20:         .          4          9          5         10          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.0       69.2       83.2       85.2       35.5       42.5       43.2       48.2
Old  :                 60.0       69.2       83.2       85.2       35.5       42.5       43.2       48.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022A13
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    52,836:    40,238     31,397      5,634     18,391      2,505      1,685          0        400      1,550          0         50:      774        93
Old  :    52,836:    40,238     31,397      5,634     18,391      2,505      1,685          0        400      1,550          0         50:      774        93
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :     5,529:     4,697      5,291        285          2        299         50          0          0          0          0          0:      198       -63
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.2       59.4       10.7       34.8        4.7        3.2        0.0        0.8        2.9        0.0        0.1:      1.5       0.2
Old  :     100.0:      76.2       59.4       10.7       34.8        4.7        3.2        0.0        0.8        2.9        0.0        0.1:      1.5       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        60:        33         20         10          6          6          .          0          .          .          0          .:
Old  :        60:        33         20         10          6          6          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.0       65.9       57.7       82.8       43.2       60.7       52.7       71.8
Old  :                 46.0       65.9       57.7       82.8       43.2       60.7       52.7       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-86465A
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    29,930:    24,810     25,666      3,567      3,061      1,203          0          0          0        350          0          0:        0         0
Old  :    29,930:    24,810     25,666      3,567      3,061      1,203          0          0          0        350          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :     2,551:     2,045      2,435        369          0        116          0          0          0         21          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.9       85.8       11.9       10.2        4.0        0.0        0.0        0.0        1.2        0.0        0.0:      0.0       0.0
Old  :     100.0:      82.9       85.8       11.9       10.2        4.0        0.0        0.0        0.0        1.2        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        13         14          8          .          .          0          0          0          .          0          0:
Old  :        32:        13         14          8          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.0       75.1       85.9       94.4       51.0       57.8       62.8       67.6
Old  :                 71.0       75.1       85.9       94.4       51.0       57.8       62.8       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-86465C
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    12,359:     6,630      4,261      3,724        860      1,325          0      1,463          0        350      4,300        150:      180         0
Old  :    12,359:     6,630      4,261      3,724        860      1,325          0      1,463          0        350      4,300        150:      180         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :     1,085:       200        925        735        -50        210          0          0          0          0          0          0:      -60         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.6       34.5       30.1        7.0       10.7        0.0       11.8        0.0        2.8       34.8        1.2:      1.5       0.0
Old  :     100.0:      53.6       34.5       30.1        7.0       10.7        0.0       11.8        0.0        2.8       34.8        1.2:      1.5       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        14         12         10          .          8          0          .          0          .          .          .:
Old  :        36:        14         12         10          .          8          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       62.1       68.4       78.8       35.5       59.5       50.2       68.2
Old  :                 47.2       62.1       68.4       78.8       35.5       59.5       50.2       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-86565C
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    36,527:    16,951     24,119      4,670      2,400      4,434        431          0         16      4,634          0      5,102:      289       456
Old  :    36,527:    16,951     24,119      4,670      2,400      4,434        431          0         16      4,634          0      5,102:      289       456
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :     1,575:       494      1,441        756         70       -253         16       -514        -16       -336          0        921:       -7       -74
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.4       66.0       12.8        6.6       12.1        1.2        0.0        0.0       12.7        0.0       14.0:      0.8       1.2
Old  :     100.0:      46.4       66.0       12.8        6.6       12.1        1.2        0.0        0.0       12.7        0.0       14.0:      0.8       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        59:        23         27         11          7         15          .          0          .          8          0          4:
Old  :        59:        23         27         11          7         15          .          0          .          8          0          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       37.9       53.7       56.9       19.5       23.9       29.2       34.0
Old  :                 37.1       37.9       53.7       56.9       19.5       23.9       29.2       34.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-86565D
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     8,762:     5,387      2,394      2,811        448        408          0          0          0         96      5,056          0:       60       456
Old  :     8,762:     5,387      2,394      2,811        448        408          0          0          0         96      5,056          0:       60       456
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :     1,683:     1,092        360        329       -262        262          0          0          0          0      1,350          0:        0       -27
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.5       27.3       32.1        5.1        4.7        0.0        0.0        0.0        1.1       57.7        0.0:      0.7       5.2
Old  :     100.0:      61.5       27.3       32.1        5.1        4.7        0.0        0.0        0.0        1.1       57.7        0.0:      0.7       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        12         12          6          .          .          0          0          0          .          .          0:
Old  :        26:        12         12          6          .          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       75.6       81.3       85.2       54.5       73.0       72.4       77.4
Old  :                 57.7       75.6       81.3       85.2       54.5       73.0       72.4       77.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-86665A
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    11,544:     7,552      6,637      1,324      1,398        540        834        387        394        838      1,957         44:       18       187
Old  :    11,544:     7,552      6,637      1,324      1,398        540        834        387        394        838      1,957         44:       18       187
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :     1,187:       610        700        -48          0        -14        430         25        164         45        330          0:        0       -18
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.4       57.5       11.5       12.1        4.7        7.2        3.4        3.4        7.3       17.0        0.4:      0.2       1.6
Old  :     100.0:      65.4       57.5       11.5       12.1        4.7        7.2        3.4        3.4        7.3       17.0        0.4:      0.2       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        22         19          4          4          4          .          .          .          .          .          .:
Old  :        42:        22         19          4          4          4          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       40.2       51.0       60.9       27.7       33.3       44.6       47.1
Old  :                 31.9       40.2       51.0       60.9       27.7       33.3       44.6       47.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-86765C
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    28,850:     9,682     16,447      3,767      6,342      2,771         75        308        438     10,942      1,563        137:    1,038       844
Old  :    28,850:     9,682     16,447      3,767      6,342      2,771         75        308        438     10,942      1,563        137:    1,038       844
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :    -1,013:    -1,610     -1,098       -255         75         96         75        -71         45        528        -70         60:       48       -50
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.6       57.0       13.1       22.0        9.6        0.3        1.1        1.5       37.9        5.4        0.5:      3.6       2.9
Old  :     100.0:      33.6       57.0       13.1       22.0        9.6        0.3        1.1        1.5       37.9        5.4        0.5:      3.6       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        13         23          9          6         10          .          4          .          4          6          .:
Old  :        54:        13         23          9          6         10          .          4          .          4          6          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.6       39.4       73.3       57.0       58.3       38.0       67.4       54.9
Old  :                 60.6       39.4       73.3       57.0       58.3       38.0       67.4       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022A09
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    18,622:     3,395      2,170      1,645      3,315      9,081          0          0          0        530        266      3,455:      516       335
Old  :    18,622:     3,395      2,170      1,645      3,315      9,081          0          0          0        530        266      3,455:      516       335
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :       105:         0          0          0          0        105          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.2       11.7        8.8       17.8       48.8        0.0        0.0        0.0        2.8        1.4       18.6:      2.8       1.8
Old  :     100.0:      18.2       11.7        8.8       17.8       48.8        0.0        0.0        0.0        2.8        1.4       18.6:      2.8       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         4          4          5          5         10          0          0          0          .          .          .:
Old  :        20:         4          4          5          5         10          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.0       56.7       75.6       79.9       15.4       17.0       19.8       21.5
Old  :                 58.0       56.7       75.6       79.9       15.4       17.0       19.8       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-967654
Disaggregated Commitments of Traders - Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    24,079:    14,358     13,383      1,085      2,715        126      1,714          0          0        997          0          0:    5,799     7,855
Old  :    24,079:    14,358     13,383      1,085      2,715        126      1,714          0          0        997          0          0:    5,799     7,855
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2012                                                                     :
     :     1,767:       248        881        370        204          6        141          0       -150          0          0          0:    1,152       826
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.6       55.6        4.5       11.3        0.5        7.1        0.0        0.0        4.1        0.0        0.0:     24.1      32.6
Old  :     100.0:      59.6       55.6        4.5       11.3        0.5        7.1        0.0        0.0        4.1        0.0        0.0:     24.1      32.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        15         14          .          .          .          .          0          0          .          0          0:
Old  :        24:        15         14          .          .          .          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       34.6       61.0       50.8       38.1       32.6       54.4       47.2
Old  :                 40.6       34.6       61.0       50.8       38.1       32.6       54.4       47.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 15, 2012