```
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #02165A                                                    Open Interest is    45,014                :
: Positions                                                                                                    :
:   33,309    38,960     6,052       709     4,588         0         0       400       219         0        45 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:   -1,716    -3,441    -1,506       280      -631         0         0         0      -175         0        45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.0      86.6      13.4       1.6      10.2       0.0       0.0       0.9       0.5       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       25        33         8         4        10         0         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #02165B                                                    Open Interest is    15,614                :
: Positions                                                                                                    :
:   13,217    12,603       449     1,190     1,781         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:     -613    -2,877    -1,407       960      -560         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.6      80.7       2.9       7.6      11.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        21         4         4         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #02165E                                                    Open Interest is     9,918                :
: Positions                                                                                                    :
:    5,581     5,817       824       298     2,383         0         0        45         0       357       153 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:     -994      -759        68       -50      -239         0         0         0      -138      -176        -4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.3      58.7       8.3       3.0      24.0       0.0       0.0       0.5       0.0       3.6       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       21        25         7         5        12         0         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                   :
CFTC Code #02165G                                                    Open Interest is     5,860                :
: Positions                                                                                                    :
:    2,781     3,988     1,091       394       587         0         0        25       692        34       127 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:   -1,017      -863       -24       160      -238         0       -46         0       259       -35      -255 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.5      68.1      18.6       6.7      10.0       0.0       0.0       0.4      11.8       0.6       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       26        26         7         6        11         0         0         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #02165H                                                    Open Interest is     3,837                :
: Positions                                                                                                    :
:    2,536     1,915       575       457       268       105         0         0         0         0        62 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:     -105      -134        72        75       -45         0         0         0       -21         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.1      49.9      15.0      11.9       7.0       2.7       0.0       0.0       0.0       0.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        15         .         4         5         .         0         0         0         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                  :
CFTC Code #02165I                                                    Open Interest is     2,755                :
: Positions                                                                                                    :
:    1,363     1,211       145       295       417        75         0        40        15       493        10 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:     -197      -341       -44        35       -56         0         0        40      -125       -35         4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.5      44.0       5.3      10.7      15.1       2.7       0.0       1.5       0.5      17.9       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       12        14         .         4         7         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 GALLONS)                     :
CFTC Code #02165T                                                    Open Interest is     6,937                :
: Positions                                                                                                    :
:    6,131     6,100       505       596       115         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:   -2,335    -3,063      -478       270      -375         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.4      87.9       7.3       8.6       1.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         9         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #021A28                                                    Open Interest is    25,030                :
: Positions                                                                                                    :
:   19,558    20,360     2,573     1,668     2,608         0         0         0         0       343        51 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:   -2,804    -2,919      -215       245      -294         0         0         0         0      -105       -75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.1      81.3      10.3       6.7      10.4       0.0       0.0       0.0       0.0       1.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        16         6         5         8         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)             :
CFTC Code #022651                                                    Open Interest is   272,921                :
: Positions                                                                                                    :
:   83,922   157,086    43,890    10,227    16,390    41,491    11,406    18,817    11,626    25,033     9,317 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:   -3,864    -1,282    -3,129     1,932    -1,047     3,906        32       877      -992     3,723       589 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.7      57.6      16.1       3.7       6.0      15.2       4.2       6.9       4.3       9.2       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   157                     :
:       55        75        12         4        14        29        10        19        11        12        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1000 BARRELS)                                  :
CFTC Code #02265J                                                    Open Interest is    13,973                :
: Positions                                                                                                    :
:    8,457     8,455     3,086       315     2,112         0         0       100       150     2,441        50 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:   -2,289    -1,503     1,393      -858    -1,158      -100         0       100      -150       983      -150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.5      60.5      22.1       2.3      15.1       0.0       0.0       0.7       1.1      17.5       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       27        30         8         4         8         0         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #02265T                                                    Open Interest is     8,734                :
: Positions                                                                                                    :
:    5,095     5,759     1,275     1,320     1,655       570         0         0       100         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:      605       105         0       450       300         0         0         0       -50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.3      65.9      14.6      15.1      18.9       6.5       0.0       0.0       1.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       11        13         5         5         9         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                         :
CFTC Code #022A62                                                    Open Interest is     3,415                :
: Positions                                                                                                    :
:    3,340     3,115        50       300         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.8      91.2       1.5       8.8       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        10         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CBT ETHANOL - CHICAGO BOARD OF TRADE   (CONTRACTS OF 29,000 U.S. GALLONS)                                      :
CFTC Code #025601                                                    Open Interest is    10,246                :
: Positions                                                                                                    :
:    7,232     7,402         0       517        90       775         0       225       308       498     1,028 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:        8       564         0       -43       -19        10         0       -10       -36      -470       223 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.6      72.2       0.0       5.0       0.9       7.6       0.0       2.2       3.0       4.9      10.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        15         0         .         .         4         0         .         .         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                       :
CFTC Code #025651                                                    Open Interest is     9,387                :
: Positions                                                                                                    :
:    8,294     8,274       128       231       122        49         0        82       330       382       155 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:      579       815       -28        96        -7        49         0        82       123      -116       -26 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.4      88.1       1.4       2.5       1.3       0.5       0.0       0.9       3.5       4.1       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       27        32         .         .         .         .         0         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                       :
CFTC Code #03265C                                                    Open Interest is     1,522                :
: Positions                                                                                                    :
:      870       790       315         0         6         0         0         0       110       427        26 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:     -371      -426        13         0       -20         0         0         0        63        12        -2 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.2      51.9      20.7       0.0       0.4       0.0       0.0       0.0       7.2      28.1       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        18         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE   (CONTRACTS OF 1,000 BARRELS)                                     :
CFTC Code #067411                                                    Open Interest is   371,454                :
: Positions                                                                                                    :
:  130,753   107,859    33,434    75,671    64,978    36,928    21,153    20,213    11,957    12,029    55,995 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:    6,039   -10,965     1,393     2,936     1,592     3,142     1,992     1,603    -8,318     5,572   -13,635 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.2      29.0       9.0      20.4      17.5       9.9       5.7       5.4       3.2       3.2      15.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   117                     :
:       33        32         8        18        22        16         8        16        13        16        29 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #067651                                                    Open Interest is 1,388,799                :
: Positions                                                                                                    :
:  185,446   284,092   187,587   284,336   205,841   213,674    39,589   224,917    98,498   113,235   178,098 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:   20,069    19,484   -13,204    10,624    -9,392    -2,804    -6,858    -8,823    13,896     3,070     7,951 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.4      20.5      13.5      20.5      14.8      15.4       2.9      16.2       7.1       8.2      12.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   304                     :
:       45        48        19        26        37        73        29        64        50        42        78 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765A                                                    Open Interest is   189,186                :
: Positions                                                                                                    :
:   35,677    21,101    30,193    72,287    25,184         0         0         0    49,035     8,348       381 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:       93       -25       459       680       127         0         0         0     2,628       -60       -84 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.9      11.2      16.0      38.2      13.3       0.0       0.0       0.0      25.9       4.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        4         5         5         7         9         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #06765G                                                    Open Interest is    17,056                :
: Positions                                                                                                    :
:   10,324     9,121     2,784     3,129     3,364         0        25        25         0       842       550 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:     -169    -1,202      -602       840       195         0         0         0         0      -400       100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.5      53.5      16.3      18.3      19.7       0.0       0.1       0.1       0.0       4.9       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       15        14         8         5         8         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #06765I                                                    Open Interest is    61,291                :
: Positions                                                                                                    :
:    4,628     1,920    25,375    17,531    20,336     3,380     5,312        59     1,485     7,036     1,990 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:        0         0      -385        25     2,243        25         0         0         0       -45      -407 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.6       3.1      41.4      28.6      33.2       5.5       8.7       0.1       2.4      11.5       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:        .         .         8         9        14         .         .         .         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                                  :
CFTC Code #06765J                                                    Open Interest is    31,001                :
: Positions                                                                                                    :
:      200     2,515    11,997    10,366    11,445     3,312       897     1,701         0     1,113       400 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:        0         0       -97      -198     1,032        82      -230      -115         0        13       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      0.6       8.1      38.7      33.4      36.9      10.7       2.9       5.5       0.0       3.6       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        .         .         6         6        12         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                 :
CFTC Code #111659                                                    Open Interest is   298,932                :
: Positions                                                                                                    :
:  104,593   209,757    34,527     9,162    16,795    75,303     3,909    21,834    13,019    15,430     9,202 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:    7,757    15,916       256       610     1,353     3,364      -623     3,049       307    -2,645     2,752 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.0      70.2      11.6       3.1       5.6      25.2       1.3       7.3       4.4       5.2       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   195                     :
:       57        71        14         5        16        69         5        33        16         8        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                         :
CFTC Code #11165K                                                    Open Interest is    19,149                :
: Positions                                                                                                    :
:    5,812     8,905         0     3,441       211     2,650         0       903     5,132         0       147 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.4      46.5       0.0      18.0       1.1      13.8       0.0       4.7      26.8       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        7        13         0         .         .         .         0         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                               :
CFTC Code #26265D                                                    Open Interest is     6,517                :
: Positions                                                                                                    :
:    3,467     3,698     1,379       328     1,265         0         0         0       350     1,168         0 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:   -1,191    -1,426      -305      -220      -236         0         0         0      -100        48      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.2      56.7      21.2       5.0      19.4       0.0       0.0       0.0       5.4      17.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       15        18         5         4         7         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #022A13                                                    Open Interest is    45,263                :
: Positions                                                                                                    :
:   38,953    22,544     4,065    21,565       985       325         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:   -6,452    -5,740      -180      -560      -255       100      -134         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.1      49.8       9.0      47.6       2.2       0.7       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       31        26         7         7         8         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #86465A                                                    Open Interest is    12,805                :
: Positions                                                                                                    :
:    8,581     8,349     3,522     3,966       340         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:   -1,485    -1,075      -285      -545      -195         0      -150         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.0      65.2      27.5      31.0       2.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       10        11         7         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #86465C                                                    Open Interest is     7,250                :
: Positions                                                                                                    :
:    4,020     2,475     1,830       630       950         0         0       300       150     2,875         0 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:     -775      -185        40      -270       270         0         0       300       -50      -350         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.4      34.1      25.2       8.7      13.1       0.0       0.0       4.1       2.1      39.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       17         9         7         .         6         0         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #86565C                                                    Open Interest is    23,889                :
: Positions                                                                                                    :
:   15,498    12,304     4,879     4,292     1,834         0     3,405         0     1,044     1,379       574 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:      910       692        90       249        57         0         0         0       160       256       300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      51.5      20.4      18.0       7.7       0.0      14.3       0.0       4.4       5.8       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       22        29         8         8         9         0         .         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #86665A                                                    Open Interest is    12,052                :
: Positions                                                                                                    :
:    8,903     8,006       287     2,471       315     1,767       471       471       185       316         0 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:      420       694         0       -89       196       200         0         0        50        45         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      66.4       2.4      20.5       2.6      14.7       3.9       3.9       1.5       2.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       21        19         .         6         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                            :
CFTC Code #86765C                                                    Open Interest is    30,192                :
: Positions                                                                                                    :
:   13,608    14,945     3,541     9,536     2,049         0     2,280         0     9,978         0       596 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:      536       288       -20       228      -170         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.1      49.5      11.7      31.6       6.8       0.0       7.6       0.0      33.0       0.0       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       10        18         8         9         9         0         .         0         5         0         5 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated January 13, 2012