```
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 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  :    42,244:    31,964     37,642      5,206        254      3,598          0          0          0        533          0        565:      378       185
Old  :    42,244:    31,964     37,642      5,206        254      3,598          0          0          0        533          0        565:      378       185
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :       -11:      -493       -125        128         17         54          0          0          0        245          0         55:        0       -12
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.7       89.1       12.3        0.6        8.5        0.0        0.0        0.0        1.3        0.0        1.3:      0.9       0.4
Old  :     100.0:      75.7       89.1       12.3        0.6        8.5        0.0        0.0        0.0        1.3        0.0        1.3:      0.9       0.4
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  :        55:        24         36         11          .         10          0          0          0          .          0          .:
Old  :        55:        24         36         11          .         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  :                 50.7       36.7       70.9       54.5       22.3       17.1       30.4       26.1
Old  :                 50.7       36.7       70.9       54.5       22.3       17.1       30.4       26.1
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, March 20, 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  :    27,004:    22,502     22,294        701      1,054      3,634          0          0          0          0          0          0:      167        22
Old  :    27,004:    22,502     22,294        701      1,054      3,634          0          0          0          0          0          0:      167        22
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :     1,686:     1,536      1,536          0          0        150          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.3       82.6        2.6        3.9       13.5        0.0        0.0        0.0        0.0        0.0        0.0:      0.6       0.1
Old  :     100.0:      83.3       82.6        2.6        3.9       13.5        0.0        0.0        0.0        0.0        0.0        0.0:      0.6       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:        15         26          4          4          4          0          0          0          0          0          0:
Old  :        35:        15         26          4          4          4          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  :                 53.5       48.2       78.8       80.9       12.0       10.3       17.6       15.4
Old  :                 53.5       48.2       78.8       80.9       12.0       10.3       17.6       15.4
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, March 20, 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  :    10,751:     5,556      5,985        976        299      2,840          0          0        164         67        263        190:      958     1,010
Old  :    10,751:     5,556      5,985        976        299      2,840          0          0        164         67        263        190:      958     1,010
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :       430:       231        355         48        -10        171          0          0       -176         67          7          9:       80        74
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.7       55.7        9.1        2.8       26.4        0.0        0.0        1.5        0.6        2.4        1.8:      8.9       9.4
Old  :     100.0:      51.7       55.7        9.1        2.8       26.4        0.0        0.0        1.5        0.6        2.4        1.8:      8.9       9.4
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  :        44:        22         26          9          6         15          0          0          .          .          .          .:
Old  :        44:        22         26          9          6         15          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  :                 27.4       24.7       45.7       40.9       14.5        8.0       18.6       12.5
Old  :                 27.4       24.7       45.7       40.9       14.5        8.0       18.6       12.5
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, March 20, 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  :     7,112:     3,429      4,603      1,041        258      1,205          0          0        100        529        245        137:      671       564
Old  :     7,112:     3,429      4,603      1,041        258      1,205          0          0        100        529        245        137:      671       564
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :       207:       179        271         45        -37         80          0          0          0         20         65         -3:     -114      -169
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.2       64.7       14.6        3.6       16.9        0.0        0.0        1.4        7.4        3.4        1.9:      9.4       7.9
Old  :     100.0:      48.2       64.7       14.6        3.6       16.9        0.0        0.0        1.4        7.4        3.4        1.9:      9.4       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  :        62:        34         35         11          4         14          0          0          .          4          4          .:
Old  :        62:        34         35         11          4         14          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  :                 25.4       20.7       39.3       33.2       17.3       15.3       23.7       22.3
Old  :                 25.4       20.7       39.3       33.2       17.3       15.3       23.7       22.3
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, March 20, 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  :     2,704:       981      1,541        172        253        367         92          0          0         38         15        174:      880       354
Old  :     2,704:       981      1,541        172        253        367         92          0          0         38         15        174:      880       354
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :       220:        30        247        -10         35        -20         39          0          0         38       -202        130:       13        30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.3       57.0        6.4        9.4       13.6        3.4        0.0        0.0        1.4        0.6        6.4:     32.5      13.1
Old  :     100.0:      36.3       57.0        6.4        9.4       13.6        3.4        0.0        0.0        1.4        0.6        6.4:     32.5      13.1
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  :        25:        14         14          4          .          .          .          0          0          .          .          .:
Old  :        25:        14         14          4          .          .          .          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  :                 28.5       40.5       44.6       60.7       19.7       30.0       26.6       42.7
Old  :                 28.5       40.5       44.6       60.7       19.7       30.0       26.6       42.7
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, March 20, 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  :     2,561:     1,847        972        141      1,128         98          0          0          0        175          0         51:      249       312
Old  :     2,561:     1,847        972        141      1,128         98          0          0          0        175          0         51:      249       312
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :       104:       122         33          6        143        -28          0          0          0         13          0         -1:       -8       -43
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.1       38.0        5.5       44.0        3.8        0.0        0.0        0.0        6.8        0.0        2.0:      9.7      12.2
Old  :     100.0:      72.1       38.0        5.5       44.0        3.8        0.0        0.0        0.0        6.8        0.0        2.0:      9.7      12.2
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  :        23:        12          9          .          5          5          0          0          0          .          0          .:
Old  :        23:        12          9          .          5          5          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  :                 68.1       54.4       79.7       75.4       67.9       54.3       77.0       72.5
Old  :                 68.1       54.4       79.7       75.4       67.9       54.3       77.0       72.5
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, March 20, 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  :     9,973:     8,821      9,092        715        504        251          0          0          0          0          0          0:      186       126
Old  :     9,973:     8,821      9,092        715        504        251          0          0          0          0          0          0:      186       126
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :       220:       220        220          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.4       91.2        7.2        5.1        2.5        0.0        0.0        0.0        0.0        0.0        0.0:      1.9       1.3
Old  :     100.0:      88.4       91.2        7.2        5.1        2.5        0.0        0.0        0.0        0.0        0.0        0.0:      1.9       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  :        25:        12         13          .          .          .          0          0          0          0          0          0:
Old  :        25:        12         13          .          .          .          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  :                 60.4       74.3       85.5       89.9       57.7       67.7       76.5       79.8
Old  :                 60.4       74.3       85.5       89.9       57.7       67.7       76.5       79.8
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, March 20, 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  :     8,637:     4,049        771      2,083      5,162      2,115          0          0          0          0        176          0:      390       413
Old  :     8,637:     4,049        771      2,083      5,162      2,115          0          0          0          0        176          0:      390       413
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :      -124:      -174          0         25       -149         25          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.9        8.9       24.1       59.8       24.5        0.0        0.0        0.0        0.0        2.0        0.0:      4.5       4.8
Old  :     100.0:      46.9        8.9       24.1       59.8       24.5        0.0        0.0        0.0        0.0        2.0        0.0:      4.5       4.8
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:         6          .          4          9          8          0          0          0          0          .          0:
Old  :        20:         6          .          4          9          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  :                 68.8       60.6       86.4       81.4       56.3       48.0       68.0       61.8
Old  :                 68.8       60.6       86.4       81.4       56.3       48.0       68.0       61.8
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, March 20, 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  :    25,504:    20,766     18,565      2,093      2,656      2,433          0          0          0          0      1,638        212:        0         0
Old  :    25,504:    20,766     18,565      2,093      2,656      2,433          0          0          0          0      1,638        212:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :       823:       804       -151         70        -55        -20          0          0          0          0      1,080        -31:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.4       72.8        8.2       10.4        9.5        0.0        0.0        0.0        0.0        6.4        0.8:      0.0       0.0
Old  :     100.0:      81.4       72.8        8.2       10.4        9.5        0.0        0.0        0.0        0.0        6.4        0.8:      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  :        34:        18         15          8          4         10          0          0          0          0          .          .:
Old  :        34:        18         15          8          4         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  :                 52.1       49.5       71.9       72.2       30.6       32.9       40.1       44.6
Old  :                 52.1       49.5       71.9       72.2       30.6       32.9       40.1       44.6
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, March 20, 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  :   332,635:    88,119    177,225     46,320     12,344     23,006     57,038      9,764     19,143     11,983     28,834     34,883:   52,143    27,435
Old  :   332,635:    88,119    177,225     46,320     12,344     23,006     57,038      9,764     19,143     11,983     28,834     34,883:   52,143    27,435
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :    13,910:    10,042      9,413        -84       -600      2,267        380         12        682       -670       -265      1,980:     -686       421
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.5       53.3       13.9        3.7        6.9       17.1        2.9        5.8        3.6        8.7       10.5:     15.7       8.2
Old  :     100.0:      26.5       53.3       13.9        3.7        6.9       17.1        2.9        5.8        3.6        8.7       10.5:     15.7       8.2
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  :       169:        54         64         14          6         16         40         14         26         14         10         18:
Old  :       169:        54         64         14          6         16         40         14         26         14         10         18:
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  :                 12.9       25.0       22.2       38.5        8.3       17.7       15.0       26.9
Old  :                 12.9       25.0       22.2       38.5        8.3       17.7       15.0       26.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-022653
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 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  :    62,843:    16,219     12,843      7,211      1,591     16,183          0          0          0        128     10,319     20,494:    2,609     1,414
Old  :    62,843:    16,219     12,843      7,211      1,591     16,183          0          0          0        128     10,319     20,494:    2,609     1,414
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :      -986:      -229         45        273        -18       -675          0          0          0          3         29       -355:       -3       -13
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.8       20.4       11.5        2.5       25.8        0.0        0.0        0.0        0.2       16.4       32.6:      4.2       2.2
Old  :     100.0:      25.8       20.4       11.5        2.5       25.8        0.0        0.0        0.0        0.2       16.4       32.6:      4.2       2.2
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  :        20:         6          6          4          5          9          0          0          0          .          4          5:
Old  :        20:         6          6          4          5          9          0          0          0          .          4          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  :                 44.9       50.0       67.6       73.7       16.0       16.4       18.2       19.7
Old  :                 44.9       50.0       67.6       73.7       16.0       16.4       18.2       19.7
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, March 20, 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  :    15,128:    10,005      8,791      3,031        740      1,965          0        100         50          0      3,336         42:       35       104
Old  :    15,128:    10,005      8,791      3,031        740      1,965          0        100         50          0      3,336         42:       35       104
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :     1,114:       834      1,084        114       -100        224          0          0       -100          0        -78         42:        0        42
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.1       58.1       20.0        4.9       13.0        0.0        0.7        0.3        0.0       22.1        0.3:      0.2       0.7
Old  :     100.0:      66.1       58.1       20.0        4.9       13.0        0.0        0.7        0.3        0.0       22.1        0.3:      0.2       0.7
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  :        63:        30         35          8          .          8          0          .          .          0          6          .:
Old  :        63:        30         35          8          .          8          0          .          .          0          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  :                 28.4       36.9       48.9       50.9       26.1       30.1       41.4       41.1
Old  :                 28.4       36.9       48.9       50.9       26.1       30.1       41.4       41.1
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, March 20, 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  :    10,583:     7,071      5,580        995      3,248      1,705        708          0          0         50         50          0:       54         0
Old  :    10,583:     7,071      5,580        995      3,248      1,705        708          0          0         50         50          0:       54         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :       625:       600        300          0        300         25          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.8       52.7        9.4       30.7       16.1        6.7        0.0        0.0        0.5        0.5        0.0:      0.5       0.0
Old  :     100.0:      66.8       52.7        9.4       30.7       16.1        6.7        0.0        0.0        0.5        0.5        0.0:      0.5       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  :        42:        14         19          .          8          7          .          0          0          .          .          0:
Old  :        42:        14         19          .          8          7          .          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  :                 49.1       33.5       66.8       53.1       43.7       29.1       59.0       45.5
Old  :                 49.1       33.5       66.8       53.1       43.7       29.1       59.0       45.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-02265U
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 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  :    14,133:     8,033     12,410        175      1,180          0          0          0          0      5,382          0        543:        0         0
Old  :    14,133:     8,033     12,410        175      1,180          0          0          0          0      5,382          0        543:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.8       87.8        1.2        8.3        0.0        0.0        0.0        0.0       38.1        0.0        3.8:      0.0       0.0
Old  :     100.0:      56.8       87.8        1.2        8.3        0.0        0.0        0.0        0.0       38.1        0.0        3.8:      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  :        20:         7         12          .          .          0          0          0          0          .          0          .:
Old  :        20:         7         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  :                 88.7       67.1       97.5       84.8       77.3       58.9       78.9       74.0
Old  :                 88.7       67.1       97.5       84.8       77.3       58.9       78.9       74.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-022A22
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 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  :     1,392:       842      1,142        150        150        100          0          0          0          0          0          0:      300         0
Old  :     1,392:       842      1,142        150        150        100          0          0          0          0          0          0:      300         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :       375:       275        375         50        -50         50          0          0          0        -50          0          0:       50         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.5       82.0       10.8       10.8        7.2        0.0        0.0        0.0        0.0        0.0        0.0:     21.6       0.0
Old  :     100.0:      60.5       82.0       10.8       10.8        7.2        0.0        0.0        0.0        0.0        0.0        0.0:     21.6       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  :        22:        10         12          .          .          .          0          0          0          0          0          0:
Old  :        22:        10         12          .          .          .          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  :                 43.1       46.7       62.9       79.0       26.9       43.1       41.3       57.5
Old  :                 43.1       46.7       62.9       79.0       26.9       43.1       41.3       57.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-022A62
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 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  :     1,320:     1,220        995         50        250         25          0          0          0          0          0          0:       25        50
Old  :     1,320:     1,220        995         50        250         25          0          0          0          0          0          0:       25        50
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.4       75.4        3.8       18.9        1.9        0.0        0.0        0.0        0.0        0.0        0.0:      1.9       3.8
Old  :     100.0:      92.4       75.4        3.8       18.9        1.9        0.0        0.0        0.0        0.0        0.0        0.0:      1.9       3.8
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  :        21:        10          8          .          4          .          0          0          0          0          0          0:
Old  :        21:        10          8          .          4          .          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  :                 62.5       66.3       86.7       88.6       60.6       61.0       81.1       79.2
Old  :                 62.5       66.3       86.7       88.6       60.6       61.0       81.1       79.2
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, March 20, 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  :    11,103:     6,865      8,452          0        234        259      1,528         68        219        441        201      1,203:      588       467
Old  :    11,103:     6,865      8,452          0        234        259      1,528         68        219        441        201      1,203:      588       467
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :         8:      -427        165          0        -14         22        376          0        -93         13       -181         20:       97        89
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.8       76.1        0.0        2.1        2.3       13.8        0.6        2.0        4.0        1.8       10.8:      5.3       4.2
Old  :     100.0:      61.8       76.1        0.0        2.1        2.3       13.8        0.6        2.0        4.0        1.8       10.8:      5.3       4.2
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  :        41:        18         21          0          .          .          7          .          .          4          4          .:
Old  :        41:        18         21          0          .          .          7          .          .          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  :                 44.0       45.1       63.3       62.2       14.4       12.2       20.2       19.0
Old  :                 44.0       45.1       63.3       62.2       14.4       12.2       20.2       19.0
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, March 20, 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  :    18,309:    16,791     16,490        178        533        329          0          0          0        255        325        343:      413       289
Old  :    18,309:    16,791     16,490        178        533        329          0          0          0        255        325        343:      413       289
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :     1,369:     1,219      1,492          1        107         -8        -47          0        -54        170       -245        -10:       98        87
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.7       90.1        1.0        2.9        1.8        0.0        0.0        0.0        1.4        1.8        1.9:      2.3       1.6
Old  :     100.0:      91.7       90.1        1.0        2.9        1.8        0.0        0.0        0.0        1.4        1.8        1.9:      2.3       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  :        52:        33         34          .          .          .          0          0          0          .          .          4:
Old  :        52:        33         34          .          .          .          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  :                 41.3       37.9       60.3       59.1       37.9       34.3       49.4       45.9
Old  :                 41.3       37.9       60.3       59.1       37.9       34.3       49.4       45.9
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, March 20, 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  :     2,376:     1,696      1,743          0          0          0        134          0        111          0          0          0:      435       522
Old  :     2,376:     1,696      1,743          0          0          0        134          0        111          0          0          0:      435       522
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :       165:       204        226          0          0          0        -15          0        -21          0          0          0:       -3       -40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.4       73.4        0.0        0.0        0.0        5.6        0.0        4.7        0.0        0.0        0.0:     18.3      22.0
Old  :     100.0:      71.4       73.4        0.0        0.0        0.0        5.6        0.0        4.7        0.0        0.0        0.0:     18.3      22.0
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  :        21:        18         19          0          0          0          .          0          .          0          0          0:
Old  :        21:        18         19          0          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  :                 35.6       27.4       54.3       48.7       22.3       19.3       31.2       26.8
Old  :                 35.6       27.4       54.3       48.7       22.3       19.3       31.2       26.8
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, March 20, 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  :     1,576:       925        645        161          0        131          0          0          0          8        279        144:      207       377
Old  :     1,576:       925        645        161          0        131          0          0          0          8        279        144:      207       377
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :       215:        48        -40         25          0         35          0          0          0          8         26         97:        2        97
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.7       40.9       10.2        0.0        8.3        0.0        0.0        0.0        0.5       17.7        9.1:     13.1      23.9
Old  :     100.0:      58.7       40.9       10.2        0.0        8.3        0.0        0.0        0.0        0.5       17.7        9.1:     13.1      23.9
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  :        26:        15         13          4          0          .          0          0          0          .          .          .:
Old  :        26:        15         13          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  :                 45.0       39.5       62.9       58.1       38.6       34.4       48.9       46.1
Old  :                 45.0       39.5       62.9       58.1       38.6       34.4       48.9       46.1
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, March 20, 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  :   457,634:   148,063    137,297     48,593     75,890     77,419     39,696     16,302     19,934      6,821     16,366     93,988:   23,119    20,437
Old  :   457,634:   148,063    137,297     48,593     75,890     77,419     39,696     16,302     19,934      6,821     16,366     93,988:   23,119    20,437
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :   -13,606:    -9,068     -7,965      1,210     -1,859     -6,610      1,784      1,480     -1,909       -340      1,933      1,821:     -492      -497
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.4       30.0       10.6       16.6       16.9        8.7        3.6        4.4        1.5        3.6       20.5:      5.1       4.5
Old  :     100.0:      32.4       30.0       10.6       16.6       16.9        8.7        3.6        4.4        1.5        3.6       20.5:      5.1       4.5
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  :       127:        36         32         11         17         24         14         10         14         14         17         32:
Old  :       127:        36         32         11         17         24         14         10         14         14         17         32:
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  :                 21.8       25.1       33.8       35.8       12.1       12.8       17.8       18.1
Old  :                 21.8       25.1       33.8       35.8       12.1       12.8       17.8       18.1
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, March 20, 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  : 2,519,969:   342,102    427,736    134,975    404,261    655,582    273,731     25,904    360,842    146,805     76,087    498,933:  106,999    70,624
Old  : 2,519,969:   342,102    427,736    134,975    404,261    655,582    273,731     25,904    360,842    146,805     76,087    498,933:  106,999    70,624
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :   -74,185:     2,355     -1,383        332     -6,585    -15,820    -12,764     -2,183     -7,804       -478        923    -37,573:   -2,434    -3,759
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.6       17.0        5.4       16.0       26.0       10.9        1.0       14.3        5.8        3.0       19.8:      4.2       2.8
Old  :     100.0:      13.6       17.0        5.4       16.0       26.0       10.9        1.0       14.3        5.8        3.0       19.8:      4.2       2.8
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  :       385:        49         54         14         31         40         96         39         99         76         53        115:
Old  :       385:        49         54         14         31         40         96         39         99         76         53        115:
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  :                 17.4       14.6       26.0       26.9        8.2        7.0       11.6       11.3
Old  :                 17.4       14.6       26.0       26.9        8.2        7.0       11.6       11.3
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, March 20, 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  :   193,875:    49,288     91,601      6,280     13,243     19,014        385     18,118     17,442     73,516      4,550     26,675:    1,274     3,232
Old  :   193,875:    49,288     91,601      6,280     13,243     19,014        385     18,118     17,442     73,516      4,550     26,675:    1,274     3,232
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :   -22,832:    -4,335     -6,753     -2,081      1,152     -1,583        189     -4,418     -2,854     -5,269     -1,503     -6,565:     -334      -308
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.4       47.2        3.2        6.8        9.8        0.2        9.3        9.0       37.9        2.3       13.8:      0.7       1.7
Old  :     100.0:      25.4       47.2        3.2        6.8        9.8        0.2        9.3        9.0       37.9        2.3       13.8:      0.7       1.7
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  :        40:        14         17          .          5          6          .          4          4          5          .          7:
Old  :        40:        14         17          .          5          6          .          4          4          5          .          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  :                 65.4       48.1       82.2       70.2       49.8       40.9       56.5       50.3
Old  :                 65.4       48.1       82.2       70.2       49.8       40.9       56.5       50.3
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, March 20, 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  :   203,130:    36,357     18,736     35,130     82,390     24,200        133          0        854     57,798     12,672      1,885:   46,773    62,393
Old  :   203,130:    36,357     18,736     35,130     82,390     24,200        133          0        854     57,798     12,672      1,885:   46,773    62,393
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :     1,863:     1,089        -63       -975        245        987        133       -287        322      5,918          6        172:   -5,783       481
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.9        9.2       17.3       40.6       11.9        0.1        0.0        0.4       28.5        6.2        0.9:     23.0      30.7
Old  :     100.0:      17.9        9.2       17.3       40.6       11.9        0.1        0.0        0.4       28.5        6.2        0.9:     23.0      30.7
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  :        29:         5          5          6          8         10          .          0          .          4          4          4:
Old  :        29:         5          5          6          8         10          .          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  :                 44.8       32.1       60.3       47.9       44.8       29.6       55.9       42.0
Old  :                 44.8       32.1       60.3       47.9       44.8       29.6       55.9       42.0
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, March 20, 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  :    96,422:     7,085      7,901      8,338     24,611     39,138     10,995         76     10,344      5,666        395     11,606:    3,250     2,350
Old  :    96,422:     7,085      7,901      8,338     24,611     39,138     10,995         76     10,344      5,666        395     11,606:    3,250     2,350
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :    -1,586:       -75       -107       -162        561     -1,191       -247        -29       -357        765        -65       -183:     -136      -216
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.3        8.2        8.6       25.5       40.6       11.4        0.1       10.7        5.9        0.4       12.0:      3.4       2.4
Old  :     100.0:       7.3        8.2        8.6       25.5       40.6       11.4        0.1       10.7        5.9        0.4       12.0:      3.4       2.4
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  :        56:         5          5         10         10         17         13          .         10         10          .         14:
Old  :        56:         5          5         10         10         17         13          .         10         10          .         14:
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  :                 37.2       46.9       54.3       70.1       13.9       21.2       19.7       25.0
Old  :                 37.2       46.9       54.3       70.1       13.9       21.2       19.7       25.0
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, March 20, 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  :   481,630:    59,890     50,968     52,280     91,240    242,870          0      2,537     19,221     36,767        204     57,226:   13,376    17,364
Old  :   481,630:    59,890     50,968     52,280     91,240    242,870          0      2,537     19,221     36,767        204     57,226:   13,376    17,364
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :    -4,490:      -886        -32        522     -2,141     -1,559          0        912       -475       -938         80     -1,175:       21      -100
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.4       10.6       10.9       18.9       50.4        0.0        0.5        4.0        7.6        0.0       11.9:      2.8       3.6
Old  :     100.0:      12.4       10.6       10.9       18.9       50.4        0.0        0.5        4.0        7.6        0.0       11.9:      2.8       3.6
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  :        44:         6          6          9         17         26          0          .          .         10          .         11:
Old  :        44:         6          6          9         17         26          0          .          .         10          .         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  :                 31.7       24.7       52.4       41.9       11.0        7.1       16.3       12.6
Old  :                 31.7       24.7       52.4       41.9       11.0        7.1       16.3       12.6
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, March 20, 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  :    18,277:    11,355     10,257      3,584      4,488      2,069          0          0         90        969      1,163        200:       10        10
Old  :    18,277:    11,355     10,257      3,584      4,488      2,069          0          0         90        969      1,163        200:       10        10
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :     1,138:       644        750        250          0          0          0          0         90        144        288          0:       10        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.1       56.1       19.6       24.6       11.3        0.0        0.0        0.5        5.3        6.4        1.1:      0.1       0.1
Old  :     100.0:      62.1       56.1       19.6       24.6       11.3        0.0        0.0        0.5        5.3        6.4        1.1:      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  :        40:        14         12          6          7          8          0          0          .          .          .          .:
Old  :        40:        14         12          6          7          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  :                 64.2       61.4       76.2       78.4       61.8       59.2       72.6       74.4
Old  :                 64.2       61.4       76.2       78.4       61.8       59.2       72.6       74.4
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, March 20, 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  :    78,862:     5,658      2,551     28,683     21,504     27,249      3,886      4,927         59      1,080      7,849      8,751:    3,496     5,972
Old  :    78,862:     5,658      2,551     28,683     21,504     27,249      3,886      4,927         59      1,080      7,849      8,751:    3,496     5,972
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :    -1,271:        -5          0      1,863      1,742     -3,820          8          0          0       -135          6        994:     -176      -193
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.2        3.2       36.4       27.3       34.6        4.9        6.2        0.1        1.4       10.0       11.1:      4.4       7.6
Old  :     100.0:       7.2        3.2       36.4       27.3       34.6        4.9        6.2        0.1        1.4       10.0       11.1:      4.4       7.6
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  :        34:         5          .          9          9         15          .          .          .          .          4          7:
Old  :        34:         5          .          9          9         15          .          .          .          .          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  :                 47.9       38.6       70.3       63.4       32.4       32.0       43.0       40.2
Old  :                 47.9       38.6       70.3       63.4       32.4       32.0       43.0       40.2
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, March 20, 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  :    37,292:     2,870      3,050     11,566     11,465     14,475      1,514        897        650      1,431      1,389      2,000:    2,786     3,366
Old  :    37,292:     2,870      3,050     11,566     11,465     14,475      1,514        897        650      1,431      1,389      2,000:    2,786     3,366
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :    -2,265:         0       -100       -797     -1,084       -788       -952          0       -150        356        -85       -356:      422       298
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.7        8.2       31.0       30.7       38.8        4.1        2.4        1.7        3.8        3.7        5.4:      7.5       9.0
Old  :     100.0:       7.7        8.2       31.0       30.7       38.8        4.1        2.4        1.7        3.8        3.7        5.4:      7.5       9.0
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  :        25:         .          .          6          6         12          .          .          .          .          .          .:
Old  :        25:         .          .          6          6         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  :                 47.0       47.0       63.7       63.6       34.4       26.6       41.1       36.8
Old  :                 47.0       47.0       63.7       63.6       34.4       26.6       41.1       36.8
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, March 20, 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  :     8,515:     1,757      2,075        900      4,647      1,748      3,416          0          0        600          0          0:       94        45
Old  :     8,515:     1,757      2,075        900      4,647      1,748      3,416          0          0        600          0          0:       94        45
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :      -240:      -300          0          0       -300        285       -300          0       -213        300          0          0:      -12       -12
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.6       24.4       10.6       54.6       20.5       40.1        0.0        0.0        7.0        0.0        0.0:      1.1       0.5
Old  :     100.0:      20.6       24.4       10.6       54.6       20.5       40.1        0.0        0.0        7.0        0.0        0.0:      1.1       0.5
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  :        26:         7          7          .          7          6          4          0          0          .          0          0:
Old  :        26:         7          7          .          7          6          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  :                 53.4       47.3       75.5       76.7       51.7       43.7       66.5       59.6
Old  :                 53.4       47.3       75.5       76.7       51.7       43.7       66.5       59.6
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, March 20, 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  :    27,222:     2,597        814      1,680      3,021      6,756      1,408      1,225      4,976      4,457      5,171      1,721:    3,627     3,537
Old  :    27,222:     2,597        814      1,680      3,021      6,756      1,408      1,225      4,976      4,457      5,171      1,721:    3,627     3,537
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :    -1,885:       370       -117        218       -102       -379        -93       -235        276       -455        853     -2,237:      415        56
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.5        3.0        6.2       11.1       24.8        5.2        4.5       18.3       16.4       19.0        6.3:     13.3      13.0
Old  :     100.0:       9.5        3.0        6.2       11.1       24.8        5.2        4.5       18.3       16.4       19.0        6.3:     13.3      13.0
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  :        29:         .          .          4          5         10          .          5          6          6          .          4:
Old  :        29:         .          .          4          5         10          .          5          6          6          .          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  :                 39.8       47.6       56.1       66.6       21.9       29.2       31.6       33.6
Old  :                 39.8       47.6       56.1       66.6       21.9       29.2       31.6       33.6
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, March 20, 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  :    21,216:       140          0      1,126      5,599     11,177      3,684        679      2,010      1,836        810        221:    1,022       720
Old  :    21,216:       140          0      1,126      5,599     11,177      3,684        679      2,010      1,836        810        221:    1,022       720
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :      -639:       -10          0        702        740       -497       -727        -92       -775        781        -44         31:     -144        -2
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       0.7        0.0        5.3       26.4       52.7       17.4        3.2        9.5        8.7        3.8        1.0:      4.8       3.4
Old  :     100.0:       0.7        0.0        5.3       26.4       52.7       17.4        3.2        9.5        8.7        3.8        1.0:      4.8       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  :        38:         .          0          6          8         13          7          5          6          6          .          .:
Old  :        38:         .          0          6          8         13          7          5          6          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  :                 44.7       53.7       64.7       75.6       18.6       23.0       25.9       29.7
Old  :                 44.7       53.7       64.7       75.6       18.6       23.0       25.9       29.7
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, March 20, 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  :   117,227:    11,261     11,877     15,267     18,236     58,122      3,992          0      6,487      2,321        354     10,288:    9,489    11,863
Old  :   117,227:    11,261     11,877     15,267     18,236     58,122      3,992          0      6,487      2,321        354     10,288:    9,489    11,863
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :    -2,253:      -222       -356     -1,319        352     -1,122      1,309          0       -700         93        101        350:     -641      -878
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.6       10.1       13.0       15.6       49.6        3.4        0.0        5.5        2.0        0.3        8.8:      8.1      10.1
Old  :     100.0:       9.6       10.1       13.0       15.6       49.6        3.4        0.0        5.5        2.0        0.3        8.8:      8.1      10.1
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  :        28:         5          5          5         10         15          .          0          .          6          .          7:
Old  :        28:         5          5          5         10         15          .          0          .          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  :                 38.5       34.7       55.8       55.8       16.4       12.5       19.5       16.4
Old  :                 38.5       34.7       55.8       55.8       16.4       12.5       19.5       16.4
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, March 20, 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  :   408,012:   154,613    273,597     32,632     15,794     22,570     89,682      2,987     29,377     16,293     13,891     33,826:   29,018    15,971
Old  :   408,012:   154,613    273,597     32,632     15,794     22,570     89,682      2,987     29,377     16,293     13,891     33,826:   29,018    15,971
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :     2,013:     1,482     -3,510       -616        268      1,193     -7,105     -1,200        440        103     -1,692      6,250:      267       264
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.9       67.1        8.0        3.9        5.5       22.0        0.7        7.2        4.0        3.4        8.3:      7.1       3.9
Old  :     100.0:      37.9       67.1        8.0        3.9        5.5       22.0        0.7        7.2        4.0        3.4        8.3:      7.1       3.9
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  :       240:        64         79         17          6         21         83          8         44         17         12         21:
Old  :       240:        64         79         17          6         21         83          8         44         17         12         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  :                 20.7       24.3       28.4       35.8        6.9       10.0       11.9       16.8
Old  :                 20.7       24.3       28.4       35.8        6.9       10.0       11.9       16.8
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, March 20, 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  :    23,203:    10,134     13,360        432      3,224         75      1,506          0        401      5,954        179        171:    4,530     5,793
Old  :    23,203:    10,134     13,360        432      3,224         75      1,506          0        401      5,954        179        171:    4,530     5,793
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :       160:       103         -3          0          0          0          0          0          0         46          0         10:        1       153
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.7       57.6        1.9       13.9        0.3        6.5        0.0        1.7       25.7        0.8        0.7:     19.5      25.0
Old  :     100.0:      43.7       57.6        1.9       13.9        0.3        6.5        0.0        1.7       25.7        0.8        0.7:     19.5      25.0
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  :        30:        11         17          .          .          .          .          0          .          4          .          .:
Old  :        30:        11         17          .          .          .          .          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  :                 47.7       38.8       63.8       58.6       46.9       38.8       59.4       58.6
Old  :                 47.7       38.8       63.8       58.6       46.9       38.8       59.4       58.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-11165L
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 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  :    28,913:    28,004      6,882          0     19,706          0          0          0          0          0          0          0:      909     2,325
Old  :    28,913:    28,004      6,882          0     19,706          0          0          0          0          0          0          0:      909     2,325
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :     1,625:     1,710         30          0      1,435          0          0          0          0          0          0          0:      -85       160
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      96.9       23.8        0.0       68.2        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      3.1       8.0
Old  :     100.0:      96.9       23.8        0.0       68.2        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      3.1       8.0
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:        13         11          0          6          0          0          0          0          0          0          0:
Old  :        24:        13         11          0          6          0          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  :                 75.8       64.1       90.2       79.5       73.3       64.1       87.3       79.3
Old  :                 75.8       64.1       90.2       79.5       73.3       64.1       87.3       79.3
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, March 20, 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  :     9,239:     4,401      4,214      2,694        537      1,541        100          0          0          4      2,593        304:      195        50
Old  :     9,239:     4,401      4,214      2,694        537      1,541        100          0          0          4      2,593        304:      195        50
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :       103:        40         63        120        -23        -15          0          0          0        -42         78          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.6       45.6       29.2        5.8       16.7        1.1        0.0        0.0        0.0       28.1        3.3:      2.1       0.5
Old  :     100.0:      47.6       45.6       29.2        5.8       16.7        1.1        0.0        0.0        0.0       28.1        3.3:      2.1       0.5
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  :        38:        17         19          8          4          8          .          0          0          .          .          .:
Old  :        38:        17         19          8          4          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  :                 37.7       41.2       58.9       63.8       34.2       40.7       49.7       57.4
Old  :                 37.7       41.2       58.9       63.8       34.2       40.7       49.7       57.4
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, March 20, 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  :    54,428:    45,291     25,056      5,139     27,238      1,657      1,255          0         25        300         50        100:      661       302
Old  :    54,428:    45,291     25,056      5,139     27,238      1,657      1,255          0         25        300         50        100:      661       302
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :      -476:      -527         24        -75       -376       -149        125          0         25        100          0          0:       25         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.2       46.0        9.4       50.0        3.0        2.3        0.0        0.0        0.6        0.1        0.2:      1.2       0.6
Old  :     100.0:      83.2       46.0        9.4       50.0        3.0        2.3        0.0        0.0        0.6        0.1        0.2:      1.2       0.6
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  :        56:        28         26          7          8          8          .          0          .          .          .          .:
Old  :        56:        28         26          7          8          8          .          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  :                 54.9       55.2       67.0       72.3       52.1       51.7       62.6       67.8
Old  :                 54.9       55.2       67.0       72.3       52.1       51.7       62.6       67.8
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, March 20, 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  :    22,423:    18,419     17,564      3,224      4,196        663          0          0          0          0          0          0:      117         0
Old  :    22,423:    18,419     17,564      3,224      4,196        663          0          0          0          0          0          0:      117         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :       945:       800        485        -15        300        160          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.1       78.3       14.4       18.7        3.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.5       0.0
Old  :     100.0:      82.1       78.3       14.4       18.7        3.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.5       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  :        30:        16         13          8          .          .          0          0          0          0          0          0:
Old  :        30:        16         13          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  :                 54.8       79.0       71.9       95.0       24.1       50.7       39.1       53.8
Old  :                 54.8       79.0       71.9       95.0       24.1       50.7       39.1       53.8
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, March 20, 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  :     8,960:     4,993      3,650      3,002        500        965          0        670          0          0      3,175          0:        0         0
Old  :     8,960:     4,993      3,650      3,002        500        965          0        670          0          0      3,175          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :       200:       150        150        100        100        -50          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.7       40.7       33.5        5.6       10.8        0.0        7.5        0.0        0.0       35.4        0.0:      0.0       0.0
Old  :     100.0:      55.7       40.7       33.5        5.6       10.8        0.0        7.5        0.0        0.0       35.4        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  :        35:        16         11          9          .          7          0          .          0          0          .          0:
Old  :        35:        16         11          9          .          7          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  :                 44.0       69.1       68.2       82.0       39.9       63.3       59.7       73.6
Old  :                 44.0       69.1       68.2       82.0       39.9       63.3       59.7       73.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-86565A
Disaggregated Commitments of Traders - Options and Futures Combined, March 20, 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  :     4,226:     1,604      3,323        423          6        487        165          0          0      1,320        385         25:      202         0
Old  :     4,226:     1,604      3,323        423          6        487        165          0          0      1,320        385         25:      202         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :      -299:      -950       -225          0          0          0          0          0          0        725          0        -74:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.0       78.6       10.0        0.1       11.5        3.9        0.0        0.0       31.2        9.1        0.6:      4.8       0.0
Old  :     100.0:      38.0       78.6       10.0        0.1       11.5        3.9        0.0        0.0       31.2        9.1        0.6:      4.8       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:         8          5          .          .          .          .          0          0          .          .          .:
Old  :        20:         8          5          .          .          .          .          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  :                 59.9       85.1       82.4       97.5       58.3       83.1       74.6       85.4
Old  :                 59.9       85.1       82.4       97.5       58.3       83.1       74.6       85.4
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, March 20, 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  :    25,380:    13,185     13,963      5,470      4,210      2,392        258      1,547          0      1,066        211      2,979:       30        78
Old  :    25,380:    13,185     13,963      5,470      4,210      2,392        258      1,547          0      1,066        211      2,979:       30        78
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :       270:      -484        -57        427        474        121        108        -37        -50         60       -264         96:       -8       -13
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.0       55.0       21.6       16.6        9.4        1.0        6.1        0.0        4.2        0.8       11.7:      0.1       0.3
Old  :     100.0:      52.0       55.0       21.6       16.6        9.4        1.0        6.1        0.0        4.2        0.8       11.7:      0.1       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  :        60:        23         27         11          7         12          .          .          0          4          .          .:
Old  :        60:        23         27         11          7         12          .          .          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  :                 32.3       31.1       49.8       53.2       21.6       26.5       32.9       39.9
Old  :                 32.3       31.1       49.8       53.2       21.6       26.5       32.9       39.9
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, March 20, 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  :     3,185:     2,588      1,124        400        996         76          0        650          0        100        197         21:        0       121
Old  :     3,185:     2,588      1,124        400        996         76          0        650          0        100        197         21:        0       121
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :        95:        95         95          0        120          0          0        -99          0          0          0          0:        0       -21
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.3       35.3       12.6       31.3        2.4        0.0       20.4        0.0        3.1        6.2        0.7:      0.0       3.8
Old  :     100.0:      81.3       35.3       12.6       31.3        2.4        0.0       20.4        0.0        3.1        6.2        0.7:      0.0       3.8
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:         5          6          .          5          .          0          .          0          .          .          .:
Old  :        22:         5          6          .          5          .          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  :                 80.7       45.2       95.4       75.8       75.4       42.5       84.6       67.6
Old  :                 80.7       45.2       95.4       75.8       75.4       42.5       84.6       67.6
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, March 20, 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  :    10,179:     8,267      5,513        448      1,500        662        314      1,326        415         45        736          0:       28        27
Old  :    10,179:     8,267      5,513        448      1,500        662        314      1,326        415         45        736          0:       28        27
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :       674:       814        737       -140          0          0         50          5        -50          0        -45          0:        0        27
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.2       54.2        4.4       14.7        6.5        3.1       13.0        4.1        0.4        7.2        0.0:      0.3       0.3
Old  :     100.0:      81.2       54.2        4.4       14.7        6.5        3.1       13.0        4.1        0.4        7.2        0.0:      0.3       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  :        46:        24         19          .          6          4          .          .          .          .          5          0:
Old  :        46:        24         19          .          6          4          .          .          .          .          5          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  :                 39.6       41.1       55.4       61.8       36.7       35.7       48.3       47.0
Old  :                 39.6       41.1       55.4       61.8       36.7       35.7       48.3       47.0
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, March 20, 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  :    26,487:     9,638     13,845      3,339      8,679      1,461        101      1,190          0     11,206        264        323:      419       725
Old  :    26,487:     9,638     13,845      3,339      8,679      1,461        101      1,190          0     11,206        264        323:      419       725
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :       668:       473        294          0        405          0          0       -111          0         91          0         50:       54        30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.4       52.3       12.6       32.8        5.5        0.4        4.5        0.0       42.3        1.0        1.2:      1.6       2.7
Old  :     100.0:      36.4       52.3       12.6       32.8        5.5        0.4        4.5        0.0       42.3        1.0        1.2:      1.6       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  :        51:        11         20          9          8          7          .          .          0          6          .          4:
Old  :        51:        11         20          9          8          7          .          .          0          6          .          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  :                 62.7       48.4       75.9       63.5       61.2       48.2       72.2       62.3
Old  :                 62.7       48.4       75.9       63.5       61.2       48.2       72.2       62.3
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, March 20, 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  :    29,990:    18,754     16,194        404      6,625      1,085      2,797          0         24        984        612        507:    5,435     4,943
Old  :    29,990:    18,754     16,194        404      6,625      1,085      2,797          0         24        984        612        507:    5,435     4,943
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2012                                                                   :
     :     1,820:     1,113        986        404        290        355         51          0          0          0        612          0:     -103      -423
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.5       54.0        1.3       22.1        3.6        9.3        0.0        0.1        3.3        2.0        1.7:     18.1      16.5
Old  :     100.0:      62.5       54.0        1.3       22.1        3.6        9.3        0.0        0.1        3.3        2.0        1.7:     18.1      16.5
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  :        27:        16         13          .          4          .          .          0          .          .          .          .:
Old  :        27:        16         13          .          4          .          .          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  :                 39.2       44.0       61.2       63.0       38.4       40.4       58.2       58.4
Old  :                 39.2       44.0       61.2       63.0       38.4       40.4       58.2       58.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 23, 2012