GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165A
Disaggregated Commitments of Traders - Futures Only, January 10, 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  :    45,014:    33,309     38,960      6,052        709      4,588          0          0        400        219          0         45:      401       312
Old  :    45,014:    33,309     38,960      6,052        709      4,588          0          0        400        219          0         45:      401       312
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :    -3,817:    -1,716     -3,441     -1,506        280       -631          0          0          0       -175          0         45:      166       -70
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.0       86.6       13.4        1.6       10.2        0.0        0.0        0.9        0.5        0.0        0.1:      0.9       0.7
Old  :     100.0:      74.0       86.6       13.4        1.6       10.2        0.0        0.0        0.9        0.5        0.0        0.1:      0.9       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  :        52:        25         33          8          4         10          0          0          .          .          0          .:
Old  :        52:        25         33          8          4         10          0          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       40.4       62.7       58.2       14.9       14.1       23.5       21.2
Old  :                 39.6       40.4       62.7       58.2       14.9       14.1       23.5       21.2
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 - Futures Only, January 10, 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  :    15,614:    13,217     12,603        449      1,190      1,781          0          0          0          0          0          0:      167        40
Old  :    15,614:    13,217     12,603        449      1,190      1,781          0          0          0          0          0          0:      167        40
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :    -2,540:      -613     -2,877     -1,407        960       -560          0          0          0          0          0          0:       40       -63
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.6       80.7        2.9        7.6       11.4        0.0        0.0        0.0        0.0        0.0        0.0:      1.1       0.3
Old  :     100.0:      84.6       80.7        2.9        7.6       11.4        0.0        0.0        0.0        0.0        0.0        0.0:      1.1       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  :        31:        14         21          4          4          6          0          0          0          0          0          0:
Old  :        31:        14         21          4          4          6          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.0       43.8       76.1       73.9        9.8       12.8       16.7       18.6
Old  :                 48.0       43.8       76.1       73.9        9.8       12.8       16.7       18.6
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 - Futures Only, January 10, 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  :     9,918:     5,581      5,817        824        298      2,383          0          0         45          0        357        153:      932       865
Old  :     9,918:     5,581      5,817        824        298      2,383          0          0         45          0        357        153:      932       865
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :    -1,323:      -994       -759         68        -50       -239          0          0          0       -138       -176         -4:      -16       -95
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.3       58.7        8.3        3.0       24.0        0.0        0.0        0.5        0.0        3.6        1.5:      9.4       8.7
Old  :     100.0:      56.3       58.7        8.3        3.0       24.0        0.0        0.0        0.5        0.0        3.6        1.5:      9.4       8.7
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:        21         25          7          5         12          0          0          .          0          .          .:
Old  :        40:        21         25          7          5         12          0          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       25.8       52.8       41.1       16.5       10.8       20.5       16.5
Old  :                 32.3       25.8       52.8       41.1       16.5       10.8       20.5       16.5
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 - Futures Only, January 10, 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  :     5,860:     2,781      3,988      1,091        394        587          0          0         25        692         34        127:      557       705
Old  :     5,860:     2,781      3,988      1,091        394        587          0          0         25        692         34        127:      557       705
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :    -1,274:    -1,017       -863        -24        160       -238          0        -46          0        259        -35       -255:        1         3
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.5       68.1       18.6        6.7       10.0        0.0        0.0        0.4       11.8        0.6        2.2:      9.5      12.0
Old  :     100.0:      47.5       68.1       18.6        6.7       10.0        0.0        0.0        0.4       11.8        0.6        2.2:      9.5      12.0
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  :        48:        26         26          7          6         11          0          0          .          .          .          4:
Old  :        48:        26         26          7          6         11          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  :                 32.4       33.6       48.0       48.5       27.3       29.2       38.4       38.2
Old  :                 32.4       33.6       48.0       48.5       27.3       29.2       38.4       38.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165H
Disaggregated Commitments of Traders - Futures Only, January 10, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     3,837:     2,536      1,915        575        457        268        105          0          0          0          0         62:      291     1,135
Old  :     3,837:     2,536      1,915        575        457        268        105          0          0          0          0         62:      291     1,135
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :      -125:      -105       -134         72         75        -45          0          0          0        -21          0          0:      -26       -21
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.1       49.9       15.0       11.9        7.0        2.7        0.0        0.0        0.0        0.0        1.6:      7.6      29.6
Old  :     100.0:      66.1       49.9       15.0       11.9        7.0        2.7        0.0        0.0        0.0        0.0        1.6:      7.6      29.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        13         15          .          4          5          .          0          0          0          0          .:
Old  :        24:        13         15          .          4          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  :                 52.1       31.8       68.0       49.5       47.1       20.0       53.4       29.4
Old  :                 52.1       31.8       68.0       49.5       47.1       20.0       53.4       29.4
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 - Futures Only, January 10, 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  :     2,755:     1,363      1,211        145        295        417         75          0         40         15        493         10:      690       289
Old  :     2,755:     1,363      1,211        145        295        417         75          0         40         15        493         10:      690       289
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :      -392:      -197       -341        -44         35        -56          0          0         40       -125        -35          4:      -14       -39
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.5       44.0        5.3       10.7       15.1        2.7        0.0        1.5        0.5       17.9        0.4:     25.0      10.5
Old  :     100.0:      49.5       44.0        5.3       10.7       15.1        2.7        0.0        1.5        0.5       17.9        0.4:     25.0      10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        12         14          .          4          7          .          0          .          .          .          .:
Old  :        30:        12         14          .          4          7          .          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  :                 23.6       46.1       40.6       64.4       21.3       39.7       31.8       48.0
Old  :                 23.6       46.1       40.6       64.4       21.3       39.7       31.8       48.0
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 - Futures Only, January 10, 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  :     6,937:     6,131      6,100        505        596        115          0          0          0          0          0          0:      186       126
Old  :     6,937:     6,131      6,100        505        596        115          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:       January 3, 2012                                                                  :
     :    -3,173:    -2,335     -3,063       -478        270       -375          0          0          0          0          0          0:       15        -5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.4       87.9        7.3        8.6        1.7        0.0        0.0        0.0        0.0        0.0        0.0:      2.7       1.8
Old  :     100.0:      88.4       87.9        7.3        8.6        1.7        0.0        0.0        0.0        0.0        0.0        0.0:      2.7       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        10          9          .          .          .          0          0          0          0          0          0:
Old  :        20:        10          9          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.7       73.1       87.2       91.5       46.6       65.5       68.9       72.3
Old  :                 56.7       73.1       87.2       91.5       46.6       65.5       68.9       72.3
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 - Futures Only, January 10, 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  :    25,030:    19,558     20,360      2,573      1,668      2,608          0          0          0          0        343         51:      240         0
Old  :    25,030:    19,558     20,360      2,573      1,668      2,608          0          0          0          0        343         51:      240         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :    -3,148:    -2,804     -2,919       -215        245       -294          0          0          0          0       -105        -75:      240         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.1       81.3       10.3        6.7       10.4        0.0        0.0        0.0        0.0        1.4        0.2:      1.0       0.0
Old  :     100.0:      78.1       81.3       10.3        6.7       10.4        0.0        0.0        0.0        0.0        1.4        0.2:      1.0       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  :        33:        17         16          6          5          8          0          0          0          0          .          .:
Old  :        33:        17         16          6          5          8          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.4       50.2       67.9       72.6       23.7       23.1       32.6       33.6
Old  :                 48.4       50.2       67.9       72.6       23.7       23.1       32.6       33.6
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 - Futures Only, January 10, 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  :   272,921:    83,922    157,086     43,890     10,227     16,390     41,491     11,406     18,817     11,626     25,033      9,317:   47,468    24,645
Old  :   272,921:    83,922    157,086     43,890     10,227     16,390     41,491     11,406     18,817     11,626     25,033      9,317:   47,468    24,645
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :     3,516:    -3,864     -1,282     -3,129      1,932     -1,047      3,906         32        877       -992      3,723        589:    7,176    -1,308
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.7       57.6       16.1        3.7        6.0       15.2        4.2        6.9        4.3        9.2        3.4:     17.4       9.0
Old  :     100.0:      30.7       57.6       16.1        3.7        6.0       15.2        4.2        6.9        4.3        9.2        3.4:     17.4       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  :       157:        55         75         12          4         14         29         10         19         11         12         17:
Old  :       157:        55         75         12          4         14         29         10         19         11         12         17:
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  :                 11.5       20.9       20.9       32.8        9.3       14.2       17.0       20.5
Old  :                 11.5       20.9       20.9       32.8        9.3       14.2       17.0       20.5
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 - Futures Only, January 10, 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  :    13,973:     8,457      8,455      3,086        315      2,112          0          0        100        150      2,441         50:       18       500
Old  :    13,973:     8,457      8,455      3,086        315      2,112          0          0        100        150      2,441         50:       18       500
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :    -2,336:    -2,289     -1,503      1,393       -858     -1,158       -100          0        100       -150        983       -150:       18       250
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.5       60.5       22.1        2.3       15.1        0.0        0.0        0.7        1.1       17.5        0.4:      0.1       3.6
Old  :     100.0:      60.5       60.5       22.1        2.3       15.1        0.0        0.0        0.7        1.1       17.5        0.4:      0.1       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  :        55:        27         30          8          4          8          0          0          .          .          .          .:
Old  :        55:        27         30          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  :                 38.5       37.4       57.8       52.5       26.9       30.2       39.2       37.9
Old  :                 38.5       37.4       57.8       52.5       26.9       30.2       39.2       37.9
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 - Futures Only, January 10, 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  :     8,734:     5,095      5,759      1,275      1,320      1,655        570          0          0        100          0          0:       39         0
Old  :     8,734:     5,095      5,759      1,275      1,320      1,655        570          0          0        100          0          0:       39         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :       780:       605        105          0        450        300          0          0          0        -50          0          0:      -75       -75
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.3       65.9       14.6       15.1       18.9        6.5        0.0        0.0        1.1        0.0        0.0:      0.4       0.0
Old  :     100.0:      58.3       65.9       14.6       15.1       18.9        6.5        0.0        0.0        1.1        0.0        0.0:      0.4       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  :        31:        11         13          5          5          9          .          0          0          .          0          0:
Old  :        31:        11         13          5          5          9          .          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  :                 41.9       41.9       62.0       62.2       34.3       35.3       49.9       50.7
Old  :                 41.9       41.9       62.0       62.2       34.3       35.3       49.9       50.7
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 - Futures Only, January 10, 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  :     3,415:     3,340      3,115         50        300          0          0          0          0          0          0          0:       25         0
Old  :     3,415:     3,340      3,115         50        300          0          0          0          0          0          0          0:       25         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      97.8       91.2        1.5        8.8        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.7       0.0
Old  :     100.0:      97.8       91.2        1.5        8.8        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.7       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        10         10          .          .          0          0          0          0          0          0          0:
Old  :        20:        10         10          .          .          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  :                 74.4       79.5       93.4       96.3       62.7       79.5       81.7       86.1
Old  :                 74.4       79.5       93.4       96.3       62.7       79.5       81.7       86.1
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 - Futures Only, January 10, 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  :    10,246:     7,232      7,402          0        517         90        775          0        225        308        498      1,028:      588       486
Old  :    10,246:     7,232      7,402          0        517         90        775          0        225        308        498      1,028:      588       486
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :       196:         8        564          0        -43        -19         10          0        -10        -36       -470        223:       20       -49
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.6       72.2        0.0        5.0        0.9        7.6        0.0        2.2        3.0        4.9       10.0:      5.7       4.7
Old  :     100.0:      70.6       72.2        0.0        5.0        0.9        7.6        0.0        2.2        3.0        4.9       10.0:      5.7       4.7
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  :        33:        17         15          0          .          .          4          0          .          .          4          5:
Old  :        33:        17         15          0          .          .          4          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  :                 50.4       50.6       69.0       71.6       20.9       16.9       26.9       26.9
Old  :                 50.4       50.6       69.0       71.6       20.9       16.9       26.9       26.9
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 - Futures Only, January 10, 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  :     9,387:     8,294      8,274        128        231        122         49          0         82        330        382        155:      227       141
Old  :     9,387:     8,294      8,274        128        231        122         49          0         82        330        382        155:      227       141
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :       806:       579        815        -28         96         -7         49          0         82        123       -116        -26:       34       -38
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.4       88.1        1.4        2.5        1.3        0.5        0.0        0.9        3.5        4.1        1.7:      2.4       1.5
Old  :     100.0:      88.4       88.1        1.4        2.5        1.3        0.5        0.0        0.9        3.5        4.1        1.7:      2.4       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        48:        27         32          .          .          .          .          0          .          5          .          .:
Old  :        48:        27         32          .          .          .          .          0          .          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  :                 41.4       35.4       62.3       60.0       27.9       29.1       38.0       39.4
Old  :                 41.4       35.4       62.3       60.0       27.9       29.1       38.0       39.4
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 - Futures Only, January 10, 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  :     1,522:       870        790        315          0          6          0          0          0        110        427         26:      195       273
Old  :     1,522:       870        790        315          0          6          0          0          0        110        427         26:      195       273
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :      -435:      -371       -426         13          0        -20          0          0          0         63         12         -2:     -118         1
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.2       51.9       20.7        0.0        0.4        0.0        0.0        0.0        7.2       28.1        1.7:     12.8      17.9
Old  :     100.0:      57.2       51.9       20.7        0.0        0.4        0.0        0.0        0.0        7.2       28.1        1.7:     12.8      17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        17         18          .          0          .          0          0          0          .          .          .:
Old  :        31:        17         18          .          0          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       46.5       54.3       59.7       35.1       44.8       52.0       57.4
Old  :                 36.5       46.5       54.3       59.7       35.1       44.8       52.0       57.4
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 - Futures Only, January 10, 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  :   371,454:   130,753    107,859     33,434     75,671     64,978     36,928     21,153     20,213     11,957     12,029     55,995:   17,196    13,556
Old  :   371,454:   130,753    107,859     33,434     75,671     64,978     36,928     21,153     20,213     11,957     12,029     55,995:   17,196    13,556
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :   -22,082:     6,039    -10,965      1,393      2,936      1,592      3,142      1,992      1,603     -8,318      5,572    -13,635:  -13,898   -11,177
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.2       29.0        9.0       20.4       17.5        9.9        5.7        5.4        3.2        3.2       15.1:      4.6       3.6
Old  :     100.0:      35.2       29.0        9.0       20.4       17.5        9.9        5.7        5.4        3.2        3.2       15.1:      4.6       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  :       117:        33         32          8         18         22         16          8         16         13         16         29:
Old  :       117:        33         32          8         18         22         16          8         16         13         16         29:
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  :                 20.0       20.4       33.1       33.6       10.7       13.8       18.0       20.2
Old  :                 20.0       20.4       33.1       33.6       10.7       13.8       18.0       20.2
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 - Futures Only, January 10, 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  : 1,388,799:   185,446    284,092    187,587    284,336    205,841    213,674     39,589    224,917     98,498    113,235    178,098:   94,738    58,691
Old  : 1,388,799:   185,446    284,092    187,587    284,336    205,841    213,674     39,589    224,917     98,498    113,235    178,098:   94,738    58,691
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :    15,781:    20,069     19,484    -13,204     10,624     -9,392     -2,804     -6,858     -8,823     13,896      3,070      7,951:    8,088      -275
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.4       20.5       13.5       20.5       14.8       15.4        2.9       16.2        7.1        8.2       12.8:      6.8       4.2
Old  :     100.0:      13.4       20.5       13.5       20.5       14.8       15.4        2.9       16.2        7.1        8.2       12.8:      6.8       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  :       304:        45         48         19         26         37         73         29         64         50         42         78:
Old  :       304:        45         48         19         26         37         73         29         64         50         42         78:
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  :                 19.1       14.1       28.7       23.4       13.9       10.8       19.2       17.1
Old  :                 19.1       14.1       28.7       23.4       13.9       10.8       19.2       17.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06765A
Disaggregated Commitments of Traders - Futures Only, January 10, 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  :   189,186:    35,677     21,101     30,193     72,287     25,184          0          0          0     49,035      8,348        381:   48,716    61,885
Old  :   189,186:    35,677     21,101     30,193     72,287     25,184          0          0          0     49,035      8,348        381:   48,716    61,885
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :     3,740:        93        -25        459        680        127          0          0          0      2,628        -60        -84:      517     3,102
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.9       11.2       16.0       38.2       13.3        0.0        0.0        0.0       25.9        4.4        0.2:     25.8      32.7
Old  :     100.0:      18.9       11.2       16.0       38.2       13.3        0.0        0.0        0.0       25.9        4.4        0.2:     25.8      32.7
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  :        24:         4          5          5          7          9          0          0          0          4          .          .:
Old  :        24:         4          5          5          7          9          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  :                 43.1       32.4       60.9       50.5       42.1       28.2       54.1       42.7
Old  :                 43.1       32.4       60.9       50.5       42.1       28.2       54.1       42.7
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 - Futures Only, January 10, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    17,056:    10,324      9,121      2,784      3,129      3,364          0         25         25          0        842        550:        9         0
Old  :    17,056:    10,324      9,121      2,784      3,129      3,364          0         25         25          0        842        550:        9         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :      -467:      -169     -1,202       -602        840        195          0          0          0          0       -400        100:        9         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.5       53.5       16.3       18.3       19.7        0.0        0.1        0.1        0.0        4.9        3.2:      0.1       0.0
Old  :     100.0:      60.5       53.5       16.3       18.3       19.7        0.0        0.1        0.1        0.0        4.9        3.2:      0.1       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  :        38:        15         14          8          5          8          0          .          .          0          .          .:
Old  :        38:        15         14          8          5          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  :                 41.7       47.0       65.7       69.5       35.6       47.0       49.3       60.4
Old  :                 41.7       47.0       65.7       69.5       35.6       47.0       49.3       60.4
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 - Futures Only, January 10, 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  :    61,291:     4,628      1,920     25,375     17,531     20,336      3,380      5,312         59      1,485      7,036      1,990:    4,038     7,107
Old  :    61,291:     4,628      1,920     25,375     17,531     20,336      3,380      5,312         59      1,485      7,036      1,990:    4,038     7,107
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :     1,839:         0          0       -385         25      2,243         25          0          0          0        -45       -407:      363        23
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.6        3.1       41.4       28.6       33.2        5.5        8.7        0.1        2.4       11.5        3.2:      6.6      11.6
Old  :     100.0:       7.6        3.1       41.4       28.6       33.2        5.5        8.7        0.1        2.4       11.5        3.2:      6.6      11.6
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  :        30:         .          .          8          9         14          .          .          .          .          .          5:
Old  :        30:         .          .          8          9         14          .          .          .          .          .          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  :                 54.9       45.9       71.2       66.5       36.8       36.8       50.3       46.4
Old  :                 54.9       45.9       71.2       66.5       36.8       36.8       50.3       46.4
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 - Futures Only, January 10, 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  :    31,001:       200      2,515     11,997     10,366     11,445      3,312        897      1,701          0      1,113        400:    1,946     2,564
Old  :    31,001:       200      2,515     11,997     10,366     11,445      3,312        897      1,701          0      1,113        400:    1,946     2,564
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :       800:         0          0        -97       -198      1,032         82       -230       -115          0         13        -50:      -52       348
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       0.6        8.1       38.7       33.4       36.9       10.7        2.9        5.5        0.0        3.6        1.3:      6.3       8.3
Old  :     100.0:       0.6        8.1       38.7       33.4       36.9       10.7        2.9        5.5        0.0        3.6        1.3:      6.3       8.3
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  :        23:         .          .          6          6         12          .          .          .          0          .          .:
Old  :        23:         .          .          6          6         12          .          .          .          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  :                 52.8       52.5       71.6       69.4       39.7       31.7       48.1       42.1
Old  :                 52.8       52.5       71.6       69.4       39.7       31.7       48.1       42.1
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 - Futures Only, January 10, 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  :   298,932:   104,593    209,757     34,527      9,162     16,795     75,303      3,909     21,834     13,019     15,430      9,202:   23,659    12,843
Old  :   298,932:   104,593    209,757     34,527      9,162     16,795     75,303      3,909     21,834     13,019     15,430      9,202:   23,659    12,843
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :    19,453:     7,757     15,916        256        610      1,353      3,364       -623      3,049        307     -2,645      2,752:      615      -959
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.0       70.2       11.6        3.1        5.6       25.2        1.3        7.3        4.4        5.2        3.1:      7.9       4.3
Old  :     100.0:      35.0       70.2       11.6        3.1        5.6       25.2        1.3        7.3        4.4        5.2        3.1:      7.9       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       195:        57         71         14          5         16         69          5         33         16          8         12:
Old  :       195:        57         71         14          5         16         69          5         33         16          8         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  :                 16.0       26.1       25.0       40.4        9.2       16.1       15.3       23.6
Old  :                 16.0       26.1       25.0       40.4        9.2       16.1       15.3       23.6
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 - Futures Only, January 10, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :    19,149:     5,812      8,905          0      3,441        211      2,650          0        903      5,132          0        147:    4,294     5,542
Old  :    19,149:     5,812      8,905          0      3,441        211      2,650          0        903      5,132          0        147:    4,294     5,542
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.4       46.5        0.0       18.0        1.1       13.8        0.0        4.7       26.8        0.0        0.8:     22.4      28.9
Old  :     100.0:      30.4       46.5        0.0       18.0        1.1       13.8        0.0        4.7       26.8        0.0        0.8:     22.4      28.9
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  :        21:         7         13          0          .          .          .          0          .          4          0          .:
Old  :        21:         7         13          0          .          .          .          0          .          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  :                 51.4       40.3       69.6       57.0       45.6       38.8       61.7       53.4
Old  :                 51.4       40.3       69.6       57.0       45.6       38.8       61.7       53.4
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 - Futures Only, January 10, 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  :     6,517:     3,467      3,698      1,379        328      1,265          0          0          0        350      1,168          0:       56        58
Old  :     6,517:     3,467      3,698      1,379        328      1,265          0          0          0        350      1,168          0:       56        58
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :    -1,896:    -1,191     -1,426       -305       -220       -236          0          0          0       -100         48       -100:       36        38
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.2       56.7       21.2        5.0       19.4        0.0        0.0        0.0        5.4       17.9        0.0:      0.9       0.9
Old  :     100.0:      53.2       56.7       21.2        5.0       19.4        0.0        0.0        0.0        5.4       17.9        0.0:      0.9       0.9
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  :        35:        15         18          5          4          7          0          0          0          .          .          0:
Old  :        35:        15         18          5          4          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  :                 40.3       42.3       61.1       65.7       33.7       36.9       48.5       47.6
Old  :                 40.3       42.3       61.1       65.7       33.7       36.9       48.5       47.6
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 - Futures Only, January 10, 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  :    45,263:    38,953     22,544      4,065     21,565        985        325          0          0          0          0          0:      935       169
Old  :    45,263:    38,953     22,544      4,065     21,565        985        325          0          0          0          0          0:      935       169
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :    -6,849:    -6,452     -5,740       -180       -560       -255        100       -134          0          0          0          0:      -62      -160
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.1       49.8        9.0       47.6        2.2        0.7        0.0        0.0        0.0        0.0        0.0:      2.1       0.4
Old  :     100.0:      86.1       49.8        9.0       47.6        2.2        0.7        0.0        0.0        0.0        0.0        0.0:      2.1       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:        31         26          7          7          8          .          0          0          0          0          0:
Old  :        55:        31         26          7          7          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  :                 54.3       58.9       70.6       73.4       51.9       58.3       65.4       70.9
Old  :                 54.3       58.9       70.6       73.4       51.9       58.3       65.4       70.9
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 - Futures Only, January 10, 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  :    12,805:     8,581      8,349      3,522      3,966        340          0          0          0          0          0          0:      362       150
Old  :    12,805:     8,581      8,349      3,522      3,966        340          0          0          0          0          0          0:      362       150
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :    -1,965:    -1,485     -1,075       -285       -545       -195          0       -150          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.0       65.2       27.5       31.0        2.7        0.0        0.0        0.0        0.0        0.0        0.0:      2.8       1.2
Old  :     100.0:      67.0       65.2       27.5       31.0        2.7        0.0        0.0        0.0        0.0        0.0        0.0:      2.8       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        10         11          7          .          .          0          0          0          0          0          0:
Old  :        24:        10         11          7          .          .          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  :                 53.3       79.7       73.8       92.6       40.2       68.9       58.4       75.2
Old  :                 53.3       79.7       73.8       92.6       40.2       68.9       58.4       75.2
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 - Futures Only, January 10, 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  :     7,250:     4,020      2,475      1,830        630        950          0          0        300        150      2,875          0:        0        20
Old  :     7,250:     4,020      2,475      1,830        630        950          0          0        300        150      2,875          0:        0        20
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :      -215:      -775       -185         40       -270        270          0          0        300        -50       -350          0:        0        20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.4       34.1       25.2        8.7       13.1        0.0        0.0        4.1        2.1       39.7        0.0:      0.0       0.3
Old  :     100.0:      55.4       34.1       25.2        8.7       13.1        0.0        0.0        4.1        2.1       39.7        0.0:      0.0       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        17          9          7          .          6          0          0          .          .          .          0:
Old  :        36:        17          9          7          .          6          0          0          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       68.6       63.4       85.6       35.8       59.7       51.7       68.3
Old  :                 38.2       68.6       63.4       85.6       35.8       59.7       51.7       68.3
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 - Futures Only, January 10, 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  :    23,889:    15,498     12,304      4,879      4,292      1,834          0      3,405          0      1,044      1,379        574:       60       101
Old  :    23,889:    15,498     12,304      4,879      4,292      1,834          0      3,405          0      1,044      1,379        574:       60       101
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :     1,574:       910        692         90        249         57          0          0          0        160        256        300:       57        20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.9       51.5       20.4       18.0        7.7        0.0       14.3        0.0        4.4        5.8        2.4:      0.3       0.4
Old  :     100.0:      64.9       51.5       20.4       18.0        7.7        0.0       14.3        0.0        4.4        5.8        2.4:      0.3       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  :        59:        22         29          8          8          9          0          .          0          .          .          4:
Old  :        59:        22         29          8          8          9          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  :                 41.0       36.1       57.6       51.1       35.9       34.7       50.7       46.4
Old  :                 41.0       36.1       57.6       51.1       35.9       34.7       50.7       46.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-86665A
Disaggregated Commitments of Traders - Futures Only, January 10, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    12,052:     8,903      8,006        287      2,471        315      1,767        471        471        185        316          0:      124         2
Old  :    12,052:     8,903      8,006        287      2,471        315      1,767        471        471        185        316          0:      124         2
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :       846:       420        694          0        -89        196        200          0          0         50         45          0:      -20         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.9       66.4        2.4       20.5        2.6       14.7        3.9        3.9        1.5        2.6        0.0:      1.0       0.0
Old  :     100.0:      73.9       66.4        2.4       20.5        2.6       14.7        3.9        3.9        1.5        2.6        0.0:      1.0       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  :        42:        21         19          .          6          .          .          .          .          .          .          0:
Old  :        42:        21         19          .          6          .          .          .          .          .          .          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  :                 43.3       50.5       66.6       72.9       43.3       48.2       59.6       64.2
Old  :                 43.3       50.5       66.6       72.9       43.3       48.2       59.6       64.2
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 - Futures Only, January 10, 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  :    30,192:    13,608     14,945      3,541      9,536      2,049          0      2,280          0      9,978          0        596:      420       786
Old  :    30,192:    13,608     14,945      3,541      9,536      2,049          0      2,280          0      9,978          0        596:      420       786
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :       346:       536        288        -20        228       -170          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.1       49.5       11.7       31.6        6.8        0.0        7.6        0.0       33.0        0.0        2.0:      1.4       2.6
Old  :     100.0:      45.1       49.5       11.7       31.6        6.8        0.0        7.6        0.0       33.0        0.0        2.0:      1.4       2.6
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  :        43:        10         18          8          9          9          0          .          0          5          0          5:
Old  :        43:        10         18          8          9          9          0          .          0          5          0          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  :                 64.0       51.7       75.3       67.7       62.0       51.4       70.7       64.3
Old  :                 64.0       51.7       75.3       67.7       62.0       51.4       70.7       64.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 13, 2012