GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165A
Disaggregated Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    31,957:    19,632     25,023      7,592      2,491      2,767          0          0        300      1,356      1,331          0:      310        45
Old  :    31,957:    19,632     25,023      7,592      2,491      2,767          0          0        300      1,356      1,331          0:      310        45
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -4,556:    -5,609     -7,075        769      1,511        361          0          0          0       -134        662          0:       57       -15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.4       78.3       23.8        7.8        8.7        0.0        0.0        0.9        4.2        4.2        0.0:      1.0       0.1
Old  :     100.0:      61.4       78.3       23.8        7.8        8.7        0.0        0.0        0.9        4.2        4.2        0.0:      1.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        26         29          8          5         12          0          0          .          .          .          0:
Old  :        55:        26         29          8          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  :                 41.6       37.0       63.0       59.2       36.2       24.1       46.2       37.6
Old  :                 41.6       37.0       63.0       59.2       36.2       24.1       46.2       37.6
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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    19,753:    13,341      9,279      4,426      8,317      1,782          0          0          0          0          0          0:      204       375
Old  :    19,753:    13,341      9,279      4,426      8,317      1,782          0          0          0          0          0          0:      204       375
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -3,212:    -3,132    -12,180       -751      8,236        607          0          0          0          0          0          0:       64       125
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.5       47.0       22.4       42.1        9.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.0       1.9
Old  :     100.0:      67.5       47.0       22.4       42.1        9.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.0       1.9
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  :        33:        19         20          6          .          8          0          0          0          0          0          0:
Old  :        33:        19         20          6          .          8          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.9       67.8       79.9       83.8       48.4       61.6       60.1       64.3
Old  :                 62.9       67.8       79.9       83.8       48.4       61.6       60.1       64.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-02165C
Disaggregated Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     6,620:     2,130      4,708      2,200          0        183          0          0          0        142        216         79:    1,886     1,434
Old  :     6,620:     2,130      4,708      2,200          0        183          0          0          0        142        216         79:    1,886     1,434
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :      -497:      -852       -503        284          0          0          0          0          0         14          0        -12:       69        18
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.2       71.1       33.2        0.0        2.8        0.0        0.0        0.0        2.1        3.3        1.2:     28.5      21.7
Old  :     100.0:      32.2       71.1       33.2        0.0        2.8        0.0        0.0        0.0        2.1        3.3        1.2:     28.5      21.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        13         15          4          0          .          0          0          0          .          .          .:
Old  :        21:        13         15          4          0          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.9       47.6       55.2       64.4       33.2       36.2       40.8       45.7
Old  :                 38.9       47.6       55.2       64.4       33.2       36.2       40.8       45.7
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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     8,892:     3,978      4,392        881      1,018      1,701          0        299          7        581        107        112:    1,632     1,256
Old  :     8,892:     3,978      4,392        881      1,018      1,701          0        299          7        581        107        112:    1,632     1,256
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :      -843:      -665       -857       -115        156       -196          0        153          7         56        -27         -4:       74       -75
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      44.7       49.4        9.9       11.4       19.1        0.0        3.4        0.1        6.5        1.2        1.3:     18.4      14.1
Old  :     100.0:      44.7       49.4        9.9       11.4       19.1        0.0        3.4        0.1        6.5        1.2        1.3:     18.4      14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        21         23          8          6         13          0          .          .          .          .          4:
Old  :        45:        21         23          8          6         13          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  :                 25.2       25.2       38.3       39.8       18.8       15.7       26.8       24.7
Old  :                 25.2       25.2       38.3       39.8       18.8       15.7       26.8       24.7
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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     7,291:     4,231      4,444      1,065        436        691         34          0         13        396        482        308:      553       917
Old  :     7,291:     4,231      4,444      1,065        436        691         34          0         13        396        482        308:      553       917
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -1,936:    -1,344     -1,886       -297         66       -173         -5          0          0        -43       -208        -43:      -31       308
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.0       61.0       14.6        6.0        9.5        0.5        0.0        0.2        5.4        6.6        4.2:      7.6      12.6
Old  :     100.0:      58.0       61.0       14.6        6.0        9.5        0.5        0.0        0.2        5.4        6.6        4.2:      7.6      12.6
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  :        63:        26         34         10          6         15          .          0          .          4          4          4:
Old  :        63:        26         34         10          6         15          .          0          .          4          4          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       17.2       47.0       32.1       28.3       16.7       37.4       29.4
Old  :                 33.4       17.2       47.0       32.1       28.3       16.7       37.4       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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     2,759:     1,007      1,167        382         84        630        180          0          0         30        100         20:      510       758
Old  :     2,759:     1,007      1,167        382         84        630        180          0          0         30        100         20:      510       758
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :      -713:      -687     -1,093       -153        -85        277        -70          0          0         -5          0          0:      -75       188
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.5       42.3       13.8        3.0       22.8        6.5        0.0        0.0        1.1        3.6        0.7:     18.5      27.5
Old  :     100.0:      36.5       42.3       13.8        3.0       22.8        6.5        0.0        0.0        1.1        3.6        0.7:     18.5      27.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         8          8          5          .          6          .          0          0          .          .          .:
Old  :        22:         8          8          5          .          6          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.0       40.7       63.3       56.4       31.2       26.5       44.1       38.7
Old  :                 43.0       40.7       63.3       56.4       31.2       26.5       44.1       38.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165J
Disaggregated Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     2,019:     1,518      1,021         75        515        111          0          0          0          0         76          0:      315       296
Old  :     2,019:     1,518      1,021         75        515        111          0          0          0          0         76          0:      315       296
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :      -731:      -678       -417         25       -232         -9          0          0          0          0        -35          0:      -69       -38
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.2       50.6        3.7       25.5        5.5        0.0        0.0        0.0        0.0        3.8        0.0:     15.6      14.7
Old  :     100.0:      75.2       50.6        3.7       25.5        5.5        0.0        0.0        0.0        0.0        3.8        0.0:     15.6      14.7
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  :        28:        14         13          .          5          .          0          0          0          0          .          0:
Old  :        28:        14         13          .          5          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       44.7       63.9       62.4       43.5       31.8       61.4       47.3
Old  :                 43.5       44.7       63.9       62.4       43.5       31.8       61.4       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-02165K
Disaggregated Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     1,506:       536        951        342         75         40          0          0          0         60         51          0:      528       389
Old  :     1,506:       536        951        342         75         40          0          0          0         60         51          0:      528       389
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :      -421:      -174       -351        -29         75        -69          0          0          0          0        -50        -20:     -129        -6
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.6       63.1       22.7        5.0        2.7        0.0        0.0        0.0        4.0        3.4        0.0:     35.1      25.8
Old  :     100.0:      35.6       63.1       22.7        5.0        2.7        0.0        0.0        0.0        4.0        3.4        0.0:     35.1      25.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11         15          .          .          .          0          0          0          .          .          0:
Old  :        22:        11         15          .          .          .          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  :                 40.0       35.5       52.5       54.7       35.3       34.5       41.4       45.8
Old  :                 40.0       35.5       52.5       54.7       35.3       34.5       41.4       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-02165T
Disaggregated Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    19,299:    16,598     11,402        351      5,422      2,275          0          0          0          0          0          0:       75       200
Old  :    19,299:    16,598     11,402        351      5,422      2,275          0          0          0          0          0          0:       75       200
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :        31:    -1,249     -5,484        -15      4,155      1,255          0          0          0          0          0          0:       40       105
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.0       59.1        1.8       28.1       11.8        0.0        0.0        0.0        0.0        0.0        0.0:      0.4       1.0
Old  :     100.0:      86.0       59.1        1.8       28.1       11.8        0.0        0.0        0.0        0.0        0.0        0.0:      0.4       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        11         12          .          5          6          0          0          0          0          0          0:
Old  :        25:        11         12          .          5          6          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.6       62.9       87.2       82.8       68.3       49.7       76.2       67.8
Old  :                 70.6       62.9       87.2       82.8       68.3       49.7       76.2       67.8
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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   305,890:   104,664    200,888     88,017      1,836     11,370     22,307     15,356     20,412     10,814      9,317     11,583:   36,723    35,128
Old  :   305,890:   104,664    200,888     88,017      1,836     11,370     22,307     15,356     20,412     10,814      9,317     11,583:   36,723    35,128
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -1,531:     6,294    -14,962      1,996        238     -1,513     -7,671      8,492      1,811       -183     -1,468        858:   -3,123     5,013
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.2       65.7       28.8        0.6        3.7        7.3        5.0        6.7        3.5        3.0        3.8:     12.0      11.5
Old  :     100.0:      34.2       65.7       28.8        0.6        3.7        7.3        5.0        6.7        3.5        3.0        3.8:     12.0      11.5
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  :       141:        59         61         18          .         15         18         15         15          8          9         18:
Old  :       141:        59         61         18          .         15         18         15         15          8          9         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       23.6       31.5       36.3       15.8       16.3       26.1       23.5
Old  :                 18.7       23.6       31.5       36.3       15.8       16.3       26.1       23.5
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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    14,219:     9,748     10,118      1,298      1,237      1,998          0          0          0        625        316        550:        0         0
Old  :    14,219:     9,748     10,118      1,298      1,237      1,998          0          0          0        625        316        550:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -3,148:      -941     -1,515     -1,254       -328       -548          0          0          0       -100       -452       -125:     -180      -180
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.6       71.2        9.1        8.7       14.1        0.0        0.0        0.0        4.4        2.2        3.9:      0.0       0.0
Old  :     100.0:      68.6       71.2        9.1        8.7       14.1        0.0        0.0        0.0        4.4        2.2        3.9:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        60:        29         32          7          6         10          0          0          0          4          5          .:
Old  :        60:        29         32          7          6         10          0          0          0          4          5          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       26.5       52.3       44.0       22.6       20.9       31.1       32.1
Old  :                 34.8       26.5       52.3       44.0       22.6       20.9       31.1       32.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-02265T
Disaggregated Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    12,608:     6,735      5,040      2,307      4,614      1,859        150          0          0        600        300        375:      582       420
Old  :    12,608:     6,735      5,040      2,307      4,614      1,859        150          0          0        600        300        375:      582       420
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -3,011:    -1,900       -605       -207     -1,821       -240       -997          0          0        175       -250        -25:      183       -70
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.4       40.0       18.3       36.6       14.7        1.2        0.0        0.0        4.8        2.4        3.0:      4.6       3.3
Old  :     100.0:      53.4       40.0       18.3       36.6       14.7        1.2        0.0        0.0        4.8        2.4        3.0:      4.6       3.3
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  :        37:        13         11          8          7          7          .          0          0          .          .          .:
Old  :        37:        13         11          8          7          7          .          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  :                 40.9       58.7       59.2       76.8       28.8       40.5       41.6       49.5
Old  :                 40.9       58.7       59.2       76.8       28.8       40.5       41.6       49.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                 Code-02265V
Disaggregated Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 METRIC TONS)                                                                                         :
     :          :    Positions                                                                                                           :
All  :     4,091:     1,539      1,532        287        267        357          0          0          0        587         96        178:    1,143     1,661
Old  :     4,091:     1,539      1,532        287        267        357          0          0          0        587         96        178:    1,143     1,661
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :      -418:      -101       -418       -183        -22        -21          0          0          0       -177         -8         43:       21         8
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.6       37.4        7.0        6.5        8.7        0.0        0.0        0.0       14.3        2.3        4.4:     27.9      40.6
Old  :     100.0:      37.6       37.4        7.0        6.5        8.7        0.0        0.0        0.0       14.3        2.3        4.4:     27.9      40.6
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  :        20:         9         11          4          .          4          0          0          0          .          .          .:
Old  :        20:         9         11          4          .          4          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  :                 34.1       24.7       54.5       41.6       25.5       21.3       39.1       28.5
Old  :                 34.1       24.7       54.5       41.6       25.5       21.3       39.1       28.5
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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    12,160:     8,501     10,015        498        419        490      1,060         63        312        505        292        422:      372       147
Old  :    12,160:     8,501     10,015        498        419        490      1,060         63        312        505        292        422:      372       147
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :       609:       529        617         43        -15        -24         43        -21         56        -35         32         69:      -72      -105
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.9       82.4        4.1        3.4        4.0        8.7        0.5        2.6        4.2        2.4        3.5:      3.1       1.2
Old  :     100.0:      69.9       82.4        4.1        3.4        4.0        8.7        0.5        2.6        4.2        2.4        3.5:      3.1       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  :        34:        14         17          .          .          .          4          .          .          4          4          .:
Old  :        34:        14         17          .          .          .          4          .          .          4          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.8       66.4       73.0       83.0       16.7       21.6       23.9       28.2
Old  :                 58.8       66.4       73.0       83.0       16.7       21.6       23.9       28.2
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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     3,588:     3,334      1,412          0        551         45          0          0          0          0      1,413          0:      209       167
Old  :     3,588:     3,334      1,412          0        551         45          0          0          0          0      1,413          0:      209       167
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -1,303:    -1,239       -911          0       -304        -31          0          0          0        -30        -52          0:       -3        -5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.9       39.4        0.0       15.4        1.3        0.0        0.0        0.0        0.0       39.4        0.0:      5.8       4.7
Old  :     100.0:      92.9       39.4        0.0       15.4        1.3        0.0        0.0        0.0        0.0       39.4        0.0:      5.8       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  :        24:        17         12          0          .          .          0          0          0          0          .          0:
Old  :        24:        17         12          0          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.8       63.7       77.1       84.0       51.1       59.4       67.6       74.4
Old  :                 58.8       63.7       77.1       84.0       51.1       59.4       67.6       74.4
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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   489,942:   117,119    149,601     68,372     44,233    146,100     24,085     16,101     33,231     10,795      8,069     72,750:   17,490    19,857
Old  :   489,942:   117,119    149,601     68,372     44,233    146,100     24,085     16,101     33,231     10,795      8,069     72,750:   17,490    19,857
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :     5,241:     2,680     -7,905       -278       -334      4,745         50      4,735        824       -795      5,026     -4,004:    2,019     2,154
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.9       30.5       14.0        9.0       29.8        4.9        3.3        6.8        2.2        1.6       14.8:      3.6       4.1
Old  :     100.0:      23.9       30.5       14.0        9.0       29.8        4.9        3.3        6.8        2.2        1.6       14.8:      3.6       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       104:        33         37         10         18         25          7         10         14          6         10         17:
Old  :       104:        33         37         10         18         25          7         10         14          6         10         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  :                 35.3       20.7       48.6       32.8       19.3        9.2       23.6       14.3
Old  :                 35.3       20.7       48.6       32.8       19.3        9.2       23.6       14.3
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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 1,271,853:   137,512    334,477    292,171    130,275    196,018    158,544    103,428    165,814     80,165    109,066    157,478:   84,151    75,297
Old  : 1,271,853:   137,512    334,477    292,171    130,275    196,018    158,544    103,428    165,814     80,165    109,066    157,478:   84,151    75,297
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    12,178:    -6,313    -17,887        694      6,193     -1,598     -9,913      9,187     11,800      9,866      1,671      1,507:    6,135     1,305
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.8       26.3       23.0       10.2       15.4       12.5        8.1       13.0        6.3        8.6       12.4:      6.6       5.9
Old  :     100.0:      10.8       26.3       23.0       10.2       15.4       12.5        8.1       13.0        6.3        8.6       12.4:      6.6       5.9
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  :       316:        46         58         20         20         34         48         53         53         53         48         83:
Old  :       316:        46         58         20         20         34         48         53         53         53         48         83:
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  :                 20.8       14.7       31.2       23.2       17.0       10.4       23.9       15.3
Old  :                 20.8       14.7       31.2       23.2       17.0       10.4       23.9       15.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06765A
Disaggregated Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   229,871:    51,978     57,458     72,723     51,057     40,986      8,787          0        165     19,325     21,489     13,135:   22,772    45,581
Old  :   229,871:    51,978     57,458     72,723     51,057     40,986      8,787          0        165     19,325     21,489     13,135:   22,772    45,581
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :   -22,350:    -5,621     -1,121      2,630     -9,485     -6,530     -7,523          0          0     -4,887     -2,895     -1,090:      671    -1,229
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.6       25.0       31.6       22.2       17.8        3.8        0.0        0.1        8.4        9.3        5.7:      9.9      19.8
Old  :     100.0:      22.6       25.0       31.6       22.2       17.8        3.8        0.0        0.1        8.4        9.3        5.7:      9.9      19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        15         11         12          6         14          .          0          .          4          4          4:
Old  :        43:        15         11         12          6         14          .          0          .          4          4          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       32.1       49.4       48.0       29.9       26.5       44.1       39.8
Old  :                 30.6       32.1       49.4       48.0       29.9       26.5       44.1       39.8
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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    42,565:    16,314     23,097     10,678      4,120     14,907          0         25        414        250          0          0:        2         2
Old  :    42,565:    16,314     23,097     10,678      4,120     14,907          0         25        414        250          0          0:        2         2
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :   -11,908:    -5,775     -6,819     -2,839     -1,964     -2,579        -50       -105       -122       -250        -26        -65:     -228      -228
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.3       54.3       25.1        9.7       35.0        0.0        0.1        1.0        0.6        0.0        0.0:      0.0       0.0
Old  :     100.0:      38.3       54.3       25.1        9.7       35.0        0.0        0.1        1.0        0.6        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        57:        29         27         12          8         16          0          .          .          .          0          0:
Old  :        57:        29         27         12          8         16          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       34.0       64.4       52.8       29.3       16.6       35.0       26.4
Old  :                 48.4       34.0       64.4       52.8       29.3       16.6       35.0       26.4
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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   117,314:    15,541      9,011     37,393     26,208     41,056     11,177     20,769      5,216        977      8,309        659:    5,295     6,086
Old  :   117,314:    15,541      9,011     37,393     26,208     41,056     11,177     20,769      5,216        977      8,309        659:    5,295     6,086
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :      -311:       335        -90       -388         55         10       -383       -250        250          0        -34       -166:       31       -86
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.2        7.7       31.9       22.3       35.0        9.5       17.7        4.4        0.8        7.1        0.6:      4.5       5.2
Old  :     100.0:      13.2        7.7       31.9       22.3       35.0        9.5       17.7        4.4        0.8        7.1        0.6:      4.5       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:         6          6          9         10         18          4          7          8          .          4          .:
Old  :        42:         6          6          9         10         18          4          7          8          .          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  :                 42.2       38.8       59.0       56.5       30.0       29.0       39.6       37.7
Old  :                 42.2       38.8       59.0       56.5       30.0       29.0       39.6       37.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                                                                   Code-06765J
Disaggregated Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    38,332:     2,256      2,492      8,543      4,563     15,366          0      3,174     10,283          0        400          0:    1,884     2,054
Old  :    38,332:     2,256      2,492      8,543      4,563     15,366          0      3,174     10,283          0        400          0:    1,884     2,054
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :        43:       -20          0         43          0        210          0       -300       -290          0          0          0:      100       423
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       5.9        6.5       22.3       11.9       40.1        0.0        8.3       26.8        0.0        1.0        0.0:      4.9       5.4
Old  :     100.0:       5.9        6.5       22.3       11.9       40.1        0.0        8.3       26.8        0.0        1.0        0.0:      4.9       5.4
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  :        25:         .          .          9          5         12          0          .          5          0          .          0:
Old  :        25:         .          .          9          5         12          0          .          5          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.7       44.1       67.9       62.7       16.9       14.8       25.2       21.5
Old  :                 42.7       44.1       67.9       62.7       16.9       14.8       25.2       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                  Code-06765O
Disaggregated Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    22,665:     7,755      5,905      5,690     12,085      3,925      4,644          0          0          0        450        300:      351         0
Old  :    22,665:     7,755      5,905      5,690     12,085      3,925      4,644          0          0          0        450        300:      351         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :      -870:        80       -380       -500       -140       -350       -100          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.2       26.1       25.1       53.3       17.3       20.5        0.0        0.0        0.0        2.0        1.3:      1.5       0.0
Old  :     100.0:      34.2       26.1       25.1       53.3       17.3       20.5        0.0        0.0        0.0        2.0        1.3:      1.5       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        10         11          7         11         10          .          0          0          0          .          .:
Old  :        37:        10         11          7         11         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  :                 55.2       41.2       75.9       64.7       39.2       34.5       54.7       52.7
Old  :                 55.2       41.2       75.9       64.7       39.2       34.5       54.7       52.7
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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   230,219:    81,275    166,787     47,330        767     10,210     35,072     13,214     15,838     17,801      3,582      5,367:   17,326    14,454
Old  :   230,219:    81,275    166,787     47,330        767     10,210     35,072     13,214     15,838     17,801      3,582      5,367:   17,326    14,454
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :     3,681:     3,765     -3,198      1,849        409     -1,211     -4,324      3,282      2,026        332       -715       -510:    1,754     3,598
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.3       72.4       20.6        0.3        4.4       15.2        5.7        6.9        7.7        1.6        2.3:      7.5       6.3
Old  :     100.0:      35.3       72.4       20.6        0.3        4.4       15.2        5.7        6.9        7.7        1.6        2.3:      7.5       6.3
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  :       181:        57         75         18          .         12         33         14         25         15         11         18:
Old  :       181:        57         75         18          .         12         33         14         25         15         11         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       24.2       37.8       33.7       14.9       12.2       23.4       20.2
Old  :                 24.4       24.2       37.8       33.7       14.9       12.2       23.4       20.2
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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    26,854:    13,878     19,417      1,572      1,707        100      2,952        157        975      2,893          0        309:    4,175     4,189
Old  :    26,854:    13,878     19,417      1,572      1,707        100      2,952        157        975      2,893          0        309:    4,175     4,189
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -4,023:    -1,662     -2,871       -264     -1,164          0       -542         27       -107       -802          0         10:     -656        82
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.7       72.3        5.9        6.4        0.4       11.0        0.6        3.6       10.8        0.0        1.2:     15.5      15.6
Old  :     100.0:      51.7       72.3        5.9        6.4        0.4       11.0        0.6        3.6       10.8        0.0        1.2:     15.5      15.6
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  :        28:        14         16          .          .          .          .          .          4          .          0          .:
Old  :        28:        14         16          .          .          .          .          .          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  :                 46.5       44.7       67.0       58.6       39.9       42.8       58.0       55.5
Old  :                 46.5       44.7       67.0       58.6       39.9       42.8       58.0       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-11165L
Disaggregated Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    17,538:    14,448     13,226        800      2,330        300        250        680        770          0          0          0:      970       232
Old  :    17,538:    14,448     13,226        800      2,330        300        250        680        770          0          0          0:      970       232
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -1,873:    -2,078       -545         50       -535       -200          0       -870        470          0          0          0:     -115      -193
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.4       75.4        4.6       13.3        1.7        1.4        3.9        4.4        0.0        0.0        0.0:      5.5       1.3
Old  :     100.0:      82.4       75.4        4.6       13.3        1.7        1.4        3.9        4.4        0.0        0.0        0.0:      5.5       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        16          8          .          .          .          .          .          .          0          0          0:
Old  :        21:        16          8          .          .          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       81.2       62.3       96.3       41.3       70.5       58.0       73.3
Old  :                 42.6       81.2       62.3       96.3       41.3       70.5       58.0       73.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                Code-26265D
Disaggregated Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     6,166:     3,276      3,980      1,098        404      1,142        150          0          0         50        190        250:      200       200
Old  :     6,166:     3,276      3,980      1,098        404      1,142        150          0          0         50        190        250:      200       200
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -2,319:    -1,821     -1,095        460       -366       -658          0          0          0       -300       -200        -50:       50        50
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.1       64.5       17.8        6.6       18.5        2.4        0.0        0.0        0.8        3.1        4.1:      3.2       3.2
Old  :     100.0:      53.1       64.5       17.8        6.6       18.5        2.4        0.0        0.0        0.8        3.1        4.1:      3.2       3.2
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  :        42:        14         19          7          5         11          .          0          0          .          .          4:
Old  :        42:        14         19          7          5         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  :                 42.8       30.0       59.0       46.4       35.8       28.0       45.6       40.1
Old  :                 42.8       30.0       59.0       46.4       35.8       28.0       45.6       40.1
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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    97,626:    83,201     86,172      5,341      6,431      3,210      2,502          0      1,449        725          0          0:    1,198       364
Old  :    97,626:    83,201     86,172      5,341      6,431      3,210      2,502          0      1,449        725          0          0:    1,198       364
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -5,295:    -4,469     -4,120       -554       -495       -197        242       -316       -347         75          0          0:      -45       180
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.2       88.3        5.5        6.6        3.3        2.6        0.0        1.5        0.7        0.0        0.0:      1.2       0.4
Old  :     100.0:      85.2       88.3        5.5        6.6        3.3        2.6        0.0        1.5        0.7        0.0        0.0:      1.2       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  :        49:        28         26          7          5          8          .          0          .          .          0          0:
Old  :        49:        28         26          7          5          8          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.8       65.1       77.7       79.6       15.3       15.5       20.9       22.3
Old  :                 62.8       65.1       77.7       79.6       15.3       15.5       20.9       22.3
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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    23,761:    13,580     21,847      7,255          0      1,520      1,200          0          0         71          0          0:      135       394
Old  :    23,761:    13,580     21,847      7,255          0      1,520      1,200          0          0         71          0          0:      135       394
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :      -884:      -560       -778       -130          0       -135       -200          0          0         16          0          0:      125        29
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.2       91.9       30.5        0.0        6.4        5.1        0.0        0.0        0.3        0.0        0.0:      0.6       1.7
Old  :     100.0:      57.2       91.9       30.5        0.0        6.4        5.1        0.0        0.0        0.3        0.0        0.0:      0.6       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        10         15          9          0          .          .          0          0          .          0          0:
Old  :        29:        10         15          9          0          .          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.1       79.2       82.5       88.8       56.3       73.8       77.7       79.6
Old  :                 60.1       79.2       82.5       88.8       56.3       73.8       77.7       79.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-86465C
Disaggregated Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    10,047:     5,360      5,960      3,142      2,592      1,345          0        150          0        150          0          0:       50         0
Old  :    10,047:     5,360      5,960      3,142      2,592      1,345          0        150          0        150          0          0:       50         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -1,910:    -1,290     -1,410       -477         43       -143          0          0          0        -50       -400          0:       50         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.3       59.3       31.3       25.8       13.4        0.0        1.5        0.0        1.5        0.0        0.0:      0.5       0.0
Old  :     100.0:      53.3       59.3       31.3       25.8       13.4        0.0        1.5        0.0        1.5        0.0        0.0:      0.5       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        11         14         10          5          9          0          .          0          .          0          0:
Old  :        37:        11         14         10          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  :                 49.2       59.2       72.6       77.4       34.2       39.4       47.2       51.3
Old  :                 49.2       59.2       72.6       77.4       34.2       39.4       47.2       51.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-86565A
Disaggregated Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    18,507:    12,288     16,056      2,681        780        951        150          0          0      1,126          0          0:    1,311       720
Old  :    18,507:    12,288     16,056      2,681        780        951        150          0          0      1,126          0          0:    1,311       720
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -2,406:    -2,165     -2,218       -538        130       -268          0        -50          0        660          0          0:      -95         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.4       86.8       14.5        4.2        5.1        0.8        0.0        0.0        6.1        0.0        0.0:      7.1       3.9
Old  :     100.0:      66.4       86.8       14.5        4.2        5.1        0.8        0.0        0.0        6.1        0.0        0.0:      7.1       3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        17         15          7          .          4          .          0          0          .          0          0:
Old  :        32:        17         15          7          .          4          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       68.0       57.3       82.4       34.0       60.2       51.9       66.2
Old  :                 37.9       68.0       57.3       82.4       34.0       60.2       51.9       66.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-86565C
Disaggregated Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    19,931:    11,087      9,569      5,736      5,389      1,670          0      2,340          0      1,206        666         12:      220       285
Old  :    19,931:    11,087      9,569      5,736      5,389      1,670          0      2,340          0      1,206        666         12:      220       285
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -1,043:      -646     -1,213         93        -40       -345          0        -55          0        -80        616        -25:      -40        19
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.6       48.0       28.8       27.0        8.4        0.0       11.7        0.0        6.1        3.3        0.1:      1.1       1.4
Old  :     100.0:      55.6       48.0       28.8       27.0        8.4        0.0       11.7        0.0        6.1        3.3        0.1:      1.1       1.4
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  :        52:        16         20          8         11         12          0          .          0          .          .          .:
Old  :        52:        16         20          8         11         12          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  :                 34.4       42.1       57.2       59.1       31.7       40.6       51.0       54.5
Old  :                 34.4       42.1       57.2       59.1       31.7       40.6       51.0       54.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-86665A
Disaggregated Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    11,724:     8,792      8,691        762      1,633        802        985         75        297          0          4         50:       36       172
Old  :    11,724:     8,792      8,691        762      1,633        802        985         75        297          0          4         50:       36       172
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -2,618:    -1,711     -2,504       -163       -209       -150       -239         75          0       -403          4         50:       -2       116
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.0       74.1        6.5       13.9        6.8        8.4        0.6        2.5        0.0        0.0        0.4:      0.3       1.5
Old  :     100.0:      75.0       74.1        6.5       13.9        6.8        8.4        0.6        2.5        0.0        0.0        0.4:      0.3       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        20         15          4          5          .          .          .          .          0          .          .:
Old  :        34:        20         15          4          5          .          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       45.0       64.7       74.1       37.0       38.1       49.8       54.0
Old  :                 44.0       45.0       64.7       74.1       37.0       38.1       49.8       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-86765C
Disaggregated Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    34,503:     7,814     19,173     11,214      3,758      7,221        300          0        100      1,834        534      1,779:    4,241     1,938
Old  :    34,503:     7,814     19,173     11,214      3,758      7,221        300          0        100      1,834        534      1,779:    4,241     1,938
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -2,980:      -706     -2,212     -1,135        330       -628          0       -279        -45       -308         50        125:     -283      -321
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.6       55.6       32.5       10.9       20.9        0.9        0.0        0.3        5.3        1.5        5.2:     12.3       5.6
Old  :     100.0:      22.6       55.6       32.5       10.9       20.9        0.9        0.0        0.3        5.3        1.5        5.2:     12.3       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        11         18         14          4         16          .          0          .          .          .          .:
Old  :        46:        11         18         14          4         16          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       34.1       49.6       53.7       27.2       33.7       40.1       48.8
Old  :                 31.0       34.1       49.6       53.7       27.2       33.7       40.1       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 9, 2010