Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #02165A                                                    Open Interest is    38,351                :
: Positions                                                                                                    :
:   29,797    30,437     4,093     3,411     3,443         0         0         0       719       389       216 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:   -4,512    -5,796    -4,448    -1,936       315         0         0         0       187    -1,339      -114 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.7      79.4      10.7       8.9       9.0       0.0       0.0       0.0       1.9       1.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       32        33        10         5        14         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #02165B                                                    Open Interest is    14,778                :
: Positions                                                                                                    :
:    9,815    12,043     3,759     1,543     1,057         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:   -1,759    -3,672    -1,052       877      -960         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      81.5      25.4      10.4       7.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       18        20         6         .         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #02165E                                                    Open Interest is     9,820                :
: Positions                                                                                                    :
:    5,706     5,952       560       361     1,528         0         0         0        70       272       284 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:     -716    -1,082        21        90      -303         0         0         0      -168        -5      -115 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.1      60.6       5.7       3.7      15.6       0.0       0.0       0.0       0.7       2.8       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        24         6         4        10         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                   :
CFTC Code #02165G                                                    Open Interest is     6,516                :
: Positions                                                                                                    :
:    2,662     4,676     1,706        75       444         0         0         0       942       260       256 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:   -1,713    -2,142      -425        33      -301         0         0         0       -32       -85       -75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.9      71.8      26.2       1.2       6.8       0.0       0.0       0.0      14.5       4.0       3.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       26        38        12         .        14         0         0         0         6         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                  :
CFTC Code #02165I                                                    Open Interest is     2,674                :
: Positions                                                                                                    :
:      778       614       221       554       331         0       105         0       564       380        96 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:     -392      -795       -65      -113       -41       -50       105         0       -56       179      -203 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.1      23.0       8.3      20.7      12.4       0.0       3.9       0.0      21.1      14.2       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9         9         .         4         5         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #02165J                                                    Open Interest is     1,555                :
: Positions                                                                                                    :
:      859       987       196        10        55         0         0         0         0        60         0 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:     -323       -94        55       -83      -110         0         0         0         0        30         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.2      63.5      12.6       0.6       3.5       0.0       0.0       0.0       0.0       3.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        13         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 GALLONS)                     :
CFTC Code #02165T                                                    Open Interest is    11,397                :
: Positions                                                                                                    :
:    5,305     8,516     4,944     1,491       830         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:   -2,266    -3,347    -2,294    -1,331       -30         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.5      74.7      43.4      13.1       7.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        15         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #021A28                                                    Open Interest is     7,487                :
: Positions                                                                                                    :
:    5,030     6,370     1,792       221       480         0         0         0         0       366         0 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:       35       422       512        25       130         0         0         0         0       100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      85.1      23.9       3.0       6.4       0.0       0.0       0.0       0.0       4.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        15         5         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)             :
CFTC Code #022651                                                    Open Interest is   305,837                :
: Positions                                                                                                    :
:   95,494   197,403    57,981     6,918    16,604    54,036    14,367    17,571    13,124    20,988     6,272 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:     -319      -591    -2,025       514    -1,394     1,635       590     1,590      -109      -418    -1,199 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.2      64.5      19.0       2.3       5.4      17.7       4.7       5.7       4.3       6.9       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   160                     :
:       41        58        16         .        16        44        11        24        15         7        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1000 BARRELS)                                  :
CFTC Code #02265J                                                    Open Interest is    13,217                :
: Positions                                                                                                    :
:    8,575     9,609     2,304       881     1,588         0         0        50       400       774       200 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:   -2,717    -3,315    -1,191      -463      -910         0         0       -50         0      -130      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      72.7      17.4       6.7      12.0       0.0       0.0       0.4       3.0       5.9       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       27        31         9         8         9         0         0         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #02265T                                                    Open Interest is     7,576                :
: Positions                                                                                                    :
:    4,445     4,751     1,896     1,915       180       630       100         0       200       435       195 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:     -350      -505      -120       -35      -170         0         0         0       -50        50       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.7      62.7      25.0      25.3       2.4       8.3       1.3       0.0       2.6       5.7       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       12         9         7         5         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CBT ETHANOL - CHICAGO BOARD OF TRADE   (CONTRACTS OF 29,000 U.S. GALLONS)                                      :
CFTC Code #025601                                                    Open Interest is     7,416                :
: Positions                                                                                                    :
:    5,290     5,484         0       189       227       255        62       396       345       307       379 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:     -413      -107        -3      -316        18        45        47       -22       -11        45       136 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.3      73.9       0.0       2.5       3.1       3.4       0.8       5.3       4.7       4.1       5.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       17        19         0         .         .         .         .         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                       :
CFTC Code #025651                                                    Open Interest is    10,894                :
: Positions                                                                                                    :
:   10,075     9,937       191       111       155         0       115        70        24       221        72 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:   -1,090      -961      -162      -111        21         0       -40        15         0      -198        -9 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.5      91.2       1.8       1.0       1.4       0.0       1.1       0.6       0.2       2.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       25        27         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE   (CONTRACTS OF 1,000 BARRELS)                                     :
CFTC Code #067411                                                    Open Interest is   560,198                :
: Positions                                                                                                    :
:  170,849   206,735    55,199    56,601   136,214    44,409     5,305    39,919    12,555    16,020    74,492 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:    1,681     2,412     1,758     2,635     6,108     5,275       421       619       685      -628    10,012 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.5      36.9       9.9      10.1      24.3       7.9       0.9       7.1       2.2       2.9      13.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   139                     :
:       40        41        16        12        26        23         5        17        15        15        33 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #067651                                                    Open Interest is 1,566,762                :
: Positions                                                                                                    :
:  207,258   420,749   219,135   294,665   241,169   296,342    28,803   191,329    98,112   113,500   206,030 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:    9,816    -2,188    -1,440     2,092     3,799     3,034    -2,746    17,125    -1,447     7,076    14,548 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.2      26.9      14.0      18.8      15.4      18.9       1.8      12.2       6.3       7.2      13.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   355                     :
:       44        55        21        25        33        93        31        66        52        60        88 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765A                                                    Open Interest is   216,452                :
: Positions                                                                                                    :
:   53,933    30,910    42,967    67,102    28,048     1,199         0       270    48,244    17,574     4,526 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:   -3,797    -6,938    -3,627     3,509    -1,689       779         0      -499     2,422      -866    -2,327 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.9      14.3      19.9      31.0      13.0       0.6       0.0       0.1      22.3       8.1       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:        7         7         8         6        13         .         0         .         5         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #06765G                                                    Open Interest is    34,706                :
: Positions                                                                                                    :
:   15,954    17,912     6,578     3,981    11,689         0         0       200       150       564       100 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:   -3,251    -4,296    -2,912    -1,861      -492         0       -98         0       -40       -50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.0      51.6      19.0      11.5      33.7       0.0       0.0       0.6       0.4       1.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       24        26         9         6        11         0         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #06765I                                                    Open Interest is    85,809                :
: Positions                                                                                                    :
:    8,945     4,126    37,340    19,067    25,391     5,832    19,798     1,731         0     7,941     2,770 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:        0         0        22       -68       493       250         0         0         0       247         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.4       4.8      43.5      22.2      29.6       6.8      23.1       2.0       0.0       9.3       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:        6         5        11         9        16         5         4         6         0         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                                  :
CFTC Code #06765J                                                    Open Interest is    34,107                :
: Positions                                                                                                    :
:    2,003     4,105     9,651    11,701    10,913     4,180         3     2,397       168         0     2,113 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:      400       400       192       624       555       742         0      -260         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      5.9      12.0      28.3      34.3      32.0      12.3       0.0       7.0       0.5       0.0       6.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        .         5         9         5        12         5         .         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                                 :
CFTC Code #06765O                                                    Open Interest is    12,085                :
: Positions                                                                                                    :
:    4,645     3,205     4,120     4,585     2,795       300     1,419         0       225         0         0 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:      206      -450     1,400       606    -1,771    -1,375       150         0       111         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.4      26.5      34.1      37.9      23.1       2.5      11.7       0.0       1.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:        8         7         6         7         6         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                 :
CFTC Code #111659                                                    Open Interest is   286,614                :
: Positions                                                                                                    :
:  106,087   214,717    38,204     7,547    15,540    69,444     5,026    15,695    12,310    10,526     4,193 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:     -772       756      -747    -1,234       293     2,962      -203     4,117    -2,013      -256        13 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.0      74.9      13.3       2.6       5.4      24.2       1.8       5.5       4.3       3.7       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   199                     :
:       53        72        16         6        15        61         6        25        13        10        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                         :
CFTC Code #11165K                                                    Open Interest is    33,459                :
: Positions                                                                                                    :
:   14,752    24,965     2,943     1,658       598     3,557         0       186     6,898       108       369 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:   -2,925    -3,380      -455      -209        46       254         0         0       432       -20         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.1      74.6       8.8       5.0       1.8      10.6       0.0       0.6      20.6       0.3       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       13        20         4         .         .         4         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE   (1000 U.S. Barrels)                            :
CFTC Code #111A11                                                    Open Interest is     9,658                :
: Positions                                                                                                    :
:    8,748     7,705         0       400         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:   -1,825    -1,208         0       300      -100         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.6      79.8       0.0       4.1       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        14         0         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                               :
CFTC Code #26265D                                                    Open Interest is     3,578                :
: Positions                                                                                                    :
:    1,818     2,408       648       100       612         0         0         0       150         0       350 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:   -1,334    -1,894      -275        25       -50         0         0         0      -310       -50       200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.8      67.3      18.1       2.8      17.1       0.0       0.0       0.0       4.2       0.0       9.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       11        16         5         .         5         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #022A13                                                    Open Interest is    46,836                :
: Positions                                                                                                    :
:   36,886    27,569     3,765    12,191     4,848       708     2,087         6         0         0         0 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:   -5,952    -6,133      -332      -247      -713         0         1        -2         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8      58.9       8.0      26.0      10.4       1.5       4.5       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       28        23         7         9         8         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                               :
CFTC Code #022A18                                                    Open Interest is    13,415                :
: Positions                                                                                                    :
:    8,915    13,100     3,840         0       315         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:      250       275        50         0      -175         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.5      97.7      28.6       0.0       2.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       17         5         .         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #86465C                                                    Open Interest is     8,070                :
: Positions                                                                                                    :
:    4,597     2,410     2,828     1,165       425         0       270         0        50     3,750        50 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:     -467      -605       147        90      -317         0        45       -50         0       150         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.0      29.9      35.0      14.4       5.3       0.0       3.3       0.0       0.6      46.5       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       15        13         8         .         4         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #86565A                                                    Open Interest is    11,045                :
: Positions                                                                                                    :
:    7,730     7,134     1,208     2,288     1,248       120         0         0       160         0       110 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:   -2,231    -2,000       396      -645      -701        45       -50       -40    -1,110         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.0      64.6      10.9      20.7      11.3       1.1       0.0       0.0       1.4       0.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13         9         5         6         6         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #86565C                                                    Open Interest is    15,573                :
: Positions                                                                                                    :
:    7,545     6,181     3,578     4,588     1,777     1,473         0        30       420     2,316       414 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:     -262      -817       -25       174      -429        -6         0       -44      -102       283      -132 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.4      39.7      23.0      29.5      11.4       9.5       0.0       0.2       2.7      14.9       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       17        13         4        12        10         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #86665A                                                    Open Interest is    10,060                :
: Positions                                                                                                    :
:    7,207     6,076       309     2,917       598     1,056         0         0        21        27       129 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:   -1,775    -1,374       -69       -71      -122        15      -114       -17        21      -326       -21 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.6      60.4       3.1      29.0       5.9      10.5       0.0       0.0       0.2       0.3       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       18        19         .         6         4         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                            :
CFTC Code #86765C                                                    Open Interest is    31,028                :
: Positions                                                                                                    :
:    6,009    21,049     7,289     2,158     5,584     2,559         0        50     8,184     1,074       837 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:     -460      -741      -122        50      -398      -225         0         0       297       221      -390 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.4      67.8      23.5       7.0      18.0       8.2       0.0       0.2      26.4       3.5       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       12        15        13         5        11         4         0         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #967654                                                    Open Interest is    17,299                :
: Positions                                                                                                    :
:   10,710    11,423       899     1,386       784     2,091       506       255         0         0         0 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:     -653    -1,188      -427       843      -285       579       271      -316         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      66.0       5.2       8.0       4.5      12.1       2.9       1.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        10         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
 

Updated April 8, 2011