Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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    38,390                :
: Positions                                                                                                    :
:   28,266    31,189     5,143     2,659     3,358         0         0         0     1,378       521       102 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:    1,039     2,361       379      -649      -154         0         0         0       382        88      -159 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      81.2      13.4       6.9       8.7       0.0       0.0       0.0       3.6       1.4       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       29        32        10         6        12         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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    14,371                :
: Positions                                                                                                    :
:   10,195    12,798     2,948       351     1,102         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:     -712      -915      -227       -24       -34         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.9      89.1      20.5       2.4       7.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       18        20         5         4         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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    10,342                :
: Positions                                                                                                    :
:    6,044     6,471       946       222     1,649         0         0         0        98       400       146 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:      156       224        -9        21       156         0         0         0        -2        10        19 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.4      62.6       9.1       2.1      15.9       0.0       0.0       0.0       0.9       3.9       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       21        25         8         4        12         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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     7,293                :
: Positions                                                                                                    :
:    3,501     5,251     1,526        28       840         0         0         0       517       168       277 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:      446       510       146         5        33         0         0         0      -148        13       -28 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.0      72.0      20.9       0.4      11.5       0.0       0.0       0.0       7.1       2.3       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       31        40        12         .        13         0         0         0         6         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #02165H                                                    Open Interest is     4,098                :
: Positions                                                                                                    :
:    1,665     1,500       129       436       694         0         0         0       370         0         0 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.6      36.6       3.1      10.6      16.9       0.0       0.0       0.0       9.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        12         .         4         6         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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     3,037                :
: Positions                                                                                                    :
:    1,047     1,111       217       485       537         0       210         0       514       150       156 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:       57       140         5        30         0         0         0         0         0       -70        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.5      36.6       7.1      16.0      17.7       0.0       6.9       0.0      16.9       4.9       5.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        9         9         .         4         7         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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     1,643                :
: Positions                                                                                                    :
:      822       899       329        65       185         0         0         0         0        50         0 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:      -25         5       120       -15        20         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.0      54.7      20.0       4.0      11.3       0.0       0.0       0.0       0.0       3.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        11         5         .         4         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                       :
CFTC Code #02165K                                                    Open Interest is     1,694                :
: Positions                                                                                                    :
:      949     1,229        88        32       112         0         0         0         0        15        35 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:        4        20        14        -5        27         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.0      72.6       5.2       1.9       6.6       0.0       0.0       0.0       0.0       0.9       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       15        11         .         .         4         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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    12,245                :
: Positions                                                                                                    :
:    6,110     9,616     5,215     1,406       740         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:      942       594      -250        35       -65         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.9      78.5      42.6      11.5       6.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        15         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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    14,531                :
: Positions                                                                                                    :
:   10,783    10,813     3,114     1,429       514         0         0         0         0     1,754         0 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:    1,402       713        50        82        18         0         0         0         0       657         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.2      74.4      21.4       9.8       3.5       0.0       0.0       0.0       0.0      12.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        14         6         4         4         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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   387,256                :
: Positions                                                                                                    :
:  137,063   223,050    62,494     7,076    29,159    39,018     9,126    24,989     9,283    19,984    42,991 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:    4,007      -885    -1,594       888    -1,008      -786    -1,613     2,680      -183     1,438    -3,910 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.4      57.6      16.1       1.8       7.5      10.1       2.4       6.5       2.4       5.2      11.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   156                     :
:       50        59        16         7        18        30         9        22        11        15        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)              :
CFTC Code #022653                                                    Open Interest is   121,301                :
: Positions                                                                                                    :
:   48,291    57,696    14,168     1,241    20,869         0         0         0       239     5,902    31,781 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:    1,186     2,018       135      -113     1,299         0         0         0        79      -507     1,625 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.8      47.6      11.7       1.0      17.2       0.0       0.0       0.0       0.2       4.9      26.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        6         5         5         .         7         0         0         0         .         5         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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    15,090                :
: Positions                                                                                                    :
:    9,760    10,198     2,851     1,787     1,424       300         0        50       125     1,091       440 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:      925     1,140       615       450      -140         0         0         0        50         0        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.7      67.6      18.9      11.8       9.4       2.0       0.0       0.3       0.8       7.2       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       28        29         8         6        10         .         0         .         .         6         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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     7,655                :
: Positions                                                                                                    :
:    4,270     4,469     1,629     2,131       225     1,200       150         0        90       460       220 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:       75        75       100        75         0       225       150         0      -100         0        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.8      58.4      21.3      27.8       2.9      15.7       2.0       0.0       1.2       6.0       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       14        11         7         6         .         4         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1000 METRIC TONS)                             :
CFTC Code #02265V                                                    Open Interest is     4,030                :
: Positions                                                                                                    :
:    2,010     1,269        29       333       147         0         0         0       211       683       358 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:      234       111         0         3         0         0         0         0       -84        39        46 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.9      31.5       0.7       8.3       3.6       0.0       0.0       0.0       5.2      16.9       8.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         7         .         .         4         0         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 100 METRIC TONS)                     :
CFTC Code #022A24                                                    Open Interest is     5,758                :
: Positions                                                                                                    :
:    1,484     1,683     1,310     1,629     1,190       468         0         0         0       420         0 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.8      29.2      22.8      28.3      20.7       8.1       0.0       0.0       0.0       7.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        6         4         7         5         9         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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     8,505                :
: Positions                                                                                                    :
:    6,136     6,531         8       409       238       123        47       347       787       102       408 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:      671       429       -55         8        26         9        47       -48        33         8      -176 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.1      76.8       0.1       4.8       2.8       1.4       0.6       4.1       9.3       1.2       4.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       16        22         .         .         .         .         .         .         6         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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    11,753                :
: Positions                                                                                                    :
:   10,587     9,735       310       233       126         0       228        25       218       837       315 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:      412       320        -5        85       -51         0       -35        15         0        73       194 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.1      82.8       2.6       2.0       1.1       0.0       1.9       0.2       1.9       7.1       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       29        27         .         .         .         0         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                    :
CFTC Code #03265A                                                    Open Interest is     2,344                :
: Positions                                                                                                    :
:    1,457     1,288         0       111        33        72        90        28         0       140        30 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.2      54.9       0.0       4.7       1.4       3.1       3.8       1.2       0.0       6.0       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       14        14         0         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                       :
CFTC Code #03265C                                                    Open Interest is     1,601                :
: Positions                                                                                                    :
:    1,272     1,044         0        60        20         0         0         0        62        11        54 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:      106        53         0        10        -5         0         0         0         2         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.5      65.2       0.0       3.7       1.2       0.0       0.0       0.0       3.9       0.7       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       23        20         0         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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   495,002                :
: Positions                                                                                                    :
:  161,471   182,987    33,007    64,620   106,091    41,165     1,734    41,829    17,989     8,465    66,619 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:  -16,178   -14,753    -2,131     2,521   -10,989     3,069    -3,029    -2,066     2,091    -3,004    -6,834 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.6      37.0       6.7      13.1      21.4       8.3       0.4       8.5       3.6       1.7      13.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   128                     :
:       36        36        15        12        25        21         4        16        14        16        30 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 2,716,007                :
: Positions                                                                                                    :
:  328,667   546,680   241,851   306,453   764,428   257,293    31,616   337,307    96,742    68,106   593,008 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:  -20,396   -15,955     5,849    -1,313     3,002     5,701     1,588    -9,455    -3,216     1,887   -12,409 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.1      20.1       8.9      11.3      28.1       9.5       1.2      12.4       3.6       2.5      21.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   394                     :
:       51        60        17        30        42        87        47        94        88        50       120 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #067657                                                    Open Interest is   227,327                :
: Positions                                                                                                    :
:   49,597   123,754    10,919    21,378    13,297     1,385    36,000     9,978   123,340     1,415    17,742 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:    4,727     5,425     1,813    -2,143    -1,393       -10     2,119    -1,725       342      -130     2,168 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.8      54.4       4.8       9.4       5.8       0.6      15.8       4.4      54.3       0.6       7.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       16        17         .         5         7         .        10         7         7         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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   218,817                :
: Positions                                                                                                    :
:   52,426    34,824    38,202    78,165    28,885       939         0       266    53,152    14,826     4,757 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:      404     1,279      -368      -750       725      -120         0        66       295       143      -350 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.0      15.9      17.5      35.7      13.2       0.4       0.0       0.1      24.3       6.8       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:        7         7         8         7        15         .         0         .         6         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765B                                                    Open Interest is   136,558                :
: Positions                                                                                                    :
:   11,839    15,018     9,402    38,619    55,893    28,981     1,512    11,021     4,497     1,398     9,874 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:      516       666       179     2,376     2,167     1,736      -479       -46       360       348        53 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.7      11.0       6.9      28.3      40.9      21.2       1.1       8.1       3.3       1.0       7.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:        6         6         6        13        16        16         .        11         6        10        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765C                                                    Open Interest is   617,288                :
: Positions                                                                                                    :
:  104,626    82,505    47,111   106,774   299,513         0     2,357    10,338    45,380     2,327    94,987 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:    5,712     3,349     3,042     6,700     4,627         0       224       958     2,492       440     1,418 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.9      13.4       7.6      17.3      48.5       0.0       0.4       1.7       7.4       0.4      15.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:        8         9         8        19        27         0         .         .        13         .        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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    34,239                :
: Positions                                                                                                    :
:   19,942    21,332     6,259     4,294     7,038         0         0       700         0       575       225 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:    1,860     1,825        15         0       335         0         0         0         0        50        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.2      62.3      18.3      12.5      20.6       0.0       0.0       2.0       0.0       1.7       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       24        24         9         4        12         0         0         .         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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    69,177                :
: Positions                                                                                                    :
:   11,071     3,853    33,890    22,803    16,205     2,771    12,159     1,640         0     8,179       652 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:     -700      -414       172    -1,607    -3,548       264       561       -91         0     1,706    -2,085 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.0       5.6      49.0      33.0      23.4       4.0      17.6       2.4       0.0      11.8       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:        5         4        11         9        16         4         4         7         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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    30,384                :
: Positions                                                                                                    :
:    1,583     3,274    11,190    11,800     8,814     2,391       800     2,474         0       233       982 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:        0         0        80        62       114        32         0        50         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      5.2      10.8      36.8      38.8      29.0       7.9       2.6       8.1       0.0       0.8       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        .         4         7         5        11         .         .         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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    15,320                :
: Positions                                                                                                    :
:    4,995     3,005     3,530     7,645     4,320     2,250       287         0       225         0         0 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:       75         0      -300        75         0       300         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.6      19.6      23.0      49.9      28.2      14.7       1.9       0.0       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:        9         9         4         8         8         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #06765X                                                    Open Interest is    11,495                :
: Positions                                                                                                    :
:      645        12     2,413     1,187     6,886       432       293       325         0     1,534       130 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:      -25        -1      -112       119       457        83       -13      -289         0      -122       -11 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      5.6       0.1      21.0      10.3      59.9       3.8       2.6       2.8       0.0      13.3       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        .         .         9         6        14         .         .         4         0         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #06765Y                                                    Open Interest is    66,922                :
: Positions                                                                                                    :
:    6,609     8,100    14,361    12,101    29,346       207         0       304         0       879     2,529 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:      251       423     1,108       145     2,644        14         0       -50         0       186        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.9      12.1      21.5      18.1      43.9       0.3       0.0       0.5       0.0       1.3       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        .         .         7         7        13         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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   308,852                :
: Positions                                                                                                    :
:  117,863   193,450    32,832    10,418    31,301    54,282     6,693    18,307    11,135     9,436    23,512 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:   -3,339    -9,695    -1,117       294       199    -3,718     1,460    -1,194        44    -1,618     1,381 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.2      62.6      10.6       3.4      10.1      17.6       2.2       5.9       3.6       3.1       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   186                     :
:       54        75        15         7        15        47        11        27        14        10        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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    29,982                :
: Positions                                                                                                    :
:   11,037    24,436     3,085       426       668     2,995       241       133     5,865         0       641 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:      396       187       114      -167       -69      -755         0        63      -190         0        88 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.8      81.5      10.3       1.4       2.2      10.0       0.8       0.4      19.6       0.0       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       14        20         4         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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     4,134                :
: Positions                                                                                                    :
:    2,552     2,964     1,109       372       373         0         0         0         0       325       100 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:      225       525       450       172        61         0         0         0         0        50       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.7      71.7      26.8       9.0       9.0       0.0       0.0       0.0       0.0       7.9       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       14        16         7         .         7         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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    59,780                :
: Positions                                                                                                    :
:   43,267    37,279     8,404    16,019     5,735     1,322       404       243         0         0         0 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:    1,986     1,013     1,215     2,163       130       -25         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.4      62.4      14.1      26.8       9.6       2.2       0.7       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       30        22         9         8        10         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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    12,225                :
: Positions                                                                                                    :
:    8,100    11,890     3,590         0       335         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:     -290       175       465         0       -70         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.3      97.3      29.4       0.0       2.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       15         7         5         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #86465A                                                    Open Interest is    19,122                :
: Positions                                                                                                    :
:   15,805    14,097     2,587     4,335       690         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:      957       147      -225       585      -135         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.7      73.7      13.5      22.7       3.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        9         9         6         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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     8,065                :
: Positions                                                                                                    :
:    4,930     2,825     2,520       655       470         0       340         0       145     3,775         0 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:      100        25         0        25         0         0         0         0         0        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.1      35.0      31.2       8.1       5.8       0.0       4.2       0.0       1.8      46.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       19        16        11         .         5         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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    11,554                :
: Positions                                                                                                    :
:    6,358     7,577     2,280     2,239     1,473       124         0         0       780         0        45 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:      135       500       225       100         0         0         0         0       260         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.0      65.6      19.7      19.4      12.7       1.1       0.0       0.0       6.8       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       13        14         7         6         5         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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    18,761                :
: Positions                                                                                                    :
:    8,959     8,111     4,431     3,697     3,082     1,162         0        62       422     3,183       598 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:      640       907      -214       -86       246       -32         0         0        66      -354      -198 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.8      43.2      23.6      19.7      16.4       6.2       0.0       0.3       2.2      17.0       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       23        21        10         9        14         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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    11,827                :
: Positions                                                                                                    :
:    9,620     6,870       222     3,398       718       510         0       387         0       195       150 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:      310       222         0         0         0       -43         0        45         0        45         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      58.1       1.9      28.7       6.1       4.3       0.0       3.3       0.0       1.6       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       21        21         .         6         5         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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    31,626                :
: Positions                                                                                                    :
:    5,548    20,386     5,759     2,872     6,414     3,445         0       210     8,839       563       941 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:      108       296       -95       599       189       975         0         0       -93         0        76 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.5      64.5      18.2       9.1      20.3      10.9       0.0       0.7      27.9       1.8       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       12        15        10         8        12         6         0         .         6         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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    18,893                :
: Positions                                                                                                    :
:   11,262     8,799       506     3,561       618     2,365         0       650     1,283       183         0 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:      -17       148        42       -32         0      -297         0        42         0      -101         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.6      46.6       2.7      18.8       3.3      12.5       0.0       3.4       6.8       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14         9         .         4         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
 

Updated May 27, 2011