GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165A
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    37,133:    24,622     33,634      7,424        155      2,092          0          0          0      1,368         50      1,090:      537       112
Old  :    37,133:    24,622     33,634      7,424        155      2,092          0          0          0      1,368         50      1,090:      537       112
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    -7,762:    -7,154     -7,194        586         31       -212          0          0          0       -815       -200        130:     -297      -317
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.3       90.6       20.0        0.4        5.6        0.0        0.0        0.0        3.7        0.1        2.9:      1.4       0.3
Old  :     100.0:      66.3       90.6       20.0        0.4        5.6        0.0        0.0        0.0        3.7        0.1        2.9:      1.4       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        24         30         12          .         10          0          0          0          .          .          .:
Old  :        54:        24         30         12          .         10          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       42.7       67.8       61.7       25.8       22.9       38.4       34.8
Old  :                 45.6       42.7       67.8       61.7       25.8       22.9       38.4       34.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-02165B
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    19,309:    15,711     14,409        872      2,347      2,489          0          0          0          0          0          0:      237        64
Old  :    19,309:    15,711     14,409        872      2,347      2,489          0          0          0          0          0          0:      237        64
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    -5,600:    -4,027     -4,686         92        841     -1,401          0          0          0          0          0          0:     -264      -354
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.4       74.6        4.5       12.2       12.9        0.0        0.0        0.0        0.0        0.0        0.0:      1.2       0.3
Old  :     100.0:      81.4       74.6        4.5       12.2       12.9        0.0        0.0        0.0        0.0        0.0        0.0:      1.2       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        18         24          4          5          6          0          0          0          0          0          0:
Old  :        36:        18         24          4          5          6          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.2       56.6       77.0       75.2       47.2       41.2       56.1       53.9
Old  :                 62.2       56.6       77.0       75.2       47.2       41.2       56.1       53.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-02165C
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     3,106:     1,840      1,849        404        293        293          0          0          0          0          0          0:      569       671
Old  :     3,106:     1,840      1,849        404        293        293          0          0          0          0          0          0:      569       671
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :      -401:      -382       -439         49        -89        -48          0          0          0          0          0          0:      -20       175
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.2       59.5       13.0        9.4        9.4        0.0        0.0        0.0        0.0        0.0        0.0:     18.3      21.6
Old  :     100.0:      59.2       59.5       13.0        9.4        9.4        0.0        0.0        0.0        0.0        0.0        0.0:     18.3      21.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        14         14          .          .          5          0          0          0          0          0          0:
Old  :        20:        14         14          .          .          5          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.3       40.4       64.6       58.6       21.9       20.5       29.2       27.1
Old  :                 43.3       40.4       64.6       58.6       21.9       20.5       29.2       27.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165E
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    13,218:     7,708      8,016        974        652      2,296         21          0         49        142        192        357:    1,671     1,656
Old  :    13,218:     7,708      8,016        974        652      2,296         21          0         49        142        192        357:    1,671     1,656
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    -1,181:      -570       -799        -68        309       -198          0          0          0       -132       -234         53:     -266      -312
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.3       60.6        7.4        4.9       17.4        0.2        0.0        0.4        1.1        1.5        2.7:     12.6      12.5
Old  :     100.0:      58.3       60.6        7.4        4.9       17.4        0.2        0.0        0.4        1.1        1.5        2.7:     12.6      12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        25         27          6          8         14          .          0          .          .          .          .:
Old  :        46:        25         27          6          8         14          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       26.0       43.0       42.7       14.2        7.8       19.2       13.4
Old  :                 25.1       26.0       43.0       42.7       14.2        7.8       19.2       13.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-02165G
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     7,112:     3,806      4,729        778        354      1,073          0          0          0        274         54        322:      859       580
Old  :     7,112:     3,806      4,729        778        354      1,073          0          0          0        274         54        322:      859       580
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    -1,325:      -383       -993       -447        157       -291          0          0        -90       -103       -105        -65:       54        62
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.5       66.5       10.9        5.0       15.1        0.0        0.0        0.0        3.9        0.8        4.5:     12.1       8.2
Old  :     100.0:      53.5       66.5       10.9        5.0       15.1        0.0        0.0        0.0        3.9        0.8        4.5:     12.1       8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        57:        35         39          7          4         10          0          0          0          4          .          .:
Old  :        57:        35         39          7          4         10          0          0          0          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       20.7       40.4       36.7       14.3       16.6       21.8       26.0
Old  :                 26.3       20.7       40.4       36.7       14.3       16.6       21.8       26.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-02165I
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     3,539:     1,504      1,885        260        439        394        222          0          0        276          0        309:      574       512
Old  :     3,539:     1,504      1,885        260        439        394        222          0          0        276          0        309:      574       512
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    -1,050:      -189       -934         32        103       -140        -76          0          0       -565        -35        -10:     -102       -34
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.5       53.3        7.3       12.4       11.1        6.3        0.0        0.0        7.8        0.0        8.7:     16.2      14.5
Old  :     100.0:      42.5       53.3        7.3       12.4       11.1        6.3        0.0        0.0        7.8        0.0        8.7:     16.2      14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        11         16          .          4          6          .          0          0          .          0          .:
Old  :        27:        11         16          .          4          6          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.1       35.4       59.1       60.8       25.1       24.8       36.4       35.5
Old  :                 39.1       35.4       59.1       60.8       25.1       24.8       36.4       35.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-02165J
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     1,780:     1,059        882         95        131        137          0          0          0          0        140          9:      480       481
Old  :     1,780:     1,059        882         95        131        137          0          0          0          0        140          9:      480       481
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :      -621:      -738       -343         79        -81        -68          0          0          0        -60       -181          4:      162        48
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.5       49.6        5.3        7.4        7.7        0.0        0.0        0.0        0.0        7.9        0.5:     27.0      27.0
Old  :     100.0:      59.5       49.6        5.3        7.4        7.7        0.0        0.0        0.0        0.0        7.9        0.5:     27.0      27.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        10          8          .          .          4          0          0          0          0          .          .:
Old  :        20:        10          8          .          .          4          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       41.2       61.1       56.9       22.0       20.7       35.0       32.5
Old  :                 42.5       41.2       61.1       56.9       22.0       20.7       35.0       32.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-02165K
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     2,003:     1,379        702         54        918        133          0          0          0          0          0          0:      437       250
Old  :     2,003:     1,379        702         54        918        133          0          0          0          0          0          0:      437       250
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :      -616:      -522       -168         44       -178        -18          0          0          0          0        -98        -12:     -108      -142
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.8       35.0        2.7       45.8        6.6        0.0        0.0        0.0        0.0        0.0        0.0:     21.8      12.5
Old  :     100.0:      68.8       35.0        2.7       45.8        6.6        0.0        0.0        0.0        0.0        0.0        0.0:     21.8      12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         9         11          .          5          6          0          0          0          0          0          0:
Old  :        21:         9         11          .          5          6          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.6       48.7       71.2       68.3       56.5       47.2       60.0       62.7
Old  :                 61.6       48.7       71.2       68.3       56.5       47.2       60.0       62.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-02165T
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 GALLONS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    10,284:     8,223      8,542      1,211      1,003        709          0          0          0          0          0          0:      141        30
Old  :    10,284:     8,223      8,542      1,211      1,003        709          0          0          0          0          0          0:      141        30
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    -5,542:    -5,762     -4,261        507       -245       -287          0          0          0          0       -700          0:        0       -49
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.0       83.1       11.8        9.8        6.9        0.0        0.0        0.0        0.0        0.0        0.0:      1.4       0.3
Old  :     100.0:      80.0       83.1       11.8        9.8        6.9        0.0        0.0        0.0        0.0        0.0        0.0:      1.4       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        15         12          5          5          5          0          0          0          0          0          0:
Old  :        30:        15         12          5          5          5          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.9       61.1       78.3       84.4       46.9       57.1       64.5       70.6
Old  :                 53.9       61.1       78.3       84.4       46.9       57.1       64.5       70.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-021A17
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 100 METRIC TONS)                                                                                          :
     :          :    Positions                                                                                                           :
All  :     6,062:     3,417        722        809      3,313      1,584          0          0          0          0        339          0:      252       104
Old  :     6,062:     3,417        722        809      3,313      1,584          0          0          0          0        339          0:      252       104
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :      -907:      -105        191         35       -187       -821          0          0          0          0        -74          0:      -16       -16
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.4       11.9       13.3       54.7       26.1        0.0        0.0        0.0        0.0        5.6        0.0:      4.2       1.7
Old  :     100.0:      56.4       11.9       13.3       54.7       26.1        0.0        0.0        0.0        0.0        5.6        0.0:      4.2       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         6          4          4         10         10          0          0          0          0          .          0:
Old  :        22:         6          4          4         10         10          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.2       48.0       79.8       73.2       48.9       33.8       59.9       53.7
Old  :                 62.2       48.0       79.8       73.2       48.9       33.8       59.9       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-021A28
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    20,069:    15,622     13,613      2,578      1,975      1,411          0          0          0          0      2,752        318:      140         0
Old  :    20,069:    15,622     13,613      2,578      1,975      1,411          0          0          0          0      2,752        318:      140         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    -2,863:    -2,340     -1,476        142        346       -645          0          0          0          0     -1,088          0:      -20         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.8       67.8       12.8        9.8        7.0        0.0        0.0        0.0        0.0       13.7        1.6:      0.7       0.0
Old  :     100.0:      77.8       67.8       12.8        9.8        7.0        0.0        0.0        0.0        0.0       13.7        1.6:      0.7       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        17         13          5          5          8          0          0          0          0          .          .:
Old  :        31:        17         13          5          5          8          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       55.5       63.1       79.9       31.4       36.7       47.0       54.4
Old  :                 39.8       55.5       63.1       79.9       31.4       36.7       47.0       54.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :   316,412:   117,962    161,940     55,923      7,483     14,859     24,528     23,416     29,999     13,530     16,063     26,179:   33,432    36,473
Old  :   316,412:   117,962    161,940     55,923      7,483     14,859     24,528     23,416     29,999     13,530     16,063     26,179:   33,432    36,473
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    -7,234:   -15,265    -10,835      2,681     -1,680       -462     -1,976      5,814      3,824      1,174     -4,372      1,354:    1,436      -877
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.3       51.2       17.7        2.4        4.7        7.8        7.4        9.5        4.3        5.1        8.3:     10.6      11.5
Old  :     100.0:      37.3       51.2       17.7        2.4        4.7        7.8        7.4        9.5        4.3        5.1        8.3:     10.6      11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       165:        51         61         16          .         15         24         31         25         12         10         17:
Old  :       165:        51         61         16          .         15         24         31         25         12         10         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       19.3       28.9       30.2       13.8        9.8       21.0       15.3
Old  :                 17.6       19.3       28.9       30.2       13.8        9.8       21.0       15.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                  Code-02265J
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1000 BARRELS)                                                                                             :
     :          :    Positions                                                                                                           :
All  :    12,309:     7,575      7,008      1,824        255      2,216          0          0          0        100      2,330        400:      194       100
Old  :    12,309:     7,575      7,008      1,824        255      2,216          0          0          0        100      2,330        400:      194       100
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    -3,379:    -2,419     -1,456          6       -498       -567          0          0          0       -450       -823         41:       10       -76
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.5       56.9       14.8        2.1       18.0        0.0        0.0        0.0        0.8       18.9        3.2:      1.6       0.8
Old  :     100.0:      61.5       56.9       14.8        2.1       18.0        0.0        0.0        0.0        0.8       18.9        3.2:      1.6       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        52:        20         30          5          4          8          0          0          0          .          .          .:
Old  :        52:        20         30          5          4          8          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       34.0       51.8       51.9       26.1       28.3       37.8       40.3
Old  :                 30.2       34.0       51.8       51.9       26.1       28.3       37.8       40.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-02265T
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    16,339:    10,485      9,188      2,470      3,198      2,373        403          0          0        590      1,550          0:       18        30
Old  :    16,339:    10,485      9,188      2,470      3,198      2,373        403          0          0        590      1,550          0:       18        30
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :      -453:      -209     -1,212        250       -259       -532       -330          0          0        390      1,550          0:      -22         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.2       56.2       15.1       19.6       14.5        2.5        0.0        0.0        3.6        9.5        0.0:      0.1       0.2
Old  :     100.0:      64.2       56.2       15.1       19.6       14.5        2.5        0.0        0.0        3.6        9.5        0.0:      0.1       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        16         19          5          8          9          .          0          0          .          .          0:
Old  :        45:        16         19          5          8          9          .          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.0       44.6       72.4       65.3       49.2       38.3       60.0       55.6
Old  :                 57.0       44.6       72.4       65.3       49.2       38.3       60.0       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-022A05
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    10,017:     6,560      1,188        407      6,303      2,313          0          0          0          0          0          0:      737       213
Old  :    10,017:     6,560      1,188        407      6,303      2,313          0          0          0          0          0          0:      737       213
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.5       11.9        4.1       62.9       23.1        0.0        0.0        0.0        0.0        0.0        0.0:      7.4       2.1
Old  :     100.0:      65.5       11.9        4.1       62.9       23.1        0.0        0.0        0.0        0.0        0.0        0.0:      7.4       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         9          .          .          9          9          0          0          0          0          0          0:
Old  :        20:         9          .          .          9          9          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       70.7       72.9       88.6       48.4       54.8       58.5       64.4
Old  :                 53.8       70.7       72.9       88.6       48.4       54.8       58.5       64.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                                                             Code-025601
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 29,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :    12,717:     7,706     11,019        117          0        314        415         60        127      2,894         68        850:      294       279
Old  :    12,717:     7,706     11,019        117          0        314        415         60        127      2,894         68        850:      294       279
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :       303:      -129        493         45        -49         99       -219         -3          0        708         18       -181:      -20       -74
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.6       86.6        0.9        0.0        2.5        3.3        0.5        1.0       22.8        0.5        6.7:      2.3       2.2
Old  :     100.0:      60.6       86.6        0.9        0.0        2.5        3.3        0.5        1.0       22.8        0.5        6.7:      2.3       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        22         25          .          0          .          .          .          .          6          .          5:
Old  :        41:        22         25          .          0          .          .          .          .          6          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       57.9       68.7       72.6       25.7       25.8       32.9       33.5
Old  :                 54.2       57.9       68.7       72.6       25.7       25.8       32.9       33.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-025651
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :    23,411:    21,689     20,647        777        110        208          0         47          0        157      1,827        203:      377       369
Old  :    23,411:    21,689     20,647        777        110        208          0         47          0        157      1,827        203:      377       369
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    -2,347:    -2,358     -2,188        306         59       -296          0         47          0          0         86        -15:       16       -40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.6       88.2        3.3        0.5        0.9        0.0        0.2        0.0        0.7        7.8        0.9:      1.6       1.6
Old  :     100.0:      92.6       88.2        3.3        0.5        0.9        0.0        0.2        0.0        0.7        7.8        0.9:      1.6       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        33         39          .          .          .          0          .          0          .          4          4:
Old  :        55:        33         39          .          .          .          0          .          0          .          4          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.4       41.8       72.4       62.5       37.9       28.3       46.8       41.8
Old  :                 51.4       41.8       72.4       62.5       37.9       28.3       46.8       41.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-03265C
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     1,292:       923        884          0         27         52          0          0          0         53         75          0:      264       254
Old  :     1,292:       923        884          0         27         52          0          0          0         53         75          0:      264       254
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :      -497:      -275       -148       -108         27        -37          0          0          0         -5        -87        -59:      -13      -193
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.4       68.4        0.0        2.1        4.0        0.0        0.0        0.0        4.1        5.8        0.0:     20.4      19.7
Old  :     100.0:      71.4       68.4        0.0        2.1        4.0        0.0        0.0        0.0        4.1        5.8        0.0:     20.4      19.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        16         14          0          .          .          0          0          0          .          .          0:
Old  :        22:        16         14          0          .          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       35.9       56.7       58.6       30.7       33.7       42.4       48.1
Old  :                 37.3       35.9       56.7       58.6       30.7       33.7       42.4       48.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                                                                      Code-067411
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   443,301:   137,770    116,699     78,875    117,894     50,856     22,213     17,226     27,201     22,008     12,975     84,097:   20,281    16,353
Old  :   443,301:   137,770    116,699     78,875    117,894     50,856     22,213     17,226     27,201     22,008     12,975     84,097:   20,281    16,353
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :     7,029:    -6,107     12,363     -1,376       -536     -1,064      2,758     -2,631        114      3,013    -11,922      9,894:     -203       811
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.1       26.3       17.8       26.6       11.5        5.0        3.9        6.1        5.0        2.9       19.0:      4.6       3.7
Old  :     100.0:      31.1       26.3       17.8       26.6       11.5        5.0        3.9        6.1        5.0        2.9       19.0:      4.6       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       132:        38         34         12         18         28         15         10         15         15         16         31:
Old  :       132:        38         34         12         18         28         15         10         15         15         16         31:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       31.3       41.0       44.0       17.4       19.2       23.7       25.5
Old  :                 26.1       31.3       41.0       44.0       17.4       19.2       23.7       25.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  : 1,456,604:   202,553    243,418    175,518    288,315    243,224    186,853     66,943    210,371    139,493    112,566    217,845:   80,747    73,922
Old  : 1,456,604:   202,553    243,418    175,518    288,315    243,224    186,853     66,943    210,371    139,493    112,566    217,845:   80,747    73,922
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    16,497:    -1,766     -9,545      6,969    -15,007      9,569       -708      5,620     -5,428    -16,186      9,534     14,504:    9,543     7,250
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.9       16.7       12.0       19.8       16.7       12.8        4.6       14.4        9.6        7.7       15.0:      5.5       5.1
Old  :     100.0:      13.9       16.7       12.0       19.8       16.7       12.8        4.6       14.4        9.6        7.7       15.0:      5.5       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       335:        47         51         19         30         41         54         50         61         51         55         93:
Old  :       335:        47         51         19         30         41         54         50         61         51         55         93:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.8       13.5       28.4       23.8       13.8       10.0       20.0       15.3
Old  :                 17.8       13.5       28.4       23.8       13.8       10.0       20.0       15.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06765A
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   196,632:    30,978     12,069     40,181     87,148     21,927      8,205          0         96     54,158     14,459      1,458:   39,629    59,475
Old  :   196,632:    30,978     12,069     40,181     87,148     21,927      8,205          0         96     54,158     14,459      1,458:   39,629    59,475
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    -8,336:    -2,293     -1,055       -417     -1,808       -956         27          0       -252     -4,888       -871       -327:      770    -3,067
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.8        6.1       20.4       44.3       11.2        4.2        0.0        0.0       27.5        7.4        0.7:     20.2      30.2
Old  :     100.0:      15.8        6.1       20.4       44.3       11.2        4.2        0.0        0.0       27.5        7.4        0.7:     20.2      30.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:         4          4          7          8         11          .          0          .          4          4          4:
Old  :        30:         4          4          7          8         11          .          0          .          4          4          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       36.3       61.3       50.1       43.2       35.1       56.8       46.2
Old  :                 43.5       36.3       61.3       50.1       43.2       35.1       56.8       46.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06765G
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    15,829:     6,707      9,342      4,076      1,904      2,941          0          0          0      1,068        605      1,020:       17        17
Old  :    15,829:     6,707      9,342      4,076      1,904      2,941          0          0          0      1,068        605      1,020:       17        17
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    -5,547:    -1,672     -6,114     -4,701         80        261          0          0          0       -444       -783      1,020:      -11       -11
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.4       59.0       25.8       12.0       18.6        0.0        0.0        0.0        6.7        3.8        6.4:      0.1       0.1
Old  :     100.0:      42.4       59.0       25.8       12.0       18.6        0.0        0.0        0.0        6.7        3.8        6.4:      0.1       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        12         11          5          7          6          0          0          0          .          4          .:
Old  :        35:        12         11          5          7          6          0          0          0          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.6       54.4       76.7       72.0       41.1       41.8       54.4       49.8
Old  :                 49.6       54.4       76.7       72.0       41.1       41.8       54.4       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-06765I
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    83,051:     2,443      3,246     26,707     19,452     41,979      4,005      1,527        862        860      8,222      3,136:    3,059     4,627
Old  :    83,051:     2,443      3,246     26,707     19,452     41,979      4,005      1,527        862        860      8,222      3,136:    3,059     4,627
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    -1,258:         0          0         20       -220      3,975       -220          0       -452          0          0     -4,644:       63        83
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       2.9        3.9       32.2       23.4       50.5        4.8        1.8        1.0        1.0        9.9        3.8:      3.7       5.6
Old  :     100.0:       2.9        3.9       32.2       23.4       50.5        4.8        1.8        1.0        1.0        9.9        3.8:      3.7       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:         4          .         10          7         14          .          .          4          .          4          6:
Old  :        34:         4          .         10          7         14          .          .          4          .          4          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       41.9       72.1       63.6       28.6       24.4       35.4       32.1
Old  :                 50.7       41.9       72.1       63.6       28.6       24.4       35.4       32.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                                                                   Code-06765J
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    34,638:     2,370      2,650      9,299     10,205     14,909      1,417      1,097        196      1,061        751      2,350:    3,036     2,480
Old  :    34,638:     2,370      2,650      9,299     10,205     14,909      1,417      1,097        196      1,061        751      2,350:    3,036     2,480
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :        87:         0          0       -328        -76        237       -132          0          0          0        -65        150:      160      -159
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.8        7.7       26.8       29.5       43.0        4.1        3.2        0.6        3.1        2.2        6.8:      8.8       7.2
Old  :     100.0:       6.8        7.7       26.8       29.5       43.0        4.1        3.2        0.6        3.1        2.2        6.8:      8.8       7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         .          .          5          6         11          .          .          .          .          .          .:
Old  :        21:         .          .          5          6         11          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       50.2       65.6       69.4       30.1       28.4       38.8       38.1
Old  :                 46.7       50.2       65.6       69.4       30.1       28.4       38.8       38.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                  Code-06765O
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     5,290:     1,495      1,475        605      2,976        785      2,058          0          0        250          0          0:       97        54
Old  :     5,290:     1,495      1,475        605      2,976        785      2,058          0          0        250          0          0:       97        54
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    -1,097:         5       -200       -155       -460       -437       -300          0          0       -200          0          0:      -10         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.3       27.9       11.4       56.3       14.8       38.9        0.0        0.0        4.7        0.0        0.0:      1.8       1.0
Old  :     100.0:      28.3       27.9       11.4       56.3       14.8       38.9        0.0        0.0        4.7        0.0        0.0:      1.8       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:         8          6          .          7          5          .          0          0          .          0          0:
Old  :        24:         8          6          .          7          5          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.3       56.0       73.0       80.7       48.4       50.4       62.2       71.3
Old  :                 54.3       56.0       73.0       80.7       48.4       50.4       62.2       71.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-06765T
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    26,265:     3,316        257      2,390      2,729      6,767        541      1,241      3,490      4,324      5,292      2,947:    2,490     3,542
Old  :    26,265:     3,316        257      2,390      2,729      6,767        541      1,241      3,490      4,324      5,292      2,947:    2,490     3,542
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :       113:         0          0        260       -100         84       -275          0        123        622        847     -1,031:      330       190
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.6        1.0        9.1       10.4       25.8        2.1        4.7       13.3       16.5       20.1       11.2:      9.5      13.5
Old  :     100.0:      12.6        1.0        9.1       10.4       25.8        2.1        4.7       13.3       16.5       20.1       11.2:      9.5      13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         .          .          4          4          8          .          .          .          4          .          4:
Old  :        21:         .          .          4          4          8          .          .          .          4          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       51.1       68.3       73.4       27.1       27.4       37.5       34.7
Old  :                 46.4       51.1       68.3       73.4       27.1       27.4       37.5       34.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-111659
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :   292,481:    83,293    180,621     38,510      8,710     19,398     68,648      5,372     23,872     17,314     14,371     22,983:   18,463    17,154
Old  :   292,481:    83,293    180,621     38,510      8,710     19,398     68,648      5,372     23,872     17,314     14,371     22,983:   18,463    17,154
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :     3,012:    -4,409     -9,793      2,692       -341      1,363     -6,391        201     10,882        616        -52        143:   -1,884       609
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.5       61.8       13.2        3.0        6.6       23.5        1.8        8.2        5.9        4.9        7.9:      6.3       5.9
Old  :     100.0:      28.5       61.8       13.2        3.0        6.6       23.5        1.8        8.2        5.9        4.9        7.9:      6.3       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       190:        55         73         15          6         13         50         13         29         11         13         20:
Old  :       190:        55         73         15          6         13         50         13         29         11         13         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.7       17.9       26.9       31.1       12.0       13.7       19.7       20.8
Old  :                 16.7       17.9       26.9       31.1       12.0       13.7       19.7       20.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                Code-11165K
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :    18,192:     4,558     11,185      1,003      1,218         30      2,776          0         58      3,310          0         67:    6,390     5,634
Old  :    18,192:     4,558     11,185      1,003      1,218         30      2,776          0         58      3,310          0         67:    6,390     5,634
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    -5,207:    -1,645     -3,584        217     -1,180          0       -873          0          0     -3,232          0        -43:      369      -400
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.1       61.5        5.5        6.7        0.2       15.3        0.0        0.3       18.2        0.0        0.4:     35.1      31.0
Old  :     100.0:      25.1       61.5        5.5        6.7        0.2       15.3        0.0        0.3       18.2        0.0        0.4:     35.1      31.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:         7         16          .          .          .          .          0          .          .          0          .:
Old  :        24:         7         16          .          .          .          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       33.0       57.7       54.9       42.6       32.9       54.7       54.7
Old  :                 44.0       33.0       57.7       54.9       42.6       32.9       54.7       54.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                Code-26265D
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     8,505:     3,862      3,379      2,633        907      1,568          0          0          0         70      2,240        204:      168       207
Old  :     8,505:     3,862      3,379      2,633        907      1,568          0          0          0         70      2,240        204:      168       207
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    -1,794:      -779       -914       -517        459       -454          0          0          0         46       -839        -46:      -44         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.4       39.7       31.0       10.7       18.4        0.0        0.0        0.0        0.8       26.3        2.4:      2.0       2.4
Old  :     100.0:      45.4       39.7       31.0       10.7       18.4        0.0        0.0        0.0        0.8       26.3        2.4:      2.0       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        15         15          9          4          9          0          0          0          .          .          .:
Old  :        37:        15         15          9          4          9          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.4       46.8       64.2       68.4       40.7       43.0       52.7       56.4
Old  :                 45.4       46.8       64.2       68.4       40.7       43.0       52.7       56.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022A13
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    47,307:    35,541     26,106      5,349     18,389      2,206      1,635          0        400      1,550          0         50:      576       156
Old  :    47,307:    35,541     26,106      5,349     18,389      2,206      1,635          0        400      1,550          0         50:      576       156
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    -8,349:    -6,881     -5,438        -75     -2,055       -636       -265          0          0       -450       -200          0:      -42       -20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.1       55.2       11.3       38.9        4.7        3.5        0.0        0.8        3.3        0.0        0.1:      1.2       0.3
Old  :     100.0:      75.1       55.2       11.3       38.9        4.7        3.5        0.0        0.8        3.3        0.0        0.1:      1.2       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        60:        33         21         10          6          6          .          0          .          .          0          .:
Old  :        60:        33         21         10          6          6          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.3       59.5       55.6       78.8       35.7       52.9       47.6       65.8
Old  :                 41.3       59.5       55.6       78.8       35.7       52.9       47.6       65.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-86465A
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    27,379:    22,765     23,231      3,198      3,061      1,087          0          0          0        329          0          0:        0         0
Old  :    27,379:    22,765     23,231      3,198      3,061      1,087          0          0          0        329          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :      -663:    -1,359       -438        679       -247         22          0          0          0         67          0          0:      -72         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.1       84.8       11.7       11.2        4.0        0.0        0.0        0.0        1.2        0.0        0.0:      0.0       0.0
Old  :     100.0:      83.1       84.8       11.7       11.2        4.0        0.0        0.0        0.0        1.2        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        14         13          8          .          .          0          0          0          .          0          0:
Old  :        31:        14         13          8          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.1       83.2       84.9       94.8       56.3       69.2       67.9       73.9
Old  :                 69.1       83.2       84.9       94.8       56.3       69.2       67.9       73.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-86465C
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    11,274:     6,430      3,336      2,989        910      1,115          0      1,463          0        350      4,300        150:      240         0
Old  :    11,274:     6,430      3,336      2,989        910      1,115          0      1,463          0        350      4,300        150:      240         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :      -349:       -85       -759       -309        -25       -315          0         50          0        150        550        150:       60         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.0       29.6       26.5        8.1        9.9        0.0       13.0        0.0        3.1       38.1        1.3:      2.1       0.0
Old  :     100.0:      57.0       29.6       26.5        8.1        9.9        0.0       13.0        0.0        3.1       38.1        1.3:      2.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        12         10          8          .          8          0          .          0          .          .          .:
Old  :        34:        12         10          8          .          8          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.0       64.4       69.4       83.7       40.3       63.8       56.4       74.0
Old  :                 48.0       64.4       69.4       83.7       40.3       63.8       56.4       74.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-86565C
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    34,952:    16,457     22,678      3,914      2,330      4,687        415        514         32      4,970          0      4,181:      296       530
Old  :    34,952:    16,457     22,678      3,914      2,330      4,687        415        514         32      4,970          0      4,181:      296       530
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    -3,105:    -1,305     -2,640       -534        -54       -538       -348          0          0       -538          0        148:       10       -21
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.1       64.9       11.2        6.7       13.4        1.2        1.5        0.1       14.2        0.0       12.0:      0.8       1.5
Old  :     100.0:      47.1       64.9       11.2        6.7       13.4        1.2        1.5        0.1       14.2        0.0       12.0:      0.8       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        61:        23         26         12          6         15          .          .          .          9          0          .:
Old  :        61:        23         26         12          6         15          .          .          .          9          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       37.4       53.3       55.3       20.7       21.7       29.2       31.3
Old  :                 37.2       37.4       53.3       55.3       20.7       21.7       29.2       31.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-86565D
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     7,079:     4,295      2,034      2,482        710        146          0          0          0         96      3,706          0:       60       483
Old  :     7,079:     4,295      2,034      2,482        710        146          0          0          0         96      3,706          0:       60       483
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :      -519:      -293       -323       -176         50        -50          0          0          0          0       -166          0:        0       -30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.7       28.7       35.1       10.0        2.1        0.0        0.0        0.0        1.4       52.4        0.0:      0.8       6.8
Old  :     100.0:      60.7       28.7       35.1       10.0        2.1        0.0        0.0        0.0        1.4       52.4        0.0:      0.8       6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        12         11          5          .          .          0          0          0          .          .          0:
Old  :        25:        12         11          5          .          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.2       74.5       82.6       84.0       57.3       72.4       73.6       77.0
Old  :                 61.2       74.5       82.6       84.0       57.3       72.4       73.6       77.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-86665A
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    10,357:     6,942      5,937      1,372      1,398        554        404        362        230        793      1,627         44:       18       205
Old  :    10,357:     6,942      5,937      1,372      1,398        554        404        362        230        793      1,627         44:       18       205
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    -1,517:    -1,454       -811        346         13       -323        104        -82        -81         46       -108       -120:      -35        -5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.0       57.3       13.2       13.5        5.3        3.9        3.5        2.2        7.7       15.7        0.4:      0.2       2.0
Old  :     100.0:      67.0       57.3       13.2       13.5        5.3        3.9        3.5        2.2        7.7       15.7        0.4:      0.2       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        22         19          4          4          4          .          .          .          .          .          .:
Old  :        40:        22         19          4          4          4          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       44.9       55.7       63.4       30.4       38.6       47.0       52.1
Old  :                 35.3       44.9       55.7       63.4       30.4       38.6       47.0       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-86765C
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    29,863:    11,292     17,545      4,022      6,267      2,675          0        379        393     10,414      1,633         77:      990       894
Old  :    29,863:    11,292     17,545      4,022      6,267      2,675          0        379        393     10,414      1,633         77:      990       894
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    -1,734:       191     -1,262     -1,155       -454        -35          0        -70          0       -999        209        -99:      363       -23
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.8       58.8       13.5       21.0        9.0        0.0        1.3        1.3       34.9        5.5        0.3:      3.3       3.0
Old  :     100.0:      37.8       58.8       13.5       21.0        9.0        0.0        1.3        1.3       34.9        5.5        0.3:      3.3       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        14         25          9          6         10          0          .          .          4          6          .:
Old  :        55:        14         25          9          6         10          0          .          .          4          6          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.4       37.6       76.7       54.5       62.4       36.2       70.0       52.6
Old  :                 64.4       37.6       76.7       54.5       62.4       36.2       70.0       52.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022A09
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    18,517:     3,395      2,170      1,645      3,315      8,976          0          0          0        530        266      3,455:      516       335
Old  :    18,517:     3,395      2,170      1,645      3,315      8,976          0          0          0        530        266      3,455:      516       335
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.3       11.7        8.9       17.9       48.5        0.0        0.0        0.0        2.9        1.4       18.7:      2.8       1.8
Old  :     100.0:      18.3       11.7        8.9       17.9       48.5        0.0        0.0        0.0        2.9        1.4       18.7:      2.8       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         4          4          5          5         10          0          0          0          .          .          .:
Old  :        20:         4          4          5          5         10          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.0       57.0       75.7       79.8       15.5       17.1       19.9       21.6
Old  :                 58.0       57.0       75.7       79.8       15.5       17.1       19.9       21.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-967654
Disaggregated Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    22,312:    14,110     12,502        715      2,511        120      1,573          0        150        997          0          0:    4,647     7,029
Old  :    22,312:    14,110     12,502        715      2,511        120      1,573          0        150        997          0          0:    4,647     7,029
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    -4,252:    -3,102     -3,073        -34     -3,205        -69       -161       -513          0       -441          0          0:     -445     2,608
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.2       56.0        3.2       11.3        0.5        7.1        0.0        0.7        4.5        0.0        0.0:     20.8      31.5
Old  :     100.0:      63.2       56.0        3.2       11.3        0.5        7.1        0.0        0.7        4.5        0.0        0.0:     20.8      31.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        15         15          .          .          .          .          0          .          .          0          0:
Old  :        25:        15         15          .          .          .          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.1       35.8       61.2       51.9       36.2       33.9       54.3       48.5
Old  :                 40.1       35.8       61.2       51.9       36.2       33.9       54.3       48.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 8, 2012