Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #02165A                                                    Open Interest is    49,145                :
: Positions                                                                                                    :
:   35,490    43,454     7,555       330     4,407         0         0         0       526         0       740 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:      967     2,159       754        72      -394         0         0         0       470       -45        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      88.4      15.4       0.7       9.0       0.0       0.0       0.0       1.1       0.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       26        34        10         .        12         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #02165B                                                    Open Interest is    24,697                :
: Positions                                                                                                    :
:   20,319    20,493       755       716     3,460         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:    2,615     2,600       -15         0       390         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.3      83.0       3.1       2.9      14.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       15        25         4         4         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #02165E                                                    Open Interest is    10,270                :
: Positions                                                                                                    :
:    5,323     5,586       962       423     2,683         0         0       176         0       459       117 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:       42       100        -2        -7       170         0         0        66         0       -38        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.8      54.4       9.4       4.1      26.1       0.0       0.0       1.7       0.0       4.5       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       21        24         8         6        14         0         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                   :
CFTC Code #02165G                                                    Open Interest is     6,781                :
: Positions                                                                                                    :
:    3,451     4,660       951       359       671        25         0         0       623       145       233 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:      237       178         9        10       126         0         0         0        32       100        87 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.9      68.7      14.0       5.3       9.9       0.4       0.0       0.0       9.2       2.1       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       32        32         8         5        13         .         0         0         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                  :
CFTC Code #02165I                                                    Open Interest is     2,604                :
: Positions                                                                                                    :
:    1,227     1,085       145       287       508        80         0         0         0       339        22 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:       76       209         0       -25        23         0         0         0         0       -25        22 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.1      41.7       5.6      11.0      19.5       3.1       0.0       0.0       0.0      13.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        13         4         .         5         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                       :
CFTC Code #02165K                                                    Open Interest is     2,141                :
: Positions                                                                                                    :
:    1,433     1,015        77       668       115         0         0         0        51         0        40 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.9      47.4       3.6      31.2       5.4       0.0       0.0       0.0       2.4       0.0       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        11         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #02165R                                                    Open Interest is     2,484                :
: Positions                                                                                                    :
:    2,194     2,459       290        25         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.3      99.0      11.7       1.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         7         5         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 GALLONS)                     :
CFTC Code #02165T                                                    Open Interest is    11,055                :
: Positions                                                                                                    :
:    9,952    10,151       735       596       182         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:      725       550      -175         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.0      91.8       6.6       5.4       1.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        14         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 100 METRIC TONS)                 :
CFTC Code #021A17                                                    Open Interest is     9,679                :
: Positions                                                                                                    :
:    4,611       699     2,636     6,210     2,018         0         0         0         0       265         0 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.6       7.2      27.2      64.2      20.8       0.0       0.0       0.0       0.0       2.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        6         .         4         9         7         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                   :
CFTC Code #021A28                                                    Open Interest is    27,559                :
: Positions                                                                                                    :
:   21,890    21,186     2,193     2,267     3,169         0         0         0         0       630       307 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:      540       290         0         0         0         0         0         0         0       250         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.4      76.9       8.0       8.2      11.5       0.0       0.0       0.0       0.0       2.3       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       18        17         6         7         9         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)             :
CFTC Code #022651                                                    Open Interest is   328,287                :
: Positions                                                                                                    :
:  100,075   189,845    43,860    13,060    22,453    56,141    12,503    15,366    14,902    28,372    26,619 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:  -10,695    -4,780      -452    -1,320       357     2,908     2,423    -4,115     3,409       191    -6,469 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.5      57.8      13.4       4.0       6.8      17.1       3.8       4.7       4.5       8.6       8.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   180                     :
:       59        73        12         6        14        49        13        26        13         8        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)              :
CFTC Code #022653                                                    Open Interest is    59,659                :
: Positions                                                                                                    :
:   15,100    11,191     7,842     1,594    15,205         0         0         0         0    10,805    19,331 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:    1,048        11      -255       424       642         0         0         0         0       351     1,340 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.3      18.8      13.1       2.7      25.5       0.0       0.0       0.0       0.0      18.1      32.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        6         6         5         4         9         0         0         0         0         5         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1000 BARRELS)                                  :
CFTC Code #02265J                                                    Open Interest is    15,297                :
: Positions                                                                                                    :
:    9,864     8,764     2,609       685     2,518         0       100       150        59     2,943        50 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:       28       394       418        27      -107         0         0         0         0        25       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.5      57.3      17.1       4.5      16.5       0.0       0.7       1.0       0.4      19.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       32        34         7         .        10         0         .         .         .         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #02265T                                                    Open Interest is    10,133                :
: Positions                                                                                                    :
:    6,846     5,905       825     2,478     1,650       708         0         0        50       100         0 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:      975        75      -250       650      -125         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.6      58.3       8.1      24.5      16.3       7.0       0.0       0.0       0.5       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       15        17         .         8         8         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1000 BARRELS)                            :
CFTC Code #022A22                                                    Open Interest is     1,914                :
: Positions                                                                                                    :
:    1,462     1,600       305        37       120         0         0         0         0       150         0 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.4      83.6      15.9       1.9       6.3       0.0       0.0       0.0       0.0       7.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11         6         4         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CBT ETHANOL - CHICAGO BOARD OF TRADE   (CONTRACTS OF 29,000 U.S. GALLONS)                                      :
CFTC Code #025601                                                    Open Interest is    11,383                :
: Positions                                                                                                    :
:    7,349     8,288         0       408       187       857         0       342       627       206     1,306 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:        7       192         0       -70        15        92         0       -13        59         0         7 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.6      72.8       0.0       3.6       1.6       7.5       0.0       3.0       5.5       1.8      11.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       19        23         0         .         .         5         0         .         7         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                       :
CFTC Code #025651                                                    Open Interest is    16,168                :
: Positions                                                                                                    :
:   14,751    14,489       355       269       190        34         0        80       300       747       142 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:      962     1,046       -67         0        14       -10         0         0         0       -79       -35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.2      89.6       2.2       1.7       1.2       0.2       0.0       0.5       1.9       4.6       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       34        39         .         .         .         .         0         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                       :
CFTC Code #03265C                                                    Open Interest is     1,846                :
: Positions                                                                                                    :
:    1,365     1,167       218        22        68         0         0         0        36       296        25 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:      108         8       -30        22        35         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      63.2      11.8       1.2       3.7       0.0       0.0       0.0       2.0      16.0       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       20        20         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE   (CONTRACTS OF 1,000 BARRELS)                                     :
CFTC Code #067411                                                    Open Interest is   444,587                :
: Positions                                                                                                    :
:  149,308   141,618    41,573    77,017    81,643    32,541     8,259    21,219     9,377     7,210    86,182 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:   16,534    14,090    -2,716     1,552     2,401    -4,515    -3,906     2,054    -2,860    -3,824      -599 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.6      31.9       9.4      17.3      18.4       7.3       1.9       4.8       2.1       1.6      19.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   120                     :
:       35        32        11        17        25        17         6        13        13        15        29 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #067651                                                    Open Interest is 2,499,297                :
: Positions                                                                                                    :
:  318,631   415,785   127,135   401,094   658,148   284,800    12,768   352,211   133,867    72,484   514,690 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:   31,434    34,100    -7,356    22,450    28,961     9,232    -3,638    19,491    12,271    -3,317    18,572 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.7      16.6       5.1      16.0      26.3      11.4       0.5      14.1       5.4       2.9      20.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   399                     :
:       52        57        12        36        43       114        28        99        86        44       120 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #067657                                                    Open Interest is   212,429                :
: Positions                                                                                                    :
:   50,085   102,551     9,260    11,944    19,016       514    29,751    16,591    88,724     2,018    27,151 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:   -1,343      -464    -1,325       646      -298      -461    -1,365    -1,218     2,099        64      -954 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.6      48.3       4.4       5.6       9.0       0.2      14.0       7.8      41.8       0.9      12.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       14        15         .         5         6         .         5         4         5         5        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765A                                                    Open Interest is   202,130                :
: Positions                                                                                                    :
:   37,373    18,851    30,927    78,595    25,778         0       872       126    49,891     9,929     1,200 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:      836      -150        67     2,030      -238         0         0         0    -2,728       249      -427 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.5       9.3      15.3      38.9      12.8       0.0       0.4       0.1      24.7       4.9       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        4         4         5         8         9         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765B                                                    Open Interest is    91,027                :
: Positions                                                                                                    :
:    7,014     7,773     8,254    23,330    40,147    10,548       209     7,416     4,729       422     8,742 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:      -19       -84        50       811       159       877        23    -1,276       -78         3       931 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.7       8.5       9.1      25.6      44.1      11.6       0.2       8.1       5.2       0.5       9.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:        5         5         8        11        17        11         .         9         6         .        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                      :
CFTC Code #06765C                                                    Open Interest is   500,727                :
: Positions                                                                                                    :
:   63,744    53,783    50,237    89,892   255,901         0     1,083    19,382    34,933       213    62,493 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:      891       865        91       964     2,833         0       261      -276     1,630       -18     1,179 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.7      10.7      10.0      18.0      51.1       0.0       0.2       3.9       7.0       0.0      12.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:        6         6         9        17        26         0         .         .        10         .        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #06765G                                                    Open Interest is    19,367                :
: Positions                                                                                                    :
:   10,470    10,675     4,534     4,204     3,288         0        25         0       537       725       450 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:      -57       699       756       100       243         0         0         0       125        25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.1      55.1      23.4      21.7      17.0       0.0       0.1       0.0       2.8       3.7       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       15        14         7         7         8         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #06765I                                                    Open Interest is    78,251                :
: Positions                                                                                                    :
:    5,763     2,751    26,747    19,285    27,428     3,754     4,927        59     1,215     7,747    10,004 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:        0         0      -464       790     4,464       184      -930      -200         0         0     1,500 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.4       3.5      34.2      24.6      35.1       4.8       6.3       0.1       1.6       9.9      12.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:        5         .         9         9        16         .         .         .         .         5         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                                  :
CFTC Code #06765J                                                    Open Interest is    39,526                :
: Positions                                                                                                    :
:    2,870     3,300    11,860    12,543    14,376     2,605       897       850     1,075     1,374     3,506 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:    1,520         0      -231    -1,376     2,495    -2,300         0        50       500     1,049       500 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.3       8.3      30.0      31.7      36.4       6.6       2.3       2.2       2.7       3.5       8.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        .         .         6         6        12         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                                 :
CFTC Code #06765O                                                    Open Interest is    10,260                :
: Positions                                                                                                    :
:    2,012     2,275     1,200     5,767     1,468     4,476         0       702       300         0         0 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:     -300       450         0         0         0       750         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.6      22.2      11.7      56.2      14.3      43.6       0.0       6.8       2.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        6         6         .         7         4         4         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                         :
CFTC Code #06765T                                                    Open Interest is    27,593                :
: Positions                                                                                                    :
:      826     2,272     1,159     3,541     6,786     1,947     1,423     3,937     5,379     2,475     4,094 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:      309      -349        49      -334       240       -30       472      -260      -264       376       265 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      3.0       8.2       4.2      12.8      24.6       7.1       5.2      14.3      19.5       9.0      14.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:        .         4         .         6        10         4         4         5         7         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #06765X                                                    Open Interest is    24,561                :
: Positions                                                                                                    :
:      166         0       261     5,090    13,271     3,585       731     2,982     1,651       484       788 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:       11         0        69       947     2,301       531       110     1,254        99        56        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      0.7       0.0       1.1      20.7      54.0      14.6       3.0      12.1       6.7       2.0       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:        .         0         .        10        13         8         4         7         5         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #06765Y                                                    Open Interest is   116,313                :
: Positions                                                                                                    :
:   12,251    13,370    18,149    18,833    56,428     1,035         0     6,468     2,516         0     8,831 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:      280       839      -267       -18     2,984        94         0      -107       250      -184       372 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.5      11.5      15.6      16.2      48.5       0.9       0.0       5.6       2.2       0.0       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:        6         7         5        11        16         .         0         .         5         0         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                 :
CFTC Code #111659                                                    Open Interest is   373,330                :
: Positions                                                                                                    :
:  137,844   264,808    34,165    14,093    19,150    95,972     2,911    21,313    15,662    16,574    21,232 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:    5,288     7,775    -1,202       127       925     2,285      -386    -4,752     1,705       435    -3,591 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.9      70.9       9.2       3.8       5.1      25.7       0.8       5.7       4.2       4.4       5.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   233                     :
:       66        80        16         6        17        81         5        40        17        10        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 U.S. GALLONS)                         :
CFTC Code #11165K                                                    Open Interest is    24,761                :
: Positions                                                                                                    :
:    9,300    14,812       390     3,024       226     2,922         0        99     6,894       418       214 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:      533       249         0       232       184       116         0       -75       342       209       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.6      59.8       1.6      12.2       0.9      11.8       0.0       0.4      27.8       1.7       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:        9        20         .         .         .         .         0         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                               :
CFTC Code #26265D                                                    Open Interest is    10,098                :
: Positions                                                                                                    :
:    4,776     5,565     2,897       430     1,819       100         0         0       196     1,980       254 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:      350       450        50       -50       104         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.3      55.1      28.7       4.3      18.0       1.0       0.0       0.0       1.9      19.6       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       20        20         8         .         9         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #022A13                                                    Open Interest is    58,621                :
: Positions                                                                                                    :
:   49,600    28,651     4,950    27,547     1,750     1,500        99         1       100       200         0 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:    2,640       564       825     3,150       -35       750         0         0       100       200         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.6      48.9       8.4      47.0       3.0       2.6       0.2       0.0       0.2       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       30        22         8         7         7         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #86465A                                                    Open Interest is    19,076                :
: Positions                                                                                                    :
:   14,337    14,255     3,797     3,956       715         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:      428       403       200       225      -150         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      74.7      19.9      20.7       3.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14         9         7         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                    :
CFTC Code #86465C                                                    Open Interest is     8,365                :
: Positions                                                                                                    :
:    4,778     3,500     2,047       450       915       575       200         0        50     3,300         0 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:       75       225       375        25      -100         0       200         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.1      41.8      24.5       5.4      10.9       6.9       2.4       0.0       0.6      39.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       17        10         8         .         6         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #86565A                                                    Open Interest is     5,040                :
: Positions                                                                                                    :
:    3,069     3,618       537       236       415       123         0         0       367       400       371 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:      450       350         0         0         0         0         0         0      -100         0        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.9      71.8      10.7       4.7       8.2       2.4       0.0       0.0       7.3       7.9       7.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12         7         .         .         4         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                     :
CFTC Code #86565C                                                    Open Interest is    24,758                :
: Positions                                                                                                    :
:   14,663    14,429     5,709     3,938     1,601        60     2,202         0       921       713     1,774 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:      642     1,284       -30         0       -92       -30      -921         0        32       304       260 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.2      58.3      23.1      15.9       6.5       0.2       8.9       0.0       3.7       2.9       7.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       24        27        11         7        11         .         .         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                        :
CFTC Code #86565D                                                    Open Interest is     4,327                :
: Positions                                                                                                    :
:    3,157     1,145       832       714       238         0     1,399         0       100       700         0 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:        0        32       -32       100        14         0         0         0         0      -164         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      26.5      19.2      16.5       5.5       0.0      32.3       0.0       2.3      16.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        5         6         4         4         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                           :
CFTC Code #86665A                                                    Open Interest is    12,528                :
: Positions                                                                                                    :
:   10,174     7,169       382     2,140       730       881     1,222       240        45     1,007         0 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:      357       180       243       148       107         0       273         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      57.2       3.0      17.1       5.8       7.0       9.8       1.9       0.4       8.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       23        21         .         6         4         .         .         .         .         5         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                            :
CFTC Code #86765C                                                    Open Interest is    29,472                :
: Positions                                                                                                    :
:   10,888    14,656     3,306     8,964     1,918         0     2,191         0    12,650       691       325 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:   -3,218       287         0         0         0         0      -150         0     3,355         0      -150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.9      49.7      11.2      30.4       6.5       0.0       7.4       0.0      42.9       2.3       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       11        17         8         9         7         0         4         0         6         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 BARRELS)                          :
CFTC Code #967654                                                    Open Interest is    29,975                :
: Positions                                                                                                    :
:   20,474    15,318       538     6,419       896     2,116         0        24       150         0     1,800 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:     -528       535         0       153       253       189         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.3      51.1       1.8      21.4       3.0       7.1       0.0       0.1       0.5       0.0       6.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        15         .         5         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
 

Updated March 2, 2012