CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                          Code-067411
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      424,221
COMMITMENTS
  39,930   20,840   80,120  271,088  299,791  391,138  400,751   33,083   23,470

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     18,649)
    -202    3,922      867    9,579    7,364   10,244   12,153    8,405    6,496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      4.9     18.9     63.9     70.7     92.2     94.5      7.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      30       23       40       62       64      110      111
 

Updated September 30, 2011