CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                          Code-067411
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      461,960
COMMITMENTS
  39,959   14,113  106,191  289,758  323,300  435,907  443,603   26,052   18,356

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -31,814)
   4,673      -44  -11,763  -17,584  -17,627  -24,673  -29,433   -7,141   -2,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      3.1     23.0     62.7     70.0     94.4     96.0      5.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      33       19       42       59       61      111      107
 

Updated September 23, 2011