CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                          Code-067411
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      393,536
COMMITMENTS
  54,061   25,618   88,240  220,141  254,945  362,442  368,803   31,094   24,733

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      1,023)
   8,397    2,337    3,713    5,317    9,199   17,427   15,249  -16,404  -14,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      6.5     22.4     55.9     64.8     92.1     93.7      7.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      27       22       40       58       56      105      101
 

Updated January 3, 2012