CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                          Code-067411
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      458,632
COMMITMENTS
  58,460   11,528   89,529  285,338  336,285  433,327  437,342   25,305   21,290

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:    -37,120)
   3,788   -7,340   -7,977  -29,592  -23,439  -33,781  -38,756   -3,339    1,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      2.5     19.5     62.2     73.3     94.5     95.4      5.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      39       16       45       62       62      118      110
 

Updated May 27, 2011