CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                          Code-067411
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      458,820
COMMITMENTS
  55,570   18,797   92,533  283,114  325,140  431,217  436,470   27,603   22,350

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     11,204)
    -510    2,509    4,190   10,408    6,688   14,088   13,387   -2,884   -2,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      4.1     20.2     61.7     70.9     94.0     95.1      6.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      43       16       47       68       64      128      116
 

Updated July 1, 2011