CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                          Code-067411
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      359,434
COMMITMENTS
  54,027   31,561   67,871  210,744  236,308  332,642  335,740   26,792   23,694

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     -2,610)
   3,116   -6,115   -3,272   -1,030    6,327   -1,186   -3,060   -1,424      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0      8.8     18.9     58.6     65.7     92.5     93.4      7.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      27       22       33       56       58      103       95
 

Updated January 27, 2012