CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                          Code-067411
OPTION AND FUTURES COMBINED 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:      416,364
COMMITMENTS
  55,428   25,781   90,211  243,413  276,106  389,053  392,098   27,311   24,266

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     -2,200)
   3,711   -5,993   -3,525   -1,120    6,574     -934   -2,943   -1,266      744

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      6.2     21.7     58.5     66.3     93.4     94.2      6.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      36       13       38       57       59      107       98
 

Updated January 27, 2012