CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                          Code-067411
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      415,022
COMMITMENTS
  55,277   23,978   94,084  244,873  279,431  394,234  397,493   20,788   17,529

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     -1,342)
    -151   -1,802    3,873    1,459    3,324    5,182    5,395   -6,523   -6,737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      5.8     22.7     59.0     67.3     95.0     95.8      5.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      35       15       40       60       58      112       99
 

Updated February 3, 2012