CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                          Code-067411
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      460,609
COMMITMENTS
  64,863    8,651   88,653  279,037  341,795  432,553  439,099   28,056   21,510

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      1,977)
   6,403   -2,877     -876   -6,301    5,510     -774    1,757    2,751      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      1.9     19.2     60.6     74.2     93.9     95.3      6.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      42       12       46       68       64      127      111
 

Updated June 3, 2011