CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                          Code-067411
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      405,572
COMMITMENTS
  40,132   16,918   79,253  261,509  292,427  380,894  388,598   24,678   16,974

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -34,367)
   5,270     -129  -13,016  -19,231  -18,642  -26,977  -31,787   -7,390   -2,580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      4.2     19.5     64.5     72.1     93.9     95.8      6.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      33       19       37       59       61      107      106
 

Updated September 23, 2011