CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                          Code-067411
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      609,729
COMMITMENTS
  59,811   18,668  142,088  384,389  432,945  586,288  593,701   23,441   16,028

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     -6,666)
  -4,299   -4,347  -12,564    8,310   12,033   -8,552   -4,878    1,886   -1,788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      3.1     23.3     63.0     71.0     96.2     97.4      3.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      30       25       47       62       62      116      112
 

Updated January 21, 2011