CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                          Code-067411
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      487,062
COMMITMENTS
  40,206   16,913  109,945  302,106  334,964  452,257  461,822   34,805   25,240

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     25,102)
     247    2,800    3,755   12,348   11,664   16,350   18,219    8,753    6,883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      3.5     22.6     62.0     68.8     92.9     94.8      7.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      31       22       43       62       64      112      112
 

Updated September 30, 2011