CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                          Code-067411
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      391,954
COMMITMENTS
  47,038   40,024   87,730  236,074  246,728  370,842  374,482   21,112   17,472

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -12,129)
   1,349    3,624    1,176  -14,738  -16,453  -12,213  -11,653       84     -476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     10.2     22.4     60.2     62.9     94.6     95.5      5.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      23       31       39       62       58      113      105
 

Updated March 23, 2012