CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                          Code-067411
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      407,078
COMMITMENTS
  46,877   41,857   87,412  253,265  262,890  387,554  392,159   19,524   14,919

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     15,124)
    -161    1,833     -318   17,191   16,162   16,712   17,677   -1,588   -2,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     10.3     21.5     62.2     64.6     95.2     96.3      4.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      23       31       37       65       59      114      104
 

Updated March 30, 2012