CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                             Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 2012                
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     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   415,022:    55,277     23,978     94,084    244,873    279,431    394,234    397,493:    20,788     17,529
Old  :   415,022:    55,277     23,978     94,084    244,873    279,431    394,234    397,493:    20,788     17,529
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :    -1,342:      -151     -1,802      3,873      1,459      3,324      5,182      5,395:    -6,523     -6,737
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        5.8       22.7       59.0       67.3       95.0       95.8:       5.0        4.2
Old  :     100.0:      13.3        5.8       22.7       59.0       67.3       95.0       95.8:       5.0        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        35         15         40         60         58        112         99:
Old  :       117:        35         15         40         60         58        112         99:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       23.1       32.9       37.6       10.8       13.2       17.6       18.7
Old  :                 19.7       23.1       32.9       37.6       10.8       13.2       17.6       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 3, 2012