CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                          Code-067411
OPTION AND FUTURES COMBINED 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:      457,634
COMMITMENTS
  46,517   32,668  113,923  274,076  290,606  434,515  437,197   23,119   20,437

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -13,606)
   1,444    3,413      -88  -14,469  -16,434  -13,113  -13,109     -492     -497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      7.1     24.9     59.9     63.5     94.9     95.5      5.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      28       27       46       62       58      118      108
 

Updated March 23, 2012