CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                          Code-067411
OPTION AND FUTURES COMBINED 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:      474,685
COMMITMENTS
  46,400   34,420  114,337  292,365  307,847  453,101  456,604   21,584   18,081

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     17,051)
    -118    1,752      414   18,289   17,241   18,586   19,407   -1,534   -2,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      7.3     24.1     61.6     64.9     95.5     96.2      4.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      29       26       45       65       59      120      107
 

Updated March 30, 2012