CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                          Code-067411
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      394,951
COMMITMENTS
  39,370   20,547   86,382  216,986  241,600  342,738  348,529   52,213   46,422

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -38,862)
  -2,522   -1,442  -46,356  -21,865  -24,243  -70,743  -72,041   31,881   33,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      5.2     21.9     54.9     61.2     86.8     88.2     13.2     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      27       17       40       58       56      105       97
 

Updated December 23, 2011