CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                          Code-067411
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      392,513
COMMITMENTS
  45,664   23,281   84,527  214,824  245,746  345,015  353,554   47,498   38,959

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     -2,438)
   6,294    2,734   -1,855   -2,162    4,146    2,277    5,025   -4,715   -7,463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      5.9     21.5     54.7     62.6     87.9     90.1     12.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      30       20       40       59       57      109      100
 

Updated December 30, 2011