CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                             Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009               
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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  :   477,187:    38,610     37,059     77,594    340,787    343,682    456,990    458,334:    20,197     18,853
Old  :   477,187:    38,610     37,059     77,594    340,787    343,682    456,990    458,334:    20,197     18,853
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :   -35,220:   -11,740      1,424        750    -22,410    -33,443    -33,400    -31,269:    -1,820     -3,951
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        7.8       16.3       71.4       72.0       95.8       96.0:       4.2        4.0
Old  :     100.0:       8.1        7.8       16.3       71.4       72.0       95.8       96.0:       4.2        4.0
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  :       108:        22         18         31         58         63         95         99:
Old  :       108:        22         18         31         58         63         95         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  :                 26.4       20.7       42.1       33.4       15.5       10.8       22.1       18.9
Old  :                 26.4       20.7       42.1       33.4       15.5       10.8       22.1       18.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 30, 2009