CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                             Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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  :   501,746:    45,986     23,213     78,329    356,639    382,838    480,954    484,380:    20,792     17,366
Old  :   501,746:    45,986     23,213     78,329    356,639    382,838    480,954    484,380:    20,792     17,366
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :   -22,524:      -181      1,505    -11,284    -12,601    -12,111    -24,065    -21,889:     1,541       -635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2        4.6       15.6       71.1       76.3       95.9       96.5:       4.1        3.5
Old  :     100.0:       9.2        4.6       15.6       71.1       76.3       95.9       96.5:       4.1        3.5
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  :       111:        25         16         35         60         64         99        103:
Old  :       111:        25         16         35         60         64         99        103:
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  :                 26.3       21.1       41.1       33.1       15.5        9.6       21.4       16.2
Old  :                 26.3       21.1       41.1       33.1       15.5        9.6       21.4       16.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 28, 2009