CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                          Code-067411
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      414,152
COMMITMENTS
  40,914   28,679  116,592  237,870  255,877  395,376  401,148   18,776   13,004

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:    -24,804)
   1,527    4,993   -7,014  -15,379  -21,704  -20,866  -23,725   -3,938   -1,079

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      6.9     28.2     57.4     61.8     95.5     96.9      4.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      27       18       41       63       64      112      105
 

Updated November 28, 2011