CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                          Code-067411
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      420,262
COMMITMENTS
  42,626   23,874  123,614  233,897  257,511  400,137  404,999   20,125   15,263

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      6,110)
   1,712   -4,805    7,022   -3,973    1,634    4,761    3,851    1,349    2,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      5.7     29.4     55.7     61.3     95.2     96.4      4.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      30       16       42       59       64      109      106
 

Updated December 2, 2011