CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                             Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2011              
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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  :   461,960:    39,959     14,113    106,191    289,758    323,300    435,907    443,603:    26,052     18,356
Old  :   461,960:    39,959     14,113    106,191    289,758    323,300    435,907    443,603:    26,052     18,356
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :   -31,814:     4,673        -44    -11,763    -17,584    -17,627    -24,673    -29,433:    -7,141     -2,381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6        3.1       23.0       62.7       70.0       94.4       96.0:       5.6        4.0
Old  :     100.0:       8.6        3.1       23.0       62.7       70.0       94.4       96.0:       5.6        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  :       121:        33         19         42         59         61        111        107:
Old  :       121:        33         19         42         59         61        111        107:
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  :                 17.0       16.8       30.9       29.6        8.3       10.8       13.4       16.1
Old  :                 17.0       16.8       30.9       29.6        8.3       10.8       13.4       16.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 23, 2011