CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                             Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  :   487,785:    43,621     16,004    154,929    267,022    302,049    465,572    472,983:    22,213     14,802
Old  :   487,785:    43,621     16,004    154,929    267,022    302,049    465,572    472,983:    22,213     14,802
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :     5,976:     5,081        311     10,154     -8,756     -2,471      6,480      7,995:      -503     -2,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        3.3       31.8       54.7       61.9       95.4       97.0:       4.6        3.0
Old  :     100.0:       8.9        3.3       31.8       54.7       61.9       95.4       97.0:       4.6        3.0
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  :       119:        34         14         44         63         62        113        107:
Old  :       119:        34         14         44         63         62        113        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  :                 26.3       25.4       38.6       37.3        8.8        9.6       13.2       14.5
Old  :                 26.3       25.4       38.6       37.3        8.8        9.6       13.2       14.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 16, 2011