CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                          Code-067411
OPTION AND FUTURES COMBINED 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:      468,450
COMMITMENTS
  41,719   23,555  139,266  266,995  291,761  447,980  454,583   20,470   13,867

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:    -20,262)
   1,661    4,976   -5,254  -14,077  -19,305  -17,671  -19,583   -2,591     -678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      5.0     29.7     57.0     62.3     95.6     97.0      4.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      28       17       41       63       64      112      105
 

Updated November 28, 2011