CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                          Code-067411
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      450,363
COMMITMENTS
  41,937   16,431  107,919  246,319  278,077  396,176  402,428   54,187   47,935

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -37,422)
  -1,683      427  -47,009  -20,703  -23,972  -69,396  -70,555   31,974   33,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      3.6     24.0     54.7     61.7     88.0     89.4     12.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      31       13       40       58       56      105       97
 

Updated December 23, 2011