CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                          Code-067411
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      448,245
COMMITMENTS
  46,189   18,027  107,375  245,251  282,037  398,815  407,439   49,430   40,806

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     -2,118)
   4,251    1,596     -545   -1,068    3,960    2,639    5,011   -4,757   -7,129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      4.0     24.0     54.7     62.9     89.0     90.9     11.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      37       13       41       59       57      110      100
 

Updated December 30, 2011