CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                             Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   471,240:    45,073     29,255    114,011    288,545    307,041    447,629    450,306:    23,611     20,934
Old  :   471,240:    45,073     29,255    114,011    288,545    307,041    447,629    450,306:    23,611     20,934
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    18,823:       890      6,443      1,543     18,524     12,843     20,957     20,829:    -2,134     -2,006
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        6.2       24.2       61.2       65.2       95.0       95.6:       5.0        4.4
Old  :     100.0:       9.6        6.2       24.2       61.2       65.2       95.0       95.6:       5.0        4.4
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  :       130:        29         26         48         64         61        121        112:
Old  :       130:        29         26         48         64         61        121        112:
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  :                 20.7       22.8       32.4       34.1       11.3       11.8       16.9       17.1
Old  :                 20.7       22.8       32.4       34.1       11.3       11.8       16.9       17.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 16, 2012