```
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                             Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   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  :   487,062:    40,206     16,913    109,945    302,106    334,964    452,257    461,822:    34,805     25,240
Old  :   487,062:    40,206     16,913    109,945    302,106    334,964    452,257    461,822:    34,805     25,240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :    25,102:       247      2,800      3,755     12,348     11,664     16,350     18,219:     8,753      6,883
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3        3.5       22.6       62.0       68.8       92.9       94.8:       7.1        5.2
Old  :     100.0:       8.3        3.5       22.6       62.0       68.8       92.9       94.8:       7.1        5.2
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  :       122:        31         22         43         62         64        112        112:
Old  :       122:        31         22         43         62         64        112        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  :                 17.7       16.5       31.1       28.4        8.3        9.2       13.8       14.1
Old  :                 17.7       16.5       31.1       28.4        8.3        9.2       13.8       14.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated September 30, 2011