```
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                             Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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  :   508,131:    37,078     10,777    128,000    315,044    350,802    480,122    489,579:    28,009     18,552
Old  :   508,131:    37,078     10,777    128,000    315,044    350,802    480,122    489,579:    28,009     18,552
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :    -9,097:    -2,751        197     -4,919     -3,806     -2,961    -11,476     -7,682:     2,379     -1,414
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        2.1       25.2       62.0       69.0       94.5       96.3:       5.5        3.7
Old  :     100.0:       7.3        2.1       25.2       62.0       69.0       94.5       96.3:       5.5        3.7
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  :       133:        36         16         48         64         69        120        119:
Old  :       133:        36         16         48         64         69        120        119:
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  :                 18.5       16.6       30.7       27.8        9.2        9.6       14.1       14.8
Old  :                 18.5       16.6       30.7       27.8        9.2        9.6       14.1       14.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated October 21, 2011