```
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                             Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :   457,634:    46,517     32,668    113,923    274,076    290,606    434,515    437,197:    23,119     20,437
Old  :   457,634:    46,517     32,668    113,923    274,076    290,606    434,515    437,197:    23,119     20,437
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   -13,606:     1,444      3,413        -88    -14,469    -16,434    -13,113    -13,109:      -492       -497
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2        7.1       24.9       59.9       63.5       94.9       95.5:       5.1        4.5
Old  :     100.0:      10.2        7.1       24.9       59.9       63.5       94.9       95.5:       5.1        4.5
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  :       127:        28         27         46         62         58        118        108:
Old  :       127:        28         27         46         62         58        118        108:
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  :                 21.8       25.1       33.8       35.8       12.1       12.8       17.8       18.1
Old  :                 21.8       25.1       33.8       35.8       12.1       12.8       17.8       18.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated March 23, 2012