```
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                             Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :   608,073:    47,446     27,940    142,694    396,311    416,854    586,452    587,488:    21,621     20,585
Old  :   608,073:    47,446     27,940    142,694    396,311    416,854    586,452    587,488:    21,621     20,585
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :   -13,006:    -3,661      2,501      2,701     -4,910    -14,771     -5,870     -9,569:    -7,136     -3,437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8        4.6       23.5       65.2       68.6       96.4       96.6:       3.6        3.4
Old  :     100.0:       7.8        4.6       23.5       65.2       68.6       96.4       96.6:       3.6        3.4
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  :       134:        37         23         51         63         67        124        121:
Old  :       134:        37         23         51         63         67        124        121:
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  :                 22.1       14.6       35.3       27.3        9.6        9.0       14.3       14.4
Old  :                 22.1       14.6       35.3       27.3        9.6        9.0       14.3       14.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated March 11, 2011