```
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                             Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :   478,563:    50,611     19,643    110,075    288,765    328,894    449,451    458,612:    29,112     19,951
Old  :   478,563:    50,611     19,643    110,075    288,765    328,894    449,451    458,612:    29,112     19,951
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :   -24,255:    -2,780      3,132    -17,005     -8,791    -12,503    -28,576    -26,376:     4,322      2,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        4.1       23.0       60.3       68.7       93.9       95.8:       6.1        4.2
Old  :     100.0:      10.6        4.1       23.0       60.3       68.7       93.9       95.8:       6.1        4.2
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  :       124:        31         16         37         68         66        115        106:
Old  :       124:        31         16         37         68         66        115        106:
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  :                 17.6       16.0       30.0       28.8        8.2        9.4       13.8       15.6
Old  :                 17.6       16.0       30.0       28.8        8.2        9.4       13.8       15.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated August 26, 2011