```
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                             Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :   518,310:    59,022     19,486    111,305    303,560    349,882    473,888    480,674:    44,422     37,637
Old  :   518,310:    59,022     19,486    111,305    303,560    349,882    473,888    480,674:    44,422     37,637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :    -1,301:      -409     -3,678     -7,878    -10,856     -6,654    -19,143    -18,210:    17,842     16,908
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        3.8       21.5       58.6       67.5       91.4       92.7:       8.6        7.3
Old  :     100.0:      11.4        3.8       21.5       58.6       67.5       91.4       92.7:       8.6        7.3
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:        37         17         42         64         65        117        112:
Old  :       127:        37         17         42         64         65        117        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  :                 16.2       14.6       28.2       26.2        6.5        9.4       11.2       15.5
Old  :                 16.2       14.6       28.2       26.2        6.5        9.4       11.2       15.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 22, 2011