```
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                             Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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  :   497,645:    67,896     16,727    110,314    295,098    351,210    473,309    478,251:    24,336     19,394
Old  :   497,645:    67,896     16,727    110,314    295,098    351,210    473,309    478,251:    24,336     19,394
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :   -20,665:     8,874     -2,759       -991     -8,462      1,327       -579     -2,423:   -20,086    -18,242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6        3.4       22.2       59.3       70.6       95.1       96.1:       4.9        3.9
Old  :     100.0:      13.6        3.4       22.2       59.3       70.6       95.1       96.1:       4.9        3.9
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  :       130:        41         20         41         62         63        119        110:
Old  :       130:        41         20         41         62         63        119        110:
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  :                 17.3       14.4       29.6       27.5        6.7        9.9       12.2       16.3
Old  :                 17.3       14.4       29.6       27.5        6.7        9.9       12.2       16.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 29, 2011