```
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                             Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :   595,781:    52,407     10,958    134,886    380,789    430,936    568,082    576,780:    27,700     19,001
Old  :   595,781:    52,407     10,958    134,886    380,789    430,936    568,082    576,780:    27,700     19,001
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :   -13,948:    -7,405     -7,710     -7,202     -3,599     -2,009    -18,206    -16,921:     4,258      2,973
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        1.8       22.6       63.9       72.3       95.4       96.8:       4.6        3.2
Old  :     100.0:       8.8        1.8       22.6       63.9       72.3       95.4       96.8:       4.6        3.2
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:        35         15         42         63         65        114        109:
Old  :       124:        35         15         42         63         65        114        109:
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  :                 22.7       19.3       33.7       30.9       13.7        9.8       19.0       16.4
Old  :                 22.7       19.3       33.7       30.9       13.7        9.8       19.0       16.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 28, 2011