```
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                             Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   524,961:    50,226     23,231    139,858    313,828    346,069    503,912    509,157:    21,049     15,804
Old  :   524,961:    50,226     23,231    139,858    313,828    346,069    503,912    509,157:    21,049     15,804
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :    17,080:    -6,477     -1,639      7,192     12,777     12,082     13,493     17,636:     3,587       -556
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        4.4       26.6       59.8       65.9       96.0       97.0:       4.0        3.0
Old  :     100.0:       9.6        4.4       26.6       59.8       65.9       96.0       97.0:       4.0        3.0
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:        29         27         49         64         62        120        117:
Old  :       130:        29         27         49         64         62        120        117:
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  :                 24.7       27.1       39.8       42.3       14.3       17.0       20.2       21.9
Old  :                 24.7       27.1       39.8       42.3       14.3       17.0       20.2       21.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated June 29, 2012