CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                             Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010                
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     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   501,031:    40,147     28,202     87,086    356,550    364,312    483,783    479,600:    17,248     21,431
Old  :   501,031:    40,147     28,202     87,086    356,550    364,312    483,783    479,600:    17,248     21,431
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    -5,321:    -5,619     -2,801      2,937     -2,217     -7,399     -4,899     -7,263:      -422      1,942
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        5.6       17.4       71.2       72.7       96.6       95.7:       3.4        4.3
Old  :     100.0:       8.0        5.6       17.4       71.2       72.7       96.6       95.7:       3.4        4.3
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  :       114:        26         19         36         59         64        101        105:
Old  :       114:        26         19         36         59         64        101        105:
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  :                 27.8       19.3       41.2       32.2       18.4       11.9       24.2       19.1
Old  :                 27.8       19.3       41.2       32.2       18.4       11.9       24.2       19.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 29, 2010