CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                             Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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  :   488,057:    48,961     19,137     99,137    325,426    352,037    473,524    470,311:    14,533     17,746
Old  :   488,057:    48,961     19,137     99,137    325,426    352,037    473,524    470,311:    14,533     17,746
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :    31,772:     7,885     -1,096     13,115     11,413     18,533     32,413     30,552:      -641      1,220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        3.9       20.3       66.7       72.1       97.0       96.4:       3.0        3.6
Old  :     100.0:      10.0        3.9       20.3       66.7       72.1       97.0       96.4:       3.0        3.6
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  :       120:        27         17         36         58         72        103        111:
Old  :       120:        27         17         36         58         72        103        111:
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  :                 31.9       17.6       43.8       29.7       20.0        9.5       24.7       16.7
Old  :                 31.9       17.6       43.8       29.7       20.0        9.5       24.7       16.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 30, 2010