CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                             Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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  :   529,393:    76,121     15,850    123,842    311,256    372,870    511,219    512,562:    18,174     16,831
Old  :   529,393:    76,121     15,850    123,842    311,256    372,870    511,219    512,562:    18,174     16,831
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :       524:     3,535        346     -5,557      2,241      3,955        220     -1,256:       305      1,780
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        3.0       23.4       58.8       70.4       96.6       96.8:       3.4        3.2
Old  :     100.0:      14.4        3.0       23.4       58.8       70.4       96.6       96.8:       3.4        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  :       112:        36         13         40         57         59        105        100:
Old  :       112:        36         13         40         57         59        105        100:
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  :                 23.3       19.6       36.9       32.1       13.0       11.7       18.2       18.0
Old  :                 23.3       19.6       36.9       32.1       13.0       11.7       18.2       18.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 27, 2010