CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                             Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2011               
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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  :   607,900:    52,434     20,510    135,331    396,817    434,113    584,581    589,954:    23,318     17,945
Old  :   607,900:    52,434     20,510    135,331    396,817    434,113    584,581    589,954:    23,318     17,945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :   -13,016:    -1,218      7,998     -1,693     -6,095    -17,525     -9,006    -11,220:    -4,011     -1,796
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6        3.4       22.3       65.3       71.4       96.2       97.0:       3.8        3.0
Old  :     100.0:       8.6        3.4       22.3       65.3       71.4       96.2       97.0:       3.8        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:        34         23         44         62         67        119        114:
Old  :       130:        34         23         44         62         67        119        114:
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  :                 23.5       17.7       35.5       29.9       11.5       10.6       16.6       16.3
Old  :                 23.5       17.7       35.5       29.9       11.5       10.6       16.6       16.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 25, 2011