CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                             Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   495,002:    59,154     10,199    108,447    300,569    353,697    468,170    472,344:    26,832     22,658
Old  :   495,002:    59,154     10,199    108,447    300,569    353,697    468,170    472,344:    26,832     22,658
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :   -36,380:     5,159     -6,033     -8,900    -29,298    -23,221    -33,038    -38,154:    -3,342      1,774
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0        2.1       21.9       60.7       71.5       94.6       95.4:       5.4        4.6
Old  :     100.0:      12.0        2.1       21.9       60.7       71.5       94.6       95.4:       5.4        4.6
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  :       128:        35         20         46         62         62        118        111:
Old  :       128:        35         20         46         62         62        118        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  :                 16.6       15.4       28.7       27.3        7.3       10.0       13.0       16.4
Old  :                 16.6       15.4       28.7       27.3        7.3       10.0       13.0       16.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 27, 2011