CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                          Code-067411
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      497,645
COMMITMENTS
  67,896   16,727  110,314  295,098  351,210  473,309  478,251   24,336   19,394

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:    -20,665)
   8,874   -2,759     -991   -8,462    1,327     -579   -2,423  -20,086  -18,242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      3.4     22.2     59.3     70.6     95.1     96.1      4.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      41       20       41       62       63      119      110
 

Updated July 29, 2011