CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                             Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   527,243:    35,366     32,056    152,082    322,423    327,406    509,871    511,544:    17,372     15,699
Old  :   527,243:    35,366     32,056    152,082    322,423    327,406    509,871    511,544:    17,372     15,699
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :     2,068:    -3,280      6,302      7,680      1,188    -10,149      5,589      3,833:    -3,521     -1,765
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7        6.1       28.8       61.2       62.1       96.7       97.0:       3.3        3.0
Old  :     100.0:       6.7        6.1       28.8       61.2       62.1       96.7       97.0:       3.3        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  :       136:        35         28         51         67         66        127        123:
Old  :       136:        35         28         51         67         66        127        123:
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  :                 24.0       26.5       40.2       42.4       13.9       14.5       20.1       19.1
Old  :                 24.0       26.5       40.2       42.4       13.9       14.5       20.1       19.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 27, 2012