CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                             Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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  :   524,202:    47,355     29,523     87,626    374,529    390,741    509,510    507,890:    14,692     16,312
Old  :   524,202:    47,355     29,523     87,626    374,529    390,741    509,510    507,890:    14,692     16,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :     2,193:      -719      4,859      1,480      8,499        921      9,260      7,260:    -7,068     -5,067
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        5.6       16.7       71.4       74.5       97.2       96.9:       2.8        3.1
Old  :     100.0:       9.0        5.6       16.7       71.4       74.5       97.2       96.9:       2.8        3.1
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  :       123:        28         21         39         62         71        107        115:
Old  :       123:        28         21         39         62         71        107        115:
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  :                 27.5       20.3       41.4       32.7       16.4       10.6       22.2       17.8
Old  :                 27.5       20.3       41.4       32.7       16.4       10.6       22.2       17.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 15, 2010