CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                             Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2009                
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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  :   468,271:    52,839     31,920     83,423    311,000    335,534    447,262    450,877:    21,009     17,394
Old  :   468,271:    52,839     31,920     83,423    311,000    335,534    447,262    450,877:    21,009     17,394
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :   -19,607:     8,765       -193      1,018    -26,412    -12,866    -16,629    -12,041:    -2,978     -7,567
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        6.8       17.8       66.4       71.7       95.5       96.3:       4.5        3.7
Old  :     100.0:      11.3        6.8       17.8       66.4       71.7       95.5       96.3:       4.5        3.7
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  :       110:        28         17         37         49         59         95         99:
Old  :       110:        28         17         37         49         59         95         99:
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  :                 28.3       20.2       41.4       32.6       16.7       12.6       23.1       19.4
Old  :                 28.3       20.2       41.4       32.6       16.7       12.6       23.1       19.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 23, 2009