CRUDE OIL, LIGHT SWEET - ICE EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 505,231: 48,865 40,919 66,265 365,368 374,240 480,498 481,424: 24,733 23,807 Old : 505,231: 48,865 40,919 66,265 365,368 374,240 480,498 481,424: 24,733 23,807 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2009 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 8.1 13.1 72.3 74.1 95.1 95.3: 4.9 4.7 Old : 100.0: 9.7 8.1 13.1 72.3 74.1 95.1 95.3: 4.9 4.7 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 : 108: 27 19 34 54 59 95 99: Old : 108: 27 19 34 54 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 : 29.7 22.5 46.3 37.5 14.8 9.5 20.2 15.6 Old : 29.7 22.5 46.3 37.5 14.8 9.5 20.2 15.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 31, 2009