CRUDE OIL, LIGHT SWEET - ICE EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 481,190: 47,098 26,814 70,411 345,288 367,947 462,797 465,172: 18,393 16,018 Old : 481,190: 47,098 26,814 70,411 345,288 367,947 462,797 465,172: 18,393 16,018 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2009 : : -27,373: 801 -720 -10,035 -13,957 -9,606 -23,191 -20,361: -4,182 -7,012 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.8 5.6 14.6 71.8 76.5 96.2 96.7: 3.8 3.3 Old : 100.0: 9.8 5.6 14.6 71.8 76.5 96.2 96.7: 3.8 3.3 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 : 103: 24 16 29 52 61 89 94: Old : 103: 24 16 29 52 61 89 94: 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 : 29.8 25.2 43.8 38.1 13.5 10.2 18.8 15.5 Old : 29.8 25.2 43.8 38.1 13.5 10.2 18.8 15.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 25, 2009