CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 482,793: 38,860 33,917 75,920 348,304 349,623 463,084 459,460: 19,709 23,333 Old : 482,793: 38,860 33,917 75,920 348,304 349,623 463,084 459,460: 19,709 23,333 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2009 : : 1,603: -8,238 7,103 5,509 3,016 -18,324 287 -5,712: 1,316 7,315 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.0 7.0 15.7 72.1 72.4 95.9 95.2: 4.1 4.8 Old : 100.0: 8.0 7.0 15.7 72.1 72.4 95.9 95.2: 4.1 4.8 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 : 100: 15 22 29 49 61 84 94: Old : 100: 15 22 29 49 61 84 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 24.0 43.9 36.3 14.5 10.0 19.8 15.2 Old : 29.8 24.0 43.9 36.3 14.5 10.0 19.8 15.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 2, 2009