CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 487,878: 44,074 32,113 82,405 337,412 348,400 463,891 462,918: 23,987 24,961 Old : 487,878: 44,074 32,113 82,405 337,412 348,400 463,891 462,918: 23,987 24,961 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 6, 2009 : : -9,348: -2,936 91 9,410 -17,073 -21,178 -10,599 -11,677: 1,251 2,329 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 6.6 16.9 69.2 71.4 95.1 94.9: 4.9 5.1 Old : 100.0: 9.0 6.6 16.9 69.2 71.4 95.1 94.9: 4.9 5.1 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 : 106: 24 17 35 55 62 97 98: Old : 106: 24 17 35 55 62 97 98: 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 : 26.6 20.4 39.8 32.5 14.6 10.7 21.4 16.1 Old : 26.6 20.4 39.8 32.5 14.6 10.7 21.4 16.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 16, 2009