CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 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