CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 524,269: 46,167 21,708 89,613 369,240 394,948 505,019 506,269: 19,250 18,001 Old : 524,269: 46,167 21,708 89,613 369,240 394,948 505,019 506,269: 19,250 18,001 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 8, 2009 : : -11,822: 10,358 -10,915 -8,342 -12,584 9,584 -10,569 -9,673: -1,253 -2,149 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 4.1 17.1 70.4 75.3 96.3 96.6: 3.7 3.4 Old : 100.0: 8.8 4.1 17.1 70.4 75.3 96.3 96.6: 3.7 3.4 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 : 119: 29 17 39 62 68 106 112: Old : 119: 29 17 39 62 68 106 112: 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 : 25.0 19.5 38.7 32.3 14.1 10.2 19.3 16.4 Old : 25.0 19.5 38.7 32.3 14.1 10.2 19.3 16.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2009