CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 501,746: 45,986 23,213 78,329 356,639 382,838 480,954 484,380: 20,792 17,366 Old : 501,746: 45,986 23,213 78,329 356,639 382,838 480,954 484,380: 20,792 17,366 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2009 : : -22,524: -181 1,505 -11,284 -12,601 -12,111 -24,065 -21,889: 1,541 -635 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 4.6 15.6 71.1 76.3 95.9 96.5: 4.1 3.5 Old : 100.0: 9.2 4.6 15.6 71.1 76.3 95.9 96.5: 4.1 3.5 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 : 111: 25 16 35 60 64 99 103: Old : 111: 25 16 35 60 64 99 103: 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 : 26.3 21.1 41.1 33.1 15.5 9.6 21.4 16.2 Old : 26.3 21.1 41.1 33.1 15.5 9.6 21.4 16.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2009