CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 504,152: 51,112 20,205 80,167 354,621 385,145 485,900 485,517: 18,252 18,635 Old : 504,152: 51,112 20,205 80,167 354,621 385,145 485,900 485,517: 18,252 18,635 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2009 : : 2,406: 5,126 -3,008 1,838 -2,018 2,307 4,946 1,137: -2,540 1,269 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.1 4.0 15.9 70.3 76.4 96.4 96.3: 3.6 3.7 Old : 100.0: 10.1 4.0 15.9 70.3 76.4 96.4 96.3: 3.6 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 : 111: 29 13 35 58 64 98 103: Old : 111: 29 13 35 58 64 98 103: 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 : 26.2 20.7 41.0 32.6 15.5 9.5 21.7 16.6 Old : 26.2 20.7 41.0 32.6 15.5 9.5 21.7 16.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2010