CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 522,009: 48,074 24,664 86,146 366,030 389,820 500,250 500,630: 21,759 21,379 Old : 522,009: 48,074 24,664 86,146 366,030 389,820 500,250 500,630: 21,759 21,379 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2009 : : 17,858: -3,038 4,459 5,979 11,409 4,676 14,350 15,114: 3,508 2,744 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 4.7 16.5 70.1 74.7 95.8 95.9: 4.2 4.1 Old : 100.0: 9.2 4.7 16.5 70.1 74.7 95.8 95.9: 4.2 4.1 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 : 115: 28 17 39 56 64 100 107: Old : 115: 28 17 39 56 64 100 107: 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 : 25.9 19.8 40.3 32.0 14.4 9.9 20.8 16.4 Old : 25.9 19.8 40.3 32.0 14.4 9.9 20.8 16.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 8, 2010