CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 506,352: 45,766 31,003 84,149 358,767 371,711 488,682 486,863: 17,670 19,489 Old : 506,352: 45,766 31,003 84,149 358,767 371,711 488,682 486,863: 17,670 19,489 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 12, 2010 : : -17,850: -1,589 1,480 -3,477 -15,762 -19,030 -20,828 -21,027: 2,978 3,177 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 6.1 16.6 70.9 73.4 96.5 96.2: 3.5 3.8 Old : 100.0: 9.0 6.1 16.6 70.9 73.4 96.5 96.2: 3.5 3.8 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 17 34 58 66 98 104: Old : 111: 25 17 34 58 66 98 104: 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 : 27.7 20.3 41.0 32.8 17.7 12.0 23.7 19.5 Old : 27.7 20.3 41.0 32.8 17.7 12.0 23.7 19.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 22, 2010