CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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 : 505,404: 39,429 29,485 97,434 349,613 359,270 486,475 486,188: 18,929 19,216 Old : 505,404: 39,429 29,485 97,434 349,613 359,270 486,475 486,188: 18,929 19,216 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 26, 2010 : : 4,373: -719 1,283 10,348 -6,937 -5,042 2,692 6,589: 1,681 -2,216 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 5.8 19.3 69.2 71.1 96.3 96.2: 3.7 3.8 Old : 100.0: 7.8 5.8 19.3 69.2 71.1 96.3 96.2: 3.7 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 : 118: 23 25 40 59 67 106 110: Old : 118: 23 25 40 59 67 106 110: 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 : 27.2 19.2 40.7 31.0 17.9 11.6 23.1 17.9 Old : 27.2 19.2 40.7 31.0 17.9 11.6 23.1 17.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 5, 2010