CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 454,394: 52,268 24,202 81,724 305,168 335,369 439,160 441,295: 15,234 13,099 Old : 454,394: 52,268 24,202 81,724 305,168 335,369 439,160 441,295: 15,234 13,099 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 17, 2010 : : -16,323: 9,287 -775 -809 -22,369 -14,379 -13,891 -15,963: -2,432 -360 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 5.3 18.0 67.2 73.8 96.6 97.1: 3.4 2.9 Old : 100.0: 11.5 5.3 18.0 67.2 73.8 96.6 97.1: 3.4 2.9 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 : 119: 28 15 34 63 72 104 109: Old : 119: 28 15 34 63 72 104 109: 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 : 29.3 17.1 43.5 27.8 18.5 8.7 24.3 15.6 Old : 29.3 17.1 43.5 27.8 18.5 8.7 24.3 15.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 27, 2010