CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 508,643: 60,832 24,780 80,566 348,513 385,703 489,912 491,049: 18,732 17,594 Old : 508,643: 60,832 24,780 80,566 348,513 385,703 489,912 491,049: 18,732 17,594 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 31, 2010 : : 27,567: 367 154 -2,374 25,047 25,691 23,039 23,471: 4,527 4,096 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.0 4.9 15.8 68.5 75.8 96.3 96.5: 3.7 3.5 Old : 100.0: 12.0 4.9 15.8 68.5 75.8 96.3 96.5: 3.7 3.5 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 : 123: 29 16 35 68 74 111 112: Old : 123: 29 16 35 68 74 111 112: 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 : 26.4 18.1 39.8 28.3 15.9 9.3 21.8 15.2 Old : 26.4 18.1 39.8 28.3 15.9 9.3 21.8 15.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 10, 2010