CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 499,154: 48,854 23,255 114,641 320,581 348,688 484,076 486,584: 15,078 12,570 Old : 499,154: 48,854 23,255 114,641 320,581 348,688 484,076 486,584: 15,078 12,570 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 14, 2010 : : -10,227: -3,313 2,359 16,384 -25,061 -28,790 -11,989 -10,046: 1,762 -182 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.8 4.7 23.0 64.2 69.9 97.0 97.5: 3.0 2.5 Old : 100.0: 9.8 4.7 23.0 64.2 69.9 97.0 97.5: 3.0 2.5 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 : 118: 26 19 37 61 70 105 109: Old : 118: 26 19 37 61 70 105 109: 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 : 26.3 20.7 41.6 32.2 16.5 9.7 22.2 14.8 Old : 26.3 20.7 41.6 32.2 16.5 9.7 22.2 14.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 24, 2010