CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 515,052: 45,401 25,101 122,616 328,469 351,412 496,486 499,129: 18,565 15,923 Old : 515,052: 45,401 25,101 122,616 328,469 351,412 496,486 499,129: 18,565 15,923 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 21, 2010 : : 15,897: -3,454 1,846 7,975 7,889 2,724 12,410 12,545: 3,487 3,353 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 4.9 23.8 63.8 68.2 96.4 96.9: 3.6 3.1 Old : 100.0: 8.8 4.9 23.8 63.8 68.2 96.4 96.9: 3.6 3.1 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: 25 25 38 61 71 107 113: Old : 123: 25 25 38 61 71 107 113: 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 : 26.6 20.7 41.6 32.6 16.1 10.2 21.4 14.7 Old : 26.6 20.7 41.6 32.6 16.1 10.2 21.4 14.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 1, 2010