CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 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 : 488,684: 58,467 19,836 113,262 298,884 339,607 470,613 472,706: 18,072 15,979 Old : 488,684: 58,467 19,836 113,262 298,884 339,607 470,613 472,706: 18,072 15,979 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 23, 2010 : : -2,592: 4,519 -11,070 2,964 -9,483 6,276 -2,000 -1,830: -592 -762 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.0 4.1 23.2 61.2 69.5 96.3 96.7: 3.7 3.3 Old : 100.0: 12.0 4.1 23.2 61.2 69.5 96.3 96.7: 3.7 3.3 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 : 124: 34 16 42 64 67 115 110: Old : 124: 34 16 42 64 67 115 110: 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 : 24.8 19.0 38.2 30.8 13.0 11.3 18.8 17.0 Old : 24.8 19.0 38.2 30.8 13.0 11.3 18.8 17.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 3, 2010