CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 529,393: 76,121 15,850 123,842 311,256 372,870 511,219 512,562: 18,174 16,831 Old : 529,393: 76,121 15,850 123,842 311,256 372,870 511,219 512,562: 18,174 16,831 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 524: 3,535 346 -5,557 2,241 3,955 220 -1,256: 305 1,780 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.4 3.0 23.4 58.8 70.4 96.6 96.8: 3.4 3.2 Old : 100.0: 14.4 3.0 23.4 58.8 70.4 96.6 96.8: 3.4 3.2 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 : 112: 36 13 40 57 59 105 100: Old : 112: 36 13 40 57 59 105 100: 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 : 23.3 19.6 36.9 32.1 13.0 11.7 18.2 18.0 Old : 23.3 19.6 36.9 32.1 13.0 11.7 18.2 18.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 27, 2010