CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 553,573: 85,096 16,127 132,074 318,023 389,428 535,192 537,628: 18,381 15,945 Old : 553,573: 85,096 16,127 132,074 318,023 389,428 535,192 537,628: 18,381 15,945 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2010 : : 24,181: 8,975 277 8,231 6,768 16,558 23,974 25,066: 207 -885 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 2.9 23.9 57.4 70.3 96.7 97.1: 3.3 2.9 Old : 100.0: 15.4 2.9 23.9 57.4 70.3 96.7 97.1: 3.3 2.9 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 : 117: 40 13 39 57 59 108 100: Old : 117: 40 13 39 57 59 108 100: 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 : 23.0 19.9 36.4 32.7 12.8 12.0 18.2 18.3 Old : 23.0 19.9 36.4 32.7 12.8 12.0 18.2 18.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 3, 2011