CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 616,396: 64,110 23,015 154,652 376,079 420,912 594,840 598,579: 21,556 17,816 Old : 616,396: 64,110 23,015 154,652 376,079 420,912 594,840 598,579: 21,556 17,816 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2011 : : 20,250: -18,765 8,081 3,195 38,055 9,887 22,486 21,163: -2,236 -913 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 3.7 25.1 61.0 68.3 96.5 97.1: 3.5 2.9 Old : 100.0: 10.4 3.7 25.1 61.0 68.3 96.5 97.1: 3.5 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 : 122: 32 22 42 59 62 114 106: Old : 122: 32 22 42 59 62 114 106: 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 : 23.1 19.5 35.3 30.8 13.2 10.0 18.0 14.7 Old : 23.1 19.5 35.3 30.8 13.2 10.0 18.0 14.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 14, 2011