CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 595,781: 52,407 10,958 134,886 380,789 430,936 568,082 576,780: 27,700 19,001 Old : 595,781: 52,407 10,958 134,886 380,789 430,936 568,082 576,780: 27,700 19,001 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 18, 2011 : : -13,948: -7,405 -7,710 -7,202 -3,599 -2,009 -18,206 -16,921: 4,258 2,973 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 1.8 22.6 63.9 72.3 95.4 96.8: 4.6 3.2 Old : 100.0: 8.8 1.8 22.6 63.9 72.3 95.4 96.8: 4.6 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 : 124: 35 15 42 63 65 114 109: Old : 124: 35 15 42 63 65 114 109: 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 : 22.7 19.3 33.7 30.9 13.7 9.8 19.0 16.4 Old : 22.7 19.3 33.7 30.9 13.7 9.8 19.0 16.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 28, 2011