CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 621,722: 58,733 16,588 131,649 401,486 455,298 591,869 603,536: 29,854 18,186 Old : 621,722: 58,733 16,588 131,649 401,486 455,298 591,869 603,536: 29,854 18,186 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 1, 2011 : : -8,657: -5,252 6,125 -6,619 3,396 -7,260 -8,474 -7,754: -183 -903 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 2.7 21.2 64.6 73.2 95.2 97.1: 4.8 2.9 Old : 100.0: 9.4 2.7 21.2 64.6 73.2 95.2 97.1: 4.8 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 : 129: 37 18 46 65 65 121 114: Old : 129: 37 18 46 65 65 121 114: 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 : 24.1 18.9 35.1 30.5 14.4 10.3 19.1 16.4 Old : 24.1 18.9 35.1 30.5 14.4 10.3 19.1 16.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 11, 2011