CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 620,916: 53,651 12,512 137,024 402,911 451,638 593,587 601,175: 27,329 19,741 Old : 620,916: 53,651 12,512 137,024 402,911 451,638 593,587 601,175: 27,329 19,741 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 8, 2011 : : -806: -5,082 -4,076 5,375 1,426 -3,660 1,719 -2,361: -2,525 1,555 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.6 2.0 22.1 64.9 72.7 95.6 96.8: 4.4 3.2 Old : 100.0: 8.6 2.0 22.1 64.9 72.7 95.6 96.8: 4.4 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 : 131: 38 19 48 65 67 122 118: Old : 131: 38 19 48 65 67 122 118: 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 : 22.5 18.4 34.6 29.2 12.1 10.0 17.2 15.9 Old : 22.5 18.4 34.6 29.2 12.1 10.0 17.2 15.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 18, 2011