CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 607,900: 52,434 20,510 135,331 396,817 434,113 584,581 589,954: 23,318 17,945 Old : 607,900: 52,434 20,510 135,331 396,817 434,113 584,581 589,954: 23,318 17,945 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : -13,016: -1,218 7,998 -1,693 -6,095 -17,525 -9,006 -11,220: -4,011 -1,796 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.6 3.4 22.3 65.3 71.4 96.2 97.0: 3.8 3.0 Old : 100.0: 8.6 3.4 22.3 65.3 71.4 96.2 97.0: 3.8 3.0 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 : 130: 34 23 44 62 67 119 114: Old : 130: 34 23 44 62 67 119 114: 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 : 23.5 17.7 35.5 29.9 11.5 10.6 16.6 16.3 Old : 23.5 17.7 35.5 29.9 11.5 10.6 16.6 16.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 25, 2011