CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 621,079: 51,108 25,439 139,993 401,221 431,625 592,322 597,057: 28,757 24,022 Old : 621,079: 51,108 25,439 139,993 401,221 431,625 592,322 597,057: 28,757 24,022 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 13,179: -1,326 4,929 4,661 4,405 -2,488 7,740 7,103: 5,439 6,076 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.2 4.1 22.5 64.6 69.5 95.4 96.1: 4.6 3.9 Old : 100.0: 8.2 4.1 22.5 64.6 69.5 95.4 96.1: 4.6 3.9 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 : 138: 37 24 52 66 68 131 122: Old : 138: 37 24 52 66 68 131 122: 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 16.9 34.1 29.0 10.1 9.8 14.6 15.8 Old : 22.5 16.9 34.1 29.0 10.1 9.8 14.6 15.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 4, 2011