CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 608,073: 47,446 27,940 142,694 396,311 416,854 586,452 587,488: 21,621 20,585 Old : 608,073: 47,446 27,940 142,694 396,311 416,854 586,452 587,488: 21,621 20,585 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 1, 2011 : : -13,006: -3,661 2,501 2,701 -4,910 -14,771 -5,870 -9,569: -7,136 -3,437 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 4.6 23.5 65.2 68.6 96.4 96.6: 3.6 3.4 Old : 100.0: 7.8 4.6 23.5 65.2 68.6 96.4 96.6: 3.6 3.4 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 : 134: 37 23 51 63 67 124 121: Old : 134: 37 23 51 63 67 124 121: 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 : 22.1 14.6 35.3 27.3 9.6 9.0 14.3 14.4 Old : 22.1 14.6 35.3 27.3 9.6 9.0 14.3 14.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2011