CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 564,004: 49,622 23,816 120,051 367,128 397,534 536,800 541,401: 27,204 22,603 Old : 564,004: 49,622 23,816 120,051 367,128 397,534 536,800 541,401: 27,204 22,603 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2011 : : -33,331: -4,115 -60 -13,729 -17,265 -17,031 -35,109 -30,820: 1,779 -2,510 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 4.2 21.3 65.1 70.5 95.2 96.0: 4.8 4.0 Old : 100.0: 8.8 4.2 21.3 65.1 70.5 95.2 96.0: 4.8 4.0 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 : 129: 32 24 47 61 61 119 110: Old : 129: 32 24 47 61 61 119 110: 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 : 23.3 16.3 34.7 28.4 11.2 9.2 16.0 15.5 Old : 23.3 16.3 34.7 28.4 11.2 9.2 16.0 15.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2011