CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 574,623: 50,526 21,746 125,664 371,079 406,601 547,269 554,012: 27,353 20,611 Old : 574,623: 50,526 21,746 125,664 371,079 406,601 547,269 554,012: 27,353 20,611 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2011 : : 10,619: 904 -2,070 5,614 3,951 9,067 10,469 12,611: 150 -1,992 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 3.8 21.9 64.6 70.8 95.2 96.4: 4.8 3.6 Old : 100.0: 8.8 3.8 21.9 64.6 70.8 95.2 96.4: 4.8 3.6 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 : 132: 34 24 49 62 63 122 114: Old : 132: 34 24 49 62 63 122 114: 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 : 22.7 16.3 34.4 28.7 11.4 10.1 16.0 15.7 Old : 22.7 16.3 34.4 28.7 11.4 10.1 16.0 15.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2011