CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 495,002: 59,154 10,199 108,447 300,569 353,697 468,170 472,344: 26,832 22,658 Old : 495,002: 59,154 10,199 108,447 300,569 353,697 468,170 472,344: 26,832 22,658 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 17, 2011 : : -36,380: 5,159 -6,033 -8,900 -29,298 -23,221 -33,038 -38,154: -3,342 1,774 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.0 2.1 21.9 60.7 71.5 94.6 95.4: 5.4 4.6 Old : 100.0: 12.0 2.1 21.9 60.7 71.5 94.6 95.4: 5.4 4.6 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 : 128: 35 20 46 62 62 118 111: Old : 128: 35 20 46 62 62 118 111: 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 : 16.6 15.4 28.7 27.3 7.3 10.0 13.0 16.4 Old : 16.6 15.4 28.7 27.3 7.3 10.0 13.0 16.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2011