CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 498,451: 65,683 7,365 107,978 295,339 360,194 469,000 475,537: 29,451 22,914 Old : 498,451: 65,683 7,365 107,978 295,339 360,194 469,000 475,537: 29,451 22,914 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2011 : : 3,449: 6,529 -2,834 -470 -5,229 6,497 830 3,193: 2,619 256 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.2 1.5 21.7 59.3 72.3 94.1 95.4: 5.9 4.6 Old : 100.0: 13.2 1.5 21.7 59.3 72.3 94.1 95.4: 5.9 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 : 134: 40 16 47 68 64 128 112: Old : 134: 40 16 47 68 64 128 112: 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 : 15.5 15.3 26.7 27.4 6.3 9.6 11.5 16.1 Old : 15.5 15.3 26.7 27.4 6.3 9.6 11.5 16.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2011