CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 485,741: 56,640 14,708 107,958 289,568 337,241 454,166 459,907: 31,576 25,834 Old : 485,741: 56,640 14,708 107,958 289,568 337,241 454,166 459,907: 31,576 25,834 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : -36,105: -8,604 1,498 -11,349 -14,653 -26,760 -34,606 -36,612: -1,498 507 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.7 3.0 22.2 59.6 69.4 93.5 94.7: 6.5 5.3 Old : 100.0: 11.7 3.0 22.2 59.6 69.4 93.5 94.7: 6.5 5.3 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: 41 17 47 70 64 130 113: Old : 134: 41 17 47 70 64 130 113: 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 : 15.9 15.2 27.0 26.5 6.5 10.0 11.7 17.1 Old : 15.9 15.2 27.0 26.5 6.5 10.0 11.7 17.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2011