CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 496,000: 56,096 17,228 111,852 299,521 343,650 467,469 472,730: 28,530 23,270 Old : 496,000: 56,096 17,228 111,852 299,521 343,650 467,469 472,730: 28,530 23,270 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2011 : : 10,258: -544 2,520 3,894 9,954 6,408 13,304 12,823: -3,045 -2,564 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.3 3.5 22.6 60.4 69.3 94.2 95.3: 5.8 4.7 Old : 100.0: 11.3 3.5 22.6 60.4 69.3 94.2 95.3: 5.8 4.7 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 : 136: 41 18 49 68 64 129 117: Old : 136: 41 18 49 68 64 129 117: 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 : 16.2 15.1 27.8 26.9 7.0 10.2 12.7 16.9 Old : 16.2 15.1 27.8 26.9 7.0 10.2 12.7 16.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2011