CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 498,075: 63,372 15,199 109,856 298,086 348,758 471,315 473,813: 26,761 24,262 Old : 498,075: 63,372 15,199 109,856 298,086 348,758 471,315 473,813: 26,761 24,262 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2011 : : 2,076: 7,276 -2,029 -1,996 -1,435 5,108 3,845 1,083: -1,769 992 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 3.1 22.1 59.8 70.0 94.6 95.1: 5.4 4.9 Old : 100.0: 12.7 3.1 22.1 59.8 70.0 94.6 95.1: 5.4 4.9 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 : 140: 48 16 54 67 65 133 122: Old : 140: 48 16 54 67 65 133 122: 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 27.8 26.2 6.7 10.3 11.8 16.8 Old : 15.9 15.2 27.8 26.2 6.7 10.3 11.8 16.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2011