CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 519,612: 59,431 23,163 119,184 314,416 356,536 493,031 498,883: 26,580 20,728 Old : 519,612: 59,431 23,163 119,184 314,416 356,536 493,031 498,883: 26,580 20,728 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 21,536: -3,941 7,964 9,328 16,330 7,778 21,717 25,070: -180 -3,534 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 4.5 22.9 60.5 68.6 94.9 96.0: 5.1 4.0 Old : 100.0: 11.4 4.5 22.9 60.5 68.6 94.9 96.0: 5.1 4.0 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 : 139: 41 20 49 69 67 130 121: Old : 139: 41 20 49 69 67 130 121: 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 : 15.0 15.4 27.5 27.5 6.5 9.4 11.4 15.4 Old : 15.0 15.4 27.5 27.5 6.5 9.4 11.4 15.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2011