CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 507,131: 57,118 15,332 115,415 307,143 354,937 479,676 485,684: 27,455 21,446 Old : 507,131: 57,118 15,332 115,415 307,143 354,937 479,676 485,684: 27,455 21,446 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 9,486: -10,778 -1,395 5,101 12,045 3,728 6,367 7,434: 3,119 2,052 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.3 3.0 22.8 60.6 70.0 94.6 95.8: 5.4 4.2 Old : 100.0: 11.3 3.0 22.8 60.6 70.0 94.6 95.8: 5.4 4.2 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 : 131: 35 19 39 68 66 120 111: Old : 131: 35 19 39 68 66 120 111: 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 : 15.7 13.7 28.2 26.0 6.3 9.7 11.2 16.0 Old : 15.7 13.7 28.2 26.0 6.3 9.7 11.2 16.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2011