CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 516,662: 43,880 22,317 131,967 310,130 340,958 485,977 495,242: 30,685 21,420 Old : 516,662: 43,880 22,317 131,967 310,130 340,958 485,977 495,242: 30,685 21,420 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2011 : : 9,532: -13,238 6,985 16,552 2,987 -13,979 6,301 9,558: 3,230 -26 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.5 4.3 25.5 60.0 66.0 94.1 95.9: 5.9 4.1 Old : 100.0: 8.5 4.3 25.5 60.0 66.0 94.1 95.9: 5.9 4.1 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 : 135: 35 24 46 68 66 126 117: Old : 135: 35 24 46 68 66 126 117: 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 14.1 28.6 25.9 7.1 8.8 11.9 14.6 Old : 16.2 14.1 28.6 25.9 7.1 8.8 11.9 14.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2011