CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 502,818: 53,392 16,510 127,079 297,556 341,398 478,027 484,988: 24,791 17,830 Old : 502,818: 53,392 16,510 127,079 297,556 341,398 478,027 484,988: 24,791 17,830 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : -13,844: 9,511 -5,806 -4,888 -12,574 440 -7,950 -10,254: -5,894 -3,590 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.6 3.3 25.3 59.2 67.9 95.1 96.5: 4.9 3.5 Old : 100.0: 10.6 3.3 25.3 59.2 67.9 95.1 96.5: 4.9 3.5 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 : 134: 40 19 47 67 65 126 116: Old : 134: 40 19 47 67 65 126 116: 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 : 16.9 14.5 29.7 26.7 7.9 8.8 13.3 15.4 Old : 16.9 14.5 29.7 26.7 7.9 8.8 13.3 15.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2011