CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 478,563: 50,611 19,643 110,075 288,765 328,894 449,451 458,612: 29,112 19,951 Old : 478,563: 50,611 19,643 110,075 288,765 328,894 449,451 458,612: 29,112 19,951 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2011 : : -24,255: -2,780 3,132 -17,005 -8,791 -12,503 -28,576 -26,376: 4,322 2,121 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.6 4.1 23.0 60.3 68.7 93.9 95.8: 6.1 4.2 Old : 100.0: 10.6 4.1 23.0 60.3 68.7 93.9 95.8: 6.1 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 : 124: 31 16 37 68 66 115 106: Old : 124: 31 16 37 68 66 115 106: 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 : 17.6 16.0 30.0 28.8 8.2 9.4 13.8 15.6 Old : 17.6 16.0 30.0 28.8 8.2 9.4 13.8 15.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2011