CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 493,381: 49,946 17,066 121,129 291,411 334,109 462,486 472,303: 30,894 21,078 Old : 493,381: 49,946 17,066 121,129 291,411 334,109 462,486 472,303: 30,894 21,078 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 14,818: -665 -2,577 11,054 2,646 5,214 13,035 13,692: 1,782 1,126 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.1 3.5 24.6 59.1 67.7 93.7 95.7: 6.3 4.3 Old : 100.0: 10.1 3.5 24.6 59.1 67.7 93.7 95.7: 6.3 4.3 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 : 130: 31 21 41 68 66 119 112: Old : 130: 31 21 41 68 66 119 112: 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 : 16.8 15.6 29.2 29.0 8.1 9.9 13.3 15.8 Old : 16.8 15.6 29.2 29.0 8.1 9.9 13.3 15.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 2, 2011