CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 513,177: 46,187 29,359 128,690 308,053 334,364 482,930 492,413: 30,247 20,764 Old : 513,177: 46,187 29,359 128,690 308,053 334,364 482,930 492,413: 30,247 20,764 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2011 : : 19,796: -3,760 12,294 7,561 16,642 255 20,444 20,110: -648 -314 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 5.7 25.1 60.0 65.2 94.1 96.0: 5.9 4.0 Old : 100.0: 9.0 5.7 25.1 60.0 65.2 94.1 96.0: 5.9 4.0 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: 32 24 48 67 68 125 118: Old : 135: 32 24 48 67 68 125 118: 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 15.8 28.3 28.9 7.3 9.3 12.4 14.9 Old : 16.2 15.8 28.3 28.9 7.3 9.3 12.4 14.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2011