CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 493,774: 35,286 14,156 117,953 307,342 340,927 460,581 473,037: 33,193 20,737 Old : 493,774: 35,286 14,156 117,953 307,342 340,927 460,581 473,037: 33,193 20,737 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2011 : : -19,403: -10,901 -15,203 -10,737 -711 6,563 -22,349 -19,377: 2,946 -26 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.1 2.9 23.9 62.2 69.0 93.3 95.8: 6.7 4.2 Old : 100.0: 7.1 2.9 23.9 62.2 69.0 93.3 95.8: 6.7 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 : 134: 33 22 44 67 68 121 117: Old : 134: 33 22 44 67 68 121 117: 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 : 16.0 15.8 28.8 29.2 8.0 9.9 13.2 15.4 Old : 16.0 15.8 28.8 29.2 8.0 9.9 13.2 15.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2011