CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 461,960: 39,959 14,113 106,191 289,758 323,300 435,907 443,603: 26,052 18,356 Old : 461,960: 39,959 14,113 106,191 289,758 323,300 435,907 443,603: 26,052 18,356 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 13, 2011 : : -31,814: 4,673 -44 -11,763 -17,584 -17,627 -24,673 -29,433: -7,141 -2,381 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.6 3.1 23.0 62.7 70.0 94.4 96.0: 5.6 4.0 Old : 100.0: 8.6 3.1 23.0 62.7 70.0 94.4 96.0: 5.6 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 : 121: 33 19 42 59 61 111 107: Old : 121: 33 19 42 59 61 111 107: 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 : 17.0 16.8 30.9 29.6 8.3 10.8 13.4 16.1 Old : 17.0 16.8 30.9 29.6 8.3 10.8 13.4 16.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2011