CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 508,131: 37,078 10,777 128,000 315,044 350,802 480,122 489,579: 28,009 18,552 Old : 508,131: 37,078 10,777 128,000 315,044 350,802 480,122 489,579: 28,009 18,552 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 11, 2011 : : -9,097: -2,751 197 -4,919 -3,806 -2,961 -11,476 -7,682: 2,379 -1,414 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 2.1 25.2 62.0 69.0 94.5 96.3: 5.5 3.7 Old : 100.0: 7.3 2.1 25.2 62.0 69.0 94.5 96.3: 5.5 3.7 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 : 133: 36 16 48 64 69 120 119: Old : 133: 36 16 48 64 69 120 119: 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 : 18.5 16.6 30.7 27.8 9.2 9.6 14.1 14.8 Old : 18.5 16.6 30.7 27.8 9.2 9.6 14.1 14.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2011