CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 474,397: 42,158 11,638 112,782 291,398 330,114 446,339 454,534: 28,059 19,863 Old : 474,397: 42,158 11,638 112,782 291,398 330,114 446,339 454,534: 28,059 19,863 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 18, 2011 : : -33,734: 5,080 861 -15,217 -23,646 -20,688 -33,783 -35,044: 49 1,310 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 2.5 23.8 61.4 69.6 94.1 95.8: 5.9 4.2 Old : 100.0: 8.9 2.5 23.8 61.4 69.6 94.1 95.8: 5.9 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 : 124: 30 18 46 60 66 113 113: Old : 124: 30 18 46 60 66 113 113: 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 : 21.6 18.0 33.6 29.1 10.6 10.5 16.0 16.3 Old : 21.6 18.0 33.6 29.1 10.6 10.5 16.0 16.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2011