CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 504,455: 37,553 18,967 144,339 298,626 324,993 480,517 488,298: 23,939 16,157 Old : 504,455: 37,553 18,967 144,339 298,626 324,993 480,517 488,298: 23,939 16,157 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 1, 2011 : : 3,613: 531 -1,499 11,551 -7,491 -6,212 4,591 3,841: -978 -227 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 3.8 28.6 59.2 64.4 95.3 96.8: 4.7 3.2 Old : 100.0: 7.4 3.8 28.6 59.2 64.4 95.3 96.8: 4.7 3.2 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 : 121: 33 14 43 62 67 113 110: Old : 121: 33 14 43 62 67 113 110: 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 : 27.0 22.8 38.2 33.9 11.7 10.2 16.3 16.2 Old : 27.0 22.8 38.2 33.9 11.7 10.2 16.3 16.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 14, 2011