CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 488,712: 40,058 18,579 144,520 281,072 311,067 465,650 474,166: 23,062 14,546 Old : 488,712: 40,058 18,579 144,520 281,072 311,067 465,650 474,166: 23,062 14,546 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2011 : : -15,743: 2,505 -388 182 -17,553 -13,926 -14,866 -14,132: -877 -1,611 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.2 3.8 29.6 57.5 63.7 95.3 97.0: 4.7 3.0 Old : 100.0: 8.2 3.8 29.6 57.5 63.7 95.3 97.0: 4.7 3.0 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 : 123: 28 19 44 62 67 114 112: Old : 123: 28 19 44 62 67 114 112: 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 : 26.1 23.5 37.7 35.2 10.7 9.9 14.9 16.1 Old : 26.1 23.5 37.7 35.2 10.7 9.9 14.9 16.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 18, 2011