CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 468,450: 41,719 23,555 139,266 266,995 291,761 447,980 454,583: 20,470 13,867 Old : 468,450: 41,719 23,555 139,266 266,995 291,761 447,980 454,583: 20,470 13,867 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : -20,262: 1,661 4,976 -5,254 -14,077 -19,305 -17,671 -19,583: -2,591 -678 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 5.0 29.7 57.0 62.3 95.6 97.0: 4.4 3.0 Old : 100.0: 8.9 5.0 29.7 57.0 62.3 95.6 97.0: 4.4 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 : 121: 28 17 41 63 64 112 105: Old : 121: 28 17 41 63 64 112 105: 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 : 22.8 24.6 34.2 36.4 8.0 10.1 13.2 16.5 Old : 22.8 24.6 34.2 36.4 8.0 10.1 13.2 16.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 28, 2011