CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 474,377: 43,660 18,825 146,091 262,857 293,047 452,609 457,964: 21,769 16,413
Old : 474,377: 43,660 18,825 146,091 262,857 293,047 452,609 457,964: 21,769 16,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 5,927: 1,942 -4,730 6,825 -4,138 1,285 4,629 3,381: 1,298 2,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 4.0 30.8 55.4 61.8 95.4 96.5: 4.6 3.5
Old : 100.0: 9.2 4.0 30.8 55.4 61.8 95.4 96.5: 4.6 3.5
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 13 42 60 64 110 106:
Old : 121: 33 13 42 60 64 110 106:
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 : 24.0 24.8 35.3 36.3 8.1 9.3 12.6 15.3
Old : 24.0 24.8 35.3 36.3 8.1 9.3 12.6 15.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2011