CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 481,808: 38,540 15,693 144,775 275,778 304,520 459,092 464,988: 22,716 16,821 Old : 481,808: 38,540 15,693 144,775 275,778 304,520 459,092 464,988: 22,716 16,821 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 29, 2011 : : 7,431: -5,120 -3,132 -1,317 12,921 11,473 6,483 7,024: 948 407 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.0 3.3 30.0 57.2 63.2 95.3 96.5: 4.7 3.5 Old : 100.0: 8.0 3.3 30.0 57.2 63.2 95.3 96.5: 4.7 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 : 117: 32 14 40 60 63 108 103: Old : 117: 32 14 40 60 63 108 103: 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 : 24.9 25.2 37.0 36.8 7.8 8.9 12.3 14.3 Old : 24.9 25.2 37.0 36.8 7.8 8.9 12.3 14.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2011