CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 487,785: 43,621 16,004 154,929 267,022 302,049 465,572 472,983: 22,213 14,802 Old : 487,785: 43,621 16,004 154,929 267,022 302,049 465,572 472,983: 22,213 14,802 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2011 : : 5,976: 5,081 311 10,154 -8,756 -2,471 6,480 7,995: -503 -2,019 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 3.3 31.8 54.7 61.9 95.4 97.0: 4.6 3.0 Old : 100.0: 8.9 3.3 31.8 54.7 61.9 95.4 97.0: 4.6 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 : 119: 34 14 44 63 62 113 107: Old : 119: 34 14 44 63 62 113 107: 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 : 26.3 25.4 38.6 37.3 8.8 9.6 13.2 14.5 Old : 26.3 25.4 38.6 37.3 8.8 9.6 13.2 14.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2011