CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2011
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 448,245: 46,189 18,027 107,375 245,251 282,037 398,815 407,439: 49,430 40,806
Old : 448,245: 46,189 18,027 107,375 245,251 282,037 398,815 407,439: 49,430 40,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -2,118: 4,251 1,596 -545 -1,068 3,960 2,639 5,011: -4,757 -7,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 4.0 24.0 54.7 62.9 89.0 90.9: 11.0 9.1
Old : 100.0: 10.3 4.0 24.0 54.7 62.9 89.0 90.9: 11.0 9.1
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 : 116: 37 13 41 59 57 110 100:
Old : 116: 37 13 41 59 57 110 100:
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 : 19.6 19.3 32.1 32.1 9.1 10.2 13.6 15.2
Old : 19.6 19.3 32.1 32.1 9.1 10.2 13.6 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2011