CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 487,062 COMMITMENTS 40,206 16,913 109,945 302,106 334,964 452,257 461,822 34,805 25,240 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 25,102) 247 2,800 3,755 12,348 11,664 16,350 18,219 8,753 6,883 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 3.5 22.6 62.0 68.8 92.9 94.8 7.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 31 22 43 62 64 112 112
Updated September 30, 2011