CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 450,595: 54,582 20,760 111,534 251,470 291,830 417,585 424,124: 33,009 26,471 Old : 450,595: 54,582 20,760 111,534 251,470 291,830 417,585 424,124: 33,009 26,471 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 27, 2011 : : 2,350: 8,393 2,733 4,159 6,219 9,793 18,771 16,685: -16,421 -14,335 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.1 4.6 24.8 55.8 64.8 92.7 94.1: 7.3 5.9 Old : 100.0: 12.1 4.6 24.8 55.8 64.8 92.7 94.1: 7.3 5.9 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 : 114: 33 16 41 58 56 106 101: Old : 114: 33 16 41 58 56 106 101: 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 : 22.3 20.1 34.6 33.4 9.2 10.5 14.6 15.9 Old : 22.3 20.1 34.6 33.4 9.2 10.5 14.6 15.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 6, 2012