CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 428,790: 49,324 27,502 99,855 261,831 287,490 411,010 414,847: 17,780 13,943 Old : 428,790: 49,324 27,502 99,855 261,831 287,490 411,010 414,847: 17,780 13,943 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 3, 2012 : : -21,805: -5,257 6,742 -11,679 10,361 -4,340 -6,575 -9,277: -15,230 -12,528 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 6.4 23.3 61.1 67.0 95.9 96.7: 4.1 3.3 Old : 100.0: 11.5 6.4 23.3 61.1 67.0 95.9 96.7: 4.1 3.3 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: 35 18 46 57 56 110 105: Old : 117: 35 18 46 57 56 110 105: 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 : 20.0 20.6 32.8 33.9 9.3 11.9 15.6 17.5 Old : 20.0 20.6 32.8 33.9 9.3 11.9 15.6 17.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 13, 2012