CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 418,564: 51,718 31,774 93,736 244,533 269,532 389,987 395,042: 28,577 23,522 Old : 418,564: 51,718 31,774 93,736 244,533 269,532 389,987 395,042: 28,577 23,522 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 10, 2012 : : -10,226: 2,393 4,272 -6,119 -17,298 -17,958 -21,024 -19,806: 10,797 9,580 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 7.6 22.4 58.4 64.4 93.2 94.4: 6.8 5.6 Old : 100.0: 12.4 7.6 22.4 58.4 64.4 93.2 94.4: 6.8 5.6 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 : 110: 33 15 42 55 57 106 99: Old : 110: 33 15 42 55 57 106 99: 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 : 18.1 23.1 31.0 35.6 9.5 12.9 16.1 19.4 Old : 18.1 23.1 31.0 35.6 9.5 12.9 16.1 19.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2012