CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 416,364: 55,428 25,781 90,211 243,413 276,106 389,053 392,098: 27,311 24,266 Old : 416,364: 55,428 25,781 90,211 243,413 276,106 389,053 392,098: 27,311 24,266 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 17, 2012 : : -2,200: 3,711 -5,993 -3,525 -1,120 6,574 -934 -2,943: -1,266 744 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 6.2 21.7 58.5 66.3 93.4 94.2: 6.6 5.8 Old : 100.0: 13.3 6.2 21.7 58.5 66.3 93.4 94.2: 6.6 5.8 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: 36 13 38 57 59 107 98: Old : 114: 36 13 38 57 59 107 98: 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 : 18.4 22.5 31.2 36.1 10.5 12.7 17.5 19.8 Old : 18.4 22.5 31.2 36.1 10.5 12.7 17.5 19.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 27, 2012