CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 415,022: 55,277 23,978 94,084 244,873 279,431 394,234 397,493: 20,788 17,529 Old : 415,022: 55,277 23,978 94,084 244,873 279,431 394,234 397,493: 20,788 17,529 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2012 : : -1,342: -151 -1,802 3,873 1,459 3,324 5,182 5,395: -6,523 -6,737 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 5.8 22.7 59.0 67.3 95.0 95.8: 5.0 4.2 Old : 100.0: 13.3 5.8 22.7 59.0 67.3 95.0 95.8: 5.0 4.2 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 15 40 60 58 112 99: Old : 117: 35 15 40 60 58 112 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 : 19.7 23.1 32.9 37.6 10.8 13.2 17.6 18.7 Old : 19.7 23.1 32.9 37.6 10.8 13.2 17.6 18.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2012