CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 444,587: 41,918 15,468 107,401 272,524 300,278 421,844 423,147: 22,743 21,439 Old : 444,587: 41,918 15,468 107,401 272,524 300,278 421,844 423,147: 22,743 21,439 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2012 : : 13,169: -7,375 -7,729 1,455 16,219 18,043 10,299 11,769: 2,870 1,400 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 3.5 24.2 61.3 67.5 94.9 95.2: 5.1 4.8 Old : 100.0: 9.4 3.5 24.2 61.3 67.5 94.9 95.2: 5.1 4.8 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 : 120: 30 21 42 61 59 114 102: Old : 120: 30 21 42 61 59 114 102: 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 : 21.4 23.3 33.7 35.9 11.5 11.6 16.7 17.1 Old : 21.4 23.3 33.7 35.9 11.5 11.6 16.7 17.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2012