CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 452,416: 44,183 22,812 112,467 270,020 294,197 426,671 429,477: 25,745 22,940 Old : 452,416: 44,183 22,812 112,467 270,020 294,197 426,671 429,477: 25,745 22,940 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2012 : : 7,830: 2,265 7,344 5,066 -2,504 -6,081 4,828 6,329: 3,002 1,500 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.8 5.0 24.9 59.7 65.0 94.3 94.9: 5.7 5.1 Old : 100.0: 9.8 5.0 24.9 59.7 65.0 94.3 94.9: 5.7 5.1 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 : 122: 29 25 46 59 59 115 107: Old : 122: 29 25 46 59 59 115 107: 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 : 21.5 23.2 33.7 34.8 11.5 10.8 16.7 16.1 Old : 21.5 23.2 33.7 34.8 11.5 10.8 16.7 16.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2012