CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 471,240: 45,073 29,255 114,011 288,545 307,041 447,629 450,306: 23,611 20,934 Old : 471,240: 45,073 29,255 114,011 288,545 307,041 447,629 450,306: 23,611 20,934 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2012 : : 18,823: 890 6,443 1,543 18,524 12,843 20,957 20,829: -2,134 -2,006 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 6.2 24.2 61.2 65.2 95.0 95.6: 5.0 4.4 Old : 100.0: 9.6 6.2 24.2 61.2 65.2 95.0 95.6: 5.0 4.4 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 : 130: 29 26 48 64 61 121 112: Old : 130: 29 26 48 64 61 121 112: 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 : 20.7 22.8 32.4 34.1 11.3 11.8 16.9 17.1 Old : 20.7 22.8 32.4 34.1 11.3 11.8 16.9 17.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2012