CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 457,634: 46,517 32,668 113,923 274,076 290,606 434,515 437,197: 23,119 20,437 Old : 457,634: 46,517 32,668 113,923 274,076 290,606 434,515 437,197: 23,119 20,437 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 13, 2012 : : -13,606: 1,444 3,413 -88 -14,469 -16,434 -13,113 -13,109: -492 -497 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.2 7.1 24.9 59.9 63.5 94.9 95.5: 5.1 4.5 Old : 100.0: 10.2 7.1 24.9 59.9 63.5 94.9 95.5: 5.1 4.5 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 : 127: 28 27 46 62 58 118 108: Old : 127: 28 27 46 62 58 118 108: 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 : 21.8 25.1 33.8 35.8 12.1 12.8 17.8 18.1 Old : 21.8 25.1 33.8 35.8 12.1 12.8 17.8 18.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2012