CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 474,685: 46,400 34,420 114,337 292,365 307,847 453,101 456,604: 21,584 18,081 Old : 474,685: 46,400 34,420 114,337 292,365 307,847 453,101 456,604: 21,584 18,081 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 20, 2012 : : 17,051: -118 1,752 414 18,289 17,241 18,586 19,407: -1,534 -2,356 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.8 7.3 24.1 61.6 64.9 95.5 96.2: 4.5 3.8 Old : 100.0: 9.8 7.3 24.1 61.6 64.9 95.5 96.2: 4.5 3.8 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 : 128: 29 26 45 65 59 120 107: Old : 128: 29 26 45 65 59 120 107: 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 : 21.9 24.7 34.4 35.6 12.2 12.0 17.3 17.6 Old : 21.9 24.7 34.4 35.6 12.2 12.0 17.3 17.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2012