CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 527,243: 35,366 32,056 152,082 322,423 327,406 509,871 511,544: 17,372 15,699 Old : 527,243: 35,366 32,056 152,082 322,423 327,406 509,871 511,544: 17,372 15,699 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 17, 2012 : : 2,068: -3,280 6,302 7,680 1,188 -10,149 5,589 3,833: -3,521 -1,765 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 6.1 28.8 61.2 62.1 96.7 97.0: 3.3 3.0 Old : 100.0: 6.7 6.1 28.8 61.2 62.1 96.7 97.0: 3.3 3.0 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 : 136: 35 28 51 67 66 127 123: Old : 136: 35 28 51 67 66 127 123: 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 : 24.0 26.5 40.2 42.4 13.9 14.5 20.1 19.1 Old : 24.0 26.5 40.2 42.4 13.9 14.5 20.1 19.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 27, 2012