CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 609,729: 59,811 18,668 142,088 384,389 432,945 586,288 593,701: 23,441 16,028
Old : 609,729: 59,811 18,668 142,088 384,389 432,945 586,288 593,701: 23,441 16,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: -6,666: -4,299 -4,347 -12,564 8,310 12,033 -8,552 -4,878: 1,886 -1,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 3.1 23.3 63.0 71.0 96.2 97.4: 3.8 2.6
Old : 100.0: 9.8 3.1 23.3 63.0 71.0 96.2 97.4: 3.8 2.6
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 : 124: 30 25 47 62 62 116 112:
Old : 124: 30 25 47 62 62 116 112:
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 : 22.6 18.2 33.6 30.2 13.3 9.9 18.5 15.2
Old : 22.6 18.2 33.6 30.2 13.3 9.9 18.5 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 21, 2011