CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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 : 630,379: 63,985 10,464 138,268 398,090 462,558 600,343 611,290: 30,036 19,089
Old : 630,379: 63,985 10,464 138,268 398,090 462,558 600,343 611,290: 30,036 19,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 34,598: 11,578 -495 3,382 17,300 31,622 32,261 34,510: 2,337 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 1.7 21.9 63.2 73.4 95.2 97.0: 4.8 3.0
Old : 100.0: 10.2 1.7 21.9 63.2 73.4 95.2 97.0: 4.8 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 : 129: 39 15 45 65 66 120 114:
Old : 129: 39 15 45 65 66 120 114:
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 : 23.1 19.6 34.9 32.2 13.0 10.3 18.0 15.6
Old : 23.1 19.6 34.9 32.2 13.0 10.3 18.0 15.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 4, 2011