CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 597,335: 53,737 23,876 133,780 384,393 414,565 571,910 572,221: 25,425 25,114
Old : 597,335: 53,737 23,876 133,780 384,393 414,565 571,910 572,221: 25,425 25,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -10,738: 6,291 -4,064 -8,914 -11,919 -2,289 -14,542 -15,267: 3,804 4,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 4.0 22.4 64.4 69.4 95.7 95.8: 4.3 4.2
Old : 100.0: 9.0 4.0 22.4 64.4 69.4 95.7 95.8: 4.3 4.2
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: 35 21 47 61 64 119 112:
Old : 127: 35 21 47 61 64 119 112:
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 : 21.7 15.8 33.3 28.2 9.9 8.8 15.1 14.9
Old : 21.7 15.8 33.3 28.2 9.9 8.8 15.1 14.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2011