CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 497,645: 67,896 16,727 110,314 295,098 351,210 473,309 478,251: 24,336 19,394
Old : 497,645: 67,896 16,727 110,314 295,098 351,210 473,309 478,251: 24,336 19,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -20,665: 8,874 -2,759 -991 -8,462 1,327 -579 -2,423: -20,086 -18,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 3.4 22.2 59.3 70.6 95.1 96.1: 4.9 3.9
Old : 100.0: 13.6 3.4 22.2 59.3 70.6 95.1 96.1: 4.9 3.9
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 : 130: 41 20 41 62 63 119 110:
Old : 130: 41 20 41 62 63 119 110:
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 : 17.3 14.4 29.6 27.5 6.7 9.9 12.2 16.3
Old : 17.3 14.4 29.6 27.5 6.7 9.9 12.2 16.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2011