CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 507,131: 57,118 15,332 115,415 307,143 354,937 479,676 485,684: 27,455 21,446
Old : 507,131: 57,118 15,332 115,415 307,143 354,937 479,676 485,684: 27,455 21,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 9,486: -10,778 -1,395 5,101 12,045 3,728 6,367 7,434: 3,119 2,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 3.0 22.8 60.6 70.0 94.6 95.8: 5.4 4.2
Old : 100.0: 11.3 3.0 22.8 60.6 70.0 94.6 95.8: 5.4 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 : 131: 35 19 39 68 66 120 111:
Old : 131: 35 19 39 68 66 120 111:
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 : 15.7 13.7 28.2 26.0 6.3 9.7 11.2 16.0
Old : 15.7 13.7 28.2 26.0 6.3 9.7 11.2 16.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2011