CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 517,228: 39,829 10,580 132,918 318,850 353,763 491,597 497,261: 25,630 19,967
Old : 517,228: 39,829 10,580 132,918 318,850 353,763 491,597 497,261: 25,630 19,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 552: -2,295 -7,619 4,796 86 3,142 2,586 319: -2,034 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 2.0 25.7 61.6 68.4 95.0 96.1: 5.0 3.9
Old : 100.0: 7.7 2.0 25.7 61.6 68.4 95.0 96.1: 5.0 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 : 136: 40 15 49 66 70 123 123:
Old : 136: 40 15 49 66 70 123 123:
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 : 17.7 16.2 30.9 27.2 8.5 9.5 13.3 13.8
Old : 17.7 16.2 30.9 27.2 8.5 9.5 13.3 13.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2011