CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 524,202: 47,355 29,523 87,626 374,529 390,741 509,510 507,890: 14,692 16,312 Old : 524,202: 47,355 29,523 87,626 374,529 390,741 509,510 507,890: 14,692 16,312 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : 2,193: -719 4,859 1,480 8,499 921 9,260 7,260: -7,068 -5,067 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 5.6 16.7 71.4 74.5 97.2 96.9: 2.8 3.1 Old : 100.0: 9.0 5.6 16.7 71.4 74.5 97.2 96.9: 2.8 3.1 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 : 123: 28 21 39 62 71 107 115: Old : 123: 28 21 39 62 71 107 115: 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 : 27.5 20.3 41.4 32.7 16.4 10.6 22.2 17.8 Old : 27.5 20.3 41.4 32.7 16.4 10.6 22.2 17.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2010