CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 518,310: 59,022 19,486 111,305 303,560 349,882 473,888 480,674: 44,422 37,637 Old : 518,310: 59,022 19,486 111,305 303,560 349,882 473,888 480,674: 44,422 37,637 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -1,301: -409 -3,678 -7,878 -10,856 -6,654 -19,143 -18,210: 17,842 16,908 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 3.8 21.5 58.6 67.5 91.4 92.7: 8.6 7.3 Old : 100.0: 11.4 3.8 21.5 58.6 67.5 91.4 92.7: 8.6 7.3 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: 37 17 42 64 65 117 112: Old : 127: 37 17 42 64 65 117 112: 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 : 16.2 14.6 28.2 26.2 6.5 9.4 11.2 15.5 Old : 16.2 14.6 28.2 26.2 6.5 9.4 11.2 15.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2011