CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 500,842: 37,022 20,466 132,787 306,117 331,204 475,925 484,458: 24,916 16,384 Old : 500,842: 37,022 20,466 132,787 306,117 331,204 475,925 484,458: 24,916 16,384 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 26,445: -5,137 8,828 20,005 14,719 1,090 29,587 29,923: -3,142 -3,478 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 4.1 26.5 61.1 66.1 95.0 96.7: 5.0 3.3 Old : 100.0: 7.4 4.1 26.5 61.1 66.1 95.0 96.7: 5.0 3.3 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 : 122: 31 17 44 62 67 112 112: Old : 122: 31 17 44 62 67 112 112: 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 : 24.8 21.2 37.0 32.2 11.4 10.1 16.8 15.9 Old : 24.8 21.2 37.0 32.2 11.4 10.1 16.8 15.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 10, 2011