CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2011
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 487,062: 40,206 16,913 109,945 302,106 334,964 452,257 461,822: 34,805 25,240
Old : 487,062: 40,206 16,913 109,945 302,106 334,964 452,257 461,822: 34,805 25,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 25,102: 247 2,800 3,755 12,348 11,664 16,350 18,219: 8,753 6,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 3.5 22.6 62.0 68.8 92.9 94.8: 7.1 5.2
Old : 100.0: 8.3 3.5 22.6 62.0 68.8 92.9 94.8: 7.1 5.2
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 : 122: 31 22 43 62 64 112 112:
Old : 122: 31 22 43 62 64 112 112:
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 : 17.7 16.5 31.1 28.4 8.3 9.2 13.8 14.1
Old : 17.7 16.5 31.1 28.4 8.3 9.2 13.8 14.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2011