CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 450,363: 41,937 16,431 107,919 246,319 278,077 396,176 402,428: 54,187 47,935
Old : 450,363: 41,937 16,431 107,919 246,319 278,077 396,176 402,428: 54,187 47,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -37,422: -1,683 427 -47,009 -20,703 -23,972 -69,396 -70,555: 31,974 33,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 3.6 24.0 54.7 61.7 88.0 89.4: 12.0 10.6
Old : 100.0: 9.3 3.6 24.0 54.7 61.7 88.0 89.4: 12.0 10.6
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 : 110: 31 13 40 58 56 105 97:
Old : 110: 31 13 40 58 56 105 97:
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 : 19.1 18.8 31.9 31.1 9.6 10.1 13.9 15.3
Old : 19.1 18.8 31.9 31.1 9.6 10.1 13.9 15.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2011