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Page No. 1 RUSSEL 2000 STOCK INDEX FUTURE
01-05-2009
COMMITMENTS OF TRADERS DATA ANALYSIS
<----D TE--->| <------- COMMERCL CONTRACT -------- ------>| <------- SPECULAT CONTRACT -------- ----->| <--SMALL TRADER-- -------- ------ ---->| | |
WEEKS DAY | | | NET | | | | | NET | | | | | NET | | | OPEN | OPEN |
FR LAS MOS | NET QTY| NET CHG| COMM | QTY | QTY | NET QTY| NET CHG| SPECUL | QTY | QTY | NET QTY| NET CHG| SMALL | QTY | QTY | INTER-| INT CHG| FUTUR
JAN 01 YEAR | LNG-SHT| FR PREV| INDEX | LONG | SHORT | LNG-SHT| FR PREV| INDEX | LONG | SHORT | LNG-SHT| FR PREV| INDEX | LONG | SHORT| EST | FR PREV| PRICE
-2.00 16Dec08 -1400 1170 28 13298 14698 901 -641 97 2360 1459 499 -529 12 786 287 16444 -983 4828
-3.00 9Dec08 -2570 -594 22 12891 15461 1542 738 100 3507 1965 1028 -144 15 1029 1 17427 215 4757
-4.00 2Dec08 -1976 -659 25 13225 15201 804 739 96 2600 1796 1172 -80 16 1387 215 17212 -807 4425
-5.00 25Nov08 -1317 -106 28 13902 15219 65 583 92 2200 2135 1252 -477 17 1260 8 18019 -246 4372
-6.00 18Nov08 -1211 1037 29 13493 14704 -518 -509 89 2201 2719 1729 -528 20 1911 182 18265 1225 4541
-7.00 11Nov08 -2248 -102 23 11982 14230 -9 -59 92 2203 2212 2257 161 24 2308 51 17040 297 4804
-8.00 4Nov08 -2146 -1412 24 11883 14029 50 1000 92 2202 2152 2096 412 23 2096 0 16743 -170 5430
-9.00 28Oct08 -734 1068 31 11857 12591 -950 -1579 87 2210 3160 1684 511 20 2274 590 16913 885 4874
-10.00 21Oct08 -1802 308 26 11006 12808 629 486 95 2220 1591 1173 -794 16 1992 819 16028 421 5309
-11.00 14Oct08 -2110 -1145 24 10398 12508 143 1398 92 2198 2055 1967 -253 22 2285 318 15607 3973 5515
-12.00 7Oct08 -965 243 30 7011 7976 -1255 -752 85 1349 2604 2220 509 24 2635 415 11634 3233 5570
-13.00 30Sep08 -1208 -6742 29 3936 5144 -503 4183 89 1546 2049 1711 2559 20 2257 546 8401 -21228 6803
-15.00 16Sep08 5534 -1700 64 26774 21240 -4686 2461 67 1075 5761 -848 -761 3 1780 2628 29629 -2541 7135
-16.00 9Sep08 7234 -1178 73 27001 19767 -7147 46 53 1449 8596 -87 1132 8 3720 3807 32170 -11 7127
-17.00 2Sep08 8412 1081 79 28052 19640 -7193 -479 53 1449 8642 -1219 -602 0 2680 3899 32181 611 7355
-18.00 26Aug08 7331 -128 74 26810 19479 -6714 753 56 1449 8163 -617 -625 4 3311 3928 31570 715 7212
-19.00 19Aug08 7459 254 74 25987 18528 -7467 148 52 1049 8516 8 -402 8 3819 3811 30855 769 7303
-20.00 12Aug08 7205 -2103 73 25533 18328 -7615 2449 51 1049 8664 410 -346 11 3504 3094 30086 -737 7470
-21.00 5Aug08 9308 -626 84 25277 15969 -10064 90 38 1299 11363 756 536 14 4247 3491 30823 -639 7032
-22.00 29Jul08 9934 -1338 88 26153 16219 -10154 4451 37 1320 11474 220 -3113 10 3989 3769 31462 -4380 6969
Page No. 2 RUSSEL 2000 STOCK INDEX FUTURE
01-05-2009
COMMITMENTS OF TRADERS DATA ANALYSIS
<----D TE--->| <------- COMMERCL CONTRACT -------- ------>| <------- SPECULAT CONTRACT -------- ----->| <--SMALL TRADER-- -------- ------ ---->| | |
WEEKS DAY | | | NET | | | | | NET | | | | | NET | | | OPEN | OPEN |
FR LAS MOS | NET QTY| NET CHG| COMM | QTY | QTY | NET QTY| NET CHG| SPECUL | QTY | QTY | NET QTY| NET CHG| SMALL | QTY | QTY | INTER-| INT CHG| FUTUR
JAN 01 YEAR | LNG-SHT| FR PREV| INDEX | LONG | SHORT | LNG-SHT| FR PREV| INDEX | LONG | SHORT | LNG-SHT| FR PREV| INDEX | LONG | SHORT| EST | FR PREV| PRICE
-23.00 22Jul08 11272 -941 95 27458 16186 -14605 2492 13 1024 15629 3333 -1551 31 7360 4027 35842 -2198 7171
-24.00 15Jul08 12213 431 100 28542 16329 -17097 -2684 0 993 18090 4884 2253 42 8505 3621 38040 4198 6596
-25.00 8Jul08 11782 2803 97 26025 14243 -14413 -2318 14 860 15273 2631 -485 26 6957 4326 33842 2185 6829
-26.00 1Jul08 8979 698 82 24200 15221 -12095 -744 27 880 12975 3116 46 30 6577 3461 31657 2718 6901
-27.00 24Jun08 8281 15058 79 22109 13828 -11351 -6206 31 406 11757 3070 -8852 29 6424 3354 28939 -23306 7066
-28.00 17Jun08 -6777 -115 0 25067 31844 -5145 1600 64 8008 13153 11922 -1485 90 17876 5954 52245 10614 7378
-29.00 10Jun08 -6662 -924 0 17432 24094 -6745 102 56 7043 13788 13407 822 100 17144 3737 41631 466 7303
-30.00 3Jun08 -5738 -1291 5 17551 23289 -6847 -740 55 6744 13591 12585 2031 94 16858 4273 41165 815 7393
-31.00 27May08 -4447 -1016 12 18059 22506 -6107 1070 59 7248 13355 10554 -54 80 15031 4477 40350 180 7337
-32.00 20May08 -3431 -103 17 18511 21942 -7177 288 53 6528 13705 10608 -185 81 15119 4511 40170 867 7383
-33.00 13May08 -3328 -2846 18 17915 21243 -7465 2399 52 6538 14003 10793 447 82 14838 4045 39303 845 7368
-34.00 6May08 -482 -2876 33 19933 20415 -9864 2831 39 3955 13819 10346 45 79 14558 4212 38458 1342 7300
-35.00 29Apr08 2394 -1167 48 22079 19685 -12695 896 24 947 13642 10301 271 79 14078 3777 37116 -557 7194
-36.00 22Apr08 3561 -786 54 23358 19797 -13591 -13 19 932 14523 10030 799 77 13371 3341 37673 1866 7064
-37.00 15Apr08 4347 769 58 22285 17938 -13578 -1309 19 540 14118 9231 540 71 12970 3739 35807 2551 6919
-38.00 8Apr08 3578 285 54 20529 16951 -12269 -216 26 537 12806 8691 -69 68 12178 3487 33256 723 7137
-39.00 1Apr08 3293 -3 53 19792 16499 -12053 -783 27 541 12594 8760 786 68 12188 3428 32533 156 7097
-40.00 25Mar08 3296 -704 53 19381 16085 -11270 4199 31 1929 13199 7974 -3495 63 11055 3081 32377 -27012 7042
-41.00 18Mar08 4000 -86 56 38278 34278 -15469 477 9 999 16468 11469 -391 87 18132 6663 59389 12252 6825
-43.00 4Mar08 4086 -338 57 30419 26333 -15946 -1596 6 998 16944 11860 1934 89 15483 3623 47137 2024 6839
Page No. 3 RUSSEL 2000 STOCK INDEX FUTURE
01-05-2009
COMMITMENTS OF TRADERS DATA ANALYSIS
<----D TE--->| <------- COMMERCL CONTRACT -------- ------>| <------- SPECULAT CONTRACT -------- ----->| <--SMALL TRADER-- -------- ------ ---->| | |
WEEKS DAY | | | NET | | | | | NET | | | | | NET | | | OPEN | OPEN |
FR LAS MOS | NET QTY| NET CHG| COMM | QTY | QTY | NET QTY| NET CHG| SPECUL | QTY | QTY | NET QTY| NET CHG| SMALL | QTY | QTY | INTER-| INT CHG| FUTUR
JAN 01 YEAR | LNG-SHT| FR PREV| INDEX | LONG | SHORT | LNG-SHT| FR PREV| INDEX | LONG | SHORT | LNG-SHT| FR PREV| INDEX | LONG | SHORT| EST | FR PREV| PRICE
-44.00 26Feb08 4424 619 58 29521 25097 -14350 538 15 997 15347 9926 -1157 76 14582 4656 45113 850 7168
-45.00 19Feb08 3805 -530 55 28419 24614 -14888 -442 12 997 15885 11083 972 84 14835 3752 44263 -31 7064
-46.00 12Feb08 4335 533 58 28447 24112 -14446 -159 14 1254 15700 10111 -374 77 14581 4470 44294 701 7073
-47.00 5Feb08 3802 -450 55 27392 23590 -14287 -1387 15 1293 15580 10485 1837 80 14896 4411 43593 1028 7068
-48.00 29Jan08 4252 406 58 27625 23373 -12900 726 23 875 13775 8648 -1132 67 14053 5405 42565 287 7067
-49.00 22Jan08 3846 -585 55 26874 23028 -13626 -492 19 1293 14919 9780 1077 75 14099 4319 42278 1450 6715
-50.00 15Jan08 4431 -1336 59 26841 22410 -13134 555 21 1394 14528 8703 781 68 12581 3878 40828 694 7013
-51.00 8Jan08 5767 117 66 26938 21171 -13689 -2002 18 1333 15022 7922 1885 63 11851 3929 40134 3218 7061
-52.00 31Dec07 5650 262 65 25146 19496 -11687 -1563 29 1290 12977 6037 1301 50 10468 4431 36916 2850 7722
-53.00 24Dec07 5388 1935 64 23634 18246 -10124 3183 37 1215 11339 4736 -5118 41 9205 4469 34066 -23873 7974
-54.00 18Dec07 3453 -1621 53 39040 35587 -13307 -2 20 1827 15134 9854 1623 76 16864 7010 57939 19521 7544
-55.00 11Dec07 5074 82 62 23892 18818 -13305 629 20 894 14199 8231 -711 65 13401 5170 38418 131 7656
-56.00 4Dec07 4992 -429 61 24037 19045 -13934 99 17 483 14417 8942 330 69 13761 4819 38287 -709 7534
-57.00 27Nov07 5421 566 64 24940 19519 -14033 -1135 16 483 14516 8612 569 67 13563 4951 38996 626 7436
-58.00 20Nov07 4855 79 61 23518 18663 -12898 -186 23 483 13381 8043 107 63 14349 6306 38370 1819 7541
-59.00 13Nov07 4776 22 60 22258 17482 -12712 -2724 24 435 13147 7936 2702 63 13852 5916 36551 361 7895
-60.00 6Nov07 4754 1327 60 22989 18235 -9988 -1718 38 2276 12264 5234 391 44 10919 5685 36190 2979 8056
-61.00 30Oct07 3427 144 53 19625 16198 -8270 120 47 2662 10932 4843 -264 41 10918 6075 33211 -352 8187
-62.00 23Oct07 3283 -434 52 19684 16401 -8390 155 47 2866 11256 5107 279 43 11007 5900 33563 1991 8205
-63.00 16Oct07 3717 -651 55 18064 14347 -8545 335 46 2436 10981 4828 316 41 11064 6236 31572 -38 8278
Page No. 4 RUSSEL 2000 STOCK INDEX FUTURE
01-05-2009
COMMITMENTS OF TRADERS DATA ANALYSIS
<----D TE--->| <------- COMMERCL CONTRACT -------- ------>| <------- SPECULAT CONTRACT -------- ----->| <--SMALL TRADER-- -------- ------ ---->| | |
WEEKS DAY | | | NET | | | | | NET | | | | | NET | | | OPEN | OPEN |
FR LAS MOS | NET QTY| NET CHG| COMM | QTY | QTY | NET QTY| NET CHG| SPECUL | QTY | QTY | NET QTY| NET CHG| SMALL | QTY | QTY | INTER-| INT CHG| FUTUR
JAN 01 YEAR | LNG-SHT| FR PREV| INDEX | LONG | SHORT | LNG-SHT| FR PREV| INDEX | LONG | SHORT | LNG-SHT| FR PREV| INDEX | LONG | SHORT| EST | FR PREV| PRICE
-64.00 9Oct07 4368 -961 58 18981 14613 -8880 444 44 2219 11099 4512 517 39 10402 5890 31610 248 8516
-65.00 2Oct07 5329 41 63 19184 13855 -9324 -677 42 1685 11009 3995 636 36 10485 6490 31362 757 8350
-66.00 25Sep07 5288 -3461 63 19443 14155 -8647 4451 45 1276 9923 3359 -990 31 9878 6519 30605 -38096 8083
-67.00 18Sep07 8749 -475 81 52957 44208 -13098 -61 21 350 13448 4349 536 38 14574 10225 68701 8342 8089
-68.00 11Sep07 9224 1418 84 50911 41687 -13037 -3091 22 352 13389 3813 1673 34 9021 5208 60359 1914 7834
-69.00 4Sep07 7806 -96 76 50162 42356 -9946 351 38 2 9948 2140 -255 23 8221 6081 58445 104 8012
-70.00 28Aug07 7902 717 77 50180 42278 -10297 -387 36 0 10297 2395 -330 25 8049 5654 58341 250 7700
-71.00 21Aug07 7185 -642 73 49385 42200 -9910 73 39 562 10472 2725 569 27 8126 5401 58091 162 7921
-72.00 14Aug07 7827 -397 76 49873 42046 -9983 99 38 366 10349 2156 298 23 7684 5528 57929 1572 7694
-73.00 7Aug07 8224 306 78 48825 40601 -10082 57 38 366 10448 1858 -363 21 7161 5303 56357 4309 7771
-74.00 31Jul07 7918 1742 77 44332 36414 -10139 -2050 37 380 10519 2221 308 24 7331 5110 52048 10387 7810
-75.00 24Jul07 6176 -950 68 34441 28265 -8089 -241 48 213 8302 1913 1191 21 7007 5094 41661 2118 8180
-76.00 17Jul07 7126 -602 73 33494 26368 -7848 136 50 280 8128 722 466 13 5769 5047 39543 370 8552
-77.00 10Jul07 7728 -121 76 33397 25669 -7984 -143 49 265 8249 256 264 10 5511 5255 39173 2417 8439
-78.00 3Jul07 7849 238 77 31270 23421 -7841 -344 50 238 8079 -8 106 8 5248 5256 36756 4136 8546
-79.00 26Jun07 7611 31 75 27474 19863 -7497 -602 52 248 7745 -114 571 8 4898 5012 32620 2085 8291
-80.00 19Jun07 7580 0 75 25179 17599 -6895 0 55 743 7638 -685 0 4 4613 5298 30535 0 8563
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