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Page No. 1 S&P 500 STOCK INDEX
01-27-2012
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
3.00 24Jan12 -14494 105 45 170812 185306 -1344 2938 56 17908 19252 15838 -3043 33 68325 52487 258281 16513 13149
2.00 17Jan12 -14599 -3374 45 159149 173748 -4282 4769 54 13027 17309 18881 -1395 36 68323 49442 241768 4366 12898
1.00 10Jan12 -11225 5134 47 158662 169887 -9051 -20470 50 9388 18439 20276 15336 37 68212 47936 237402 -17210 12863
0.00 3Jan12 -16359 -2536 44 153655 170014 11419 4557 67 33092 21673 4940 -2021 24 66643 61703 254612 11963 12709
-1.00 27Dec11 -13823 -2584 46 146302 160125 6862 7146 63 29603 22741 6961 -4562 25 65490 58529 242649 9520 12599
-2.00 20Dec11 -11239 25660 47 141131 152370 -284 -17004 57 20460 20744 11523 -8656 29 70254 58731 233129 -109038 12359
-3.00 13Dec11 -36899 6298 32 221959 258858 16720 5165 72 34596 17876 20179 -11463 37 83116 62937 342167 18587 12205
-4.00 6Dec11 -43197 -28458 28 203025 246222 11555 8264 67 31581 20026 31642 20194 48 87429 55787 323580 24472 12568
-5.00 29Nov11 -14739 -8150 45 201992 216731 3291 -465 60 23180 19889 11448 8615 29 72291 60843 299108 4632 11901
-6.00 22Nov11 -6589 10276 50 201823 208412 3756 -8849 61 21425 17669 2833 -1427 22 69808 66975 294476 -10893 11825
-7.00 15Nov11 -16865 2384 44 203685 220550 12605 322 68 30982 18377 4260 -2706 23 69048 64788 305369 8793 12541
-8.00 8Nov11 -19249 -1077 42 202602 221851 12283 8923 68 28438 16155 6966 -7846 25 64300 57334 296576 6452 12736
-9.00 1Nov11 -18172 -16542 43 200029 218201 3360 -8517 60 24556 21196 14812 25059 32 64291 49479 290124 -5691 12246
-10.00 25Oct11 -1630 -14838 53 196686 198316 11877 8780 67 32006 20129 -10247 6058 10 66330 76577 295815 4256 12250
-11.00 18Oct11 13208 -5013 62 198293 185085 3097 6770 60 26262 23165 -16305 -1757 4 66207 82512 291559 7097 12072
-12.00 11Oct11 18221 -3519 66 194391 176170 -3673 4992 54 22628 26301 -14548 -1473 6 66430 80978 284462 -12393 11860
-13.00 4Oct11 21740 -9960 68 201904 180164 -8665 1909 50 22585 31250 -13075 8051 7 71543 84618 296855 11121 11136
-14.00 27Sep11 31700 3579 74 198403 166703 -10574 -804 48 22450 33024 -21126 -2775 0 64246 85372 285734 20476 11698
-15.00 20Sep11 28121 -45277 72 186763 158642 -9770 45979 49 16106 25876 -18351 -702 3 61604 79955 265258 -239508 11959
-16.00 13Sep11 73398 10425 100 391491 318093 -55749 -2085 10 27511 83260 -17649 -8340 3 81535 99184 504766 64288 11815
Page No. 2 S&P 500 STOCK INDEX
01-27-2012
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
-17.00 6Sep11 62973 10147 93 337022 274049 -53664 -10410 12 23482 77146 -9309 263 11 77853 87162 440478 40653 11660
-18.00 30Aug11 52826 8996 87 305368 252542 -43254 15227 21 19861 63115 -9572 -24223 10 72424 81996 399825 25430 12031
-19.00 23Aug11 43830 23333 81 284378 240548 -58481 -23507 8 18947 77428 14651 174 32 68859 54208 374395 42213 11595
-20.00 16Aug11 20497 34977 67 242888 222391 -34974 16033 28 17217 52191 14477 -51010 32 70630 56153 332182 -2469 11864
-21.00 9Aug11 -14480 17638 45 201921 216401 -51007 -31856 14 16025 67032 65487 14218 78 115078 49591 334651 41301 11763
-22.00 2Aug11 -32118 15932 34 185470 217588 -19151 -19515 41 14190 33341 51269 3583 65 92530 41261 293350 7239 12455
-23.00 26Jul11 -48050 -9721 25 174480 222530 364 4342 58 27449 27085 47686 5379 62 83094 35408 286111 13591 12908
-24.00 19Jul11 -38329 -7470 31 171784 210113 -3978 1075 54 22744 26722 42307 6395 57 76861 34554 272520 -2636 13241
-25.00 12Jul11 -30859 -2502 35 177137 207996 -5053 455 53 22461 27514 35912 2047 52 74539 38627 275156 6001 13179
-26.00 5Jul11 -28357 935 37 176244 204601 -5508 2060 53 22243 27751 33865 -2995 50 69188 35323 269155 5125 13355
-27.00 28Jun11 -29292 -1524 36 173462 202754 -7568 -6429 51 19130 26698 36860 7953 52 70433 33573 264030 50 12927
-28.00 21Jun11 -27768 16802 37 168477 196245 -1139 32061 56 25178 26317 28907 -48863 45 69354 40447 263980 -123693 12883
-29.00 14Jun11 -44570 11320 27 200857 245427 -33200 -1677 29 18499 51699 77770 -9643 89 152637 74867 387673 40570 12825
-30.00 7Jun11 -55890 21583 20 185400 241290 -31523 -19412 31 15411 46934 87413 -2171 98 141192 53779 347103 14950 12871
-31.00 31May11 -77473 -8799 7 181976 259449 -12111 2050 47 15288 27399 89584 6749 100 130653 41069 332153 -3380 13446
-32.00 24May11 -68674 -1928 12 188417 257091 -14161 -2628 45 14766 28927 82835 4556 94 128185 45350 335533 10173 13129
-33.00 17May11 -66746 3424 13 186249 252995 -11533 -3650 48 15952 27485 78279 226 90 120832 42553 325360 3726 13312
-34.00 10May11 -70170 3583 11 185407 255577 -7883 -6118 51 16195 24078 78053 2535 90 118370 40317 321634 -68 13543
-35.00 3May11 -73753 -9506 9 182898 256651 -1765 9134 56 20821 22586 75518 372 87 116931 41413 321702 -1368 13528
-36.00 26Apr11 -64247 -14544 15 188533 252780 -10899 11946 48 15925 26824 75146 2598 87 117788 42642 323070 4835 13401
Page No. 3 S&P 500 STOCK INDEX
01-27-2012
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
-37.00 19Apr11 -49703 -4244 24 185040 234743 -22845 -3002 38 13314 36159 72548 7246 85 118890 46342 318235 14131 13267
-38.00 12Apr11 -45459 6056 26 177385 222844 -19843 -8276 41 13285 33128 65302 2220 78 112538 47236 304104 1748 13110
-39.00 5Apr11 -51515 -12015 23 175877 227392 -11567 7299 48 14627 26194 63082 4716 76 111342 48260 302356 7166 13262
-40.00 29Mar11 -39500 -11266 30 174539 214039 -18866 -2426 41 13532 32398 58366 13692 72 106607 48241 295190 473 13153
-41.00 22Mar11 -28234 -41186 37 182284 210518 -16440 51173 43 16105 32545 44674 -9987 59 95410 50736 294717 -159827 12842
-42.00 15Mar11 12952 30261 62 312573 299621 -67613 -31217 0 15006 82619 54661 956 68 110265 55604 454544 82576 12733
-43.00 8Mar11 -17309 3240 44 249642 266951 -36396 -6989 26 14660 51056 53705 3749 68 98188 44483 371968 19870 13200
-44.00 1Mar11 -20549 -6120 42 234396 254945 -29407 -147 32 16672 46079 49956 6267 64 92186 42230 352098 14921 13017
-45.00 22Feb11 -14429 4120 45 233447 247876 -29260 -6144 33 15632 44892 43689 2024 59 84094 40405 337177 11151 13144
-46.00 15Feb11 -18549 4118 43 225349 243898 -23116 -6755 38 16132 39248 41665 2637 57 79586 37921 326026 3033 13263
-47.00 8Feb11 -22667 6925 40 221137 243804 -16361 -3680 43 19592 35953 39028 -3245 54 77959 38931 322993 9464 13184
-48.00 1Feb11 -29592 14074 36 213403 242995 -12681 -8651 47 17325 30006 42273 -5423 57 79277 37004 313529 5519 13027
-49.00 25Jan11 -43666 -7545 27 200006 243672 -4030 3508 54 19988 24018 47696 4037 62 86651 38955 308010 12422 12876
-50.00 18Jan11 -36121 1772 32 196669 232790 -7538 -5935 51 16259 23797 43659 4163 59 81591 37932 295588 8837 12797
-51.00 11Jan11 -37893 2342 31 189865 227758 -1603 -993 56 19397 21000 39496 -1349 55 76639 37143 286751 10293 12704
-52.00 4Jan11 -40235 1302 29 177076 217311 -610 -2522 57 19183 19793 40845 1220 56 79050 38205 276458 2646 12653
-53.00 28Dec10 -41537 435 29 174298 215835 1912 -387 59 20190 18278 39625 -48 55 77625 38000 273812 2648 12547
-54.00 21Dec10 -41972 45924 28 172380 214352 2299 -47972 59 19663 17364 39673 2048 55 78185 38512 271164 -160076 12497
-55.00 14Dec10 -87896 997 0 251578 339474 50271 9570 100 70735 20464 37625 -10567 53 96366 58741 431240 46462 12367
-56.00 7Dec10 -88893 -13434 0 222030 310923 40701 10673 92 62391 21690 48192 2761 63 92353 44161 384778 20134 12204
Page No. 4 S&P 500 STOCK INDEX
01-27-2012
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
-57.00 30Nov10 -75459 -633 8 222491 297950 30028 414 83 53092 23064 45431 219 60 85047 39616 364644 -4959 11772
-58.00 23Nov10 -74826 -3777 8 221549 296375 29614 -263 82 56436 26822 45212 4040 60 89714 44502 369603 20227 11768
-59.00 16Nov10 -71049 -2084 11 214640 285689 29877 -9478 83 53129 23252 41172 11562 56 80792 39620 349376 5366 11760
-60.00 9Nov10 -68965 -12680 12 209523 278488 39355 3926 91 61989 22634 29610 8754 46 71485 41875 344010 6964 12112
-61.00 2Nov10 -56285 -7809 20 212912 269197 35429 717 87 55738 20309 20856 7092 38 67812 46956 337046 6567 11927
-62.00 26Oct10 -48476 -3990 24 205157 253633 34712 6974 87 53838 19126 13764 -2984 32 71001 57237 330479 14332 11838
-63.00 19Oct10 -44486 -8114 27 197043 241529 27738 4218 81 45374 17636 16748 3896 34 73162 56414 316147 9597 11631
-64.00 12Oct10 -36372 -2970 32 188607 224979 23520 1179 77 44385 20865 12852 1791 31 72851 59999 306550 5495 11667
-65.00 5Oct10 -33402 -9131 34 185809 219211 22341 5558 76 43139 20798 11061 3573 29 71397 60336 301055 3785 11553
-66.00 28Sep10 -24271 -11097 39 187757 212028 16783 11413 72 38060 21277 7488 -316 26 70785 63297 297270 14005 11455
-67.00 21Sep10 -13174 -22275 46 183322 196496 5370 46916 62 27043 21673 7804 -24641 26 72431 64627 283265 -128541 11344
-68.00 14Sep10 9101 -531 60 283088 273987 -41546 5490 22 16874 58420 32445 -4959 48 107421 74976 411806 73223 11175
-69.00 7Sep10 9632 -11932 60 227622 217990 -47036 9106 17 19957 66993 37404 2826 53 90103 52699 338583 8669 10911
-70.00 31Aug10 21564 -1560 68 234110 212546 -56142 -9662 10 17507 73649 34578 11222 50 77472 42894 329914 7208 10528
-71.00 24Aug10 23124 2528 69 229960 206836 -46480 -18037 18 16962 63442 23356 15509 40 74994 51638 322706 3427 10492
-72.00 17Aug10 20596 12206 67 222872 202276 -28443 -8155 33 21262 49705 7847 -4051 26 74021 66174 319279 -455 10891
-73.00 10Aug10 8390 -3365 59 221158 212768 -20288 -3581 40 20825 41113 11898 6946 30 76641 64743 319734 2984 11193
-74.00 3Aug10 11755 -9363 62 219884 208129 -16707 4723 43 20031 36738 4952 4640 24 75710 70758 316750 4754 11189
-75.00 27Jul10 21118 0 67 217404 196286 -21430 0 39 20220 41650 312 0 19 73274 72962 311996 0 11113
Page No. 5 S&P 500 STOCK INDEX
01-27-2012
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
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