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Page No. 1 VIX
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 13343 77 75 79472 66129 -17749 -444 19 25096 42845 4406 367 57 7797 3391 151622 -2679 0
2.00 17Jan12 13266 -4314 74 83935 70669 -17305 2908 21 13992 31297 4039 1406 54 23061 19022 154301 10266 0
1.00 10Jan12 17580 2003 88 85494 67914 -20213 -6039 11 12003 32216 2633 4036 45 15921 13288 144035 15767 0
0.00 3Jan12 15577 4156 82 72499 56922 -14174 -3550 32 10315 24489 -1403 -606 19 14318 15721 128268 830 0
-1.00 27Dec11 11421 5671 69 71664 60243 -10624 -3479 44 11459 22083 -797 -2192 23 12601 13398 127438 -29554 0
-2.00 20Dec11 5750 367 51 89659 83909 -7145 1109 56 16477 23622 1395 -1476 37 15757 14362 156992 6562 0
-3.00 13Dec11 5383 10169 50 85003 79620 -8254 -9307 52 14296 22550 2871 -862 47 17327 14456 150430 1936 0
-4.00 6Dec11 -4786 -110 18 81997 86783 1053 278 85 18753 17700 3733 -168 52 15251 11518 148494 9885 0
-5.00 29Nov11 -4676 3430 19 73262 77938 775 -4601 84 20435 19660 3901 1171 53 15346 11445 138609 4678 0
-6.00 22Nov11 -8106 -9470 8 66735 74841 5376 8367 100 21633 16257 2730 1103 46 16217 13487 133931 -13772 0
-7.00 15Nov11 1364 -3184 38 81481 80117 -2991 3028 71 18708 21699 1627 156 38 16471 14844 147703 9617 0
-8.00 8Nov11 4548 4077 47 74337 69789 -6019 -4069 60 17688 23707 1471 -8 37 15294 13823 138086 -8568 0
-9.00 1Nov11 471 -4003 35 70078 69607 -1950 2854 74 17103 19053 1479 1149 37 26705 25226 146654 12954 0
-10.00 25Oct11 4474 -8581 47 68661 64187 -4804 7283 64 16718 21522 330 1298 30 15902 15572 133700 -14883 0
-11.00 18Oct11 13055 1061 74 78929 65874 -12087 1240 39 16328 28415 -968 -2301 21 17975 18943 148583 -5627 0
-12.00 11Oct11 11994 3319 71 85213 73219 -13327 -7014 35 16933 30260 1333 3695 37 14928 13595 154210 7315 0
-13.00 4Oct11 8675 5993 60 76467 67792 -6313 -1018 59 18323 24636 -2362 -4975 12 14750 17112 146895 -2345 0
-14.00 27Sep11 2682 -16155 42 73166 70484 -5295 12927 63 19383 24678 2613 3228 45 15857 13244 149240 -29724 0
-15.00 20Sep11 18837 593 92 100602 81765 -18222 -1047 18 17150 35372 -615 454 24 16302 16917 178964 13072 0
-16.00 13Sep11 18244 3716 90 95107 76863 -17175 -2236 21 16631 33806 -1069 -1480 21 15472 16541 165892 -306 0
Page No. 2 VIX
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 14528 878 78 93558 79030 -14939 -1542 29 20479 35418 411 664 30 18171 17760 166198 3906 0
-18.00 30Aug11 13650 -2406 76 87934 74284 -13397 1643 34 21671 35068 -253 763 26 14071 14324 162292 -4706 0
-19.00 23Aug11 16056 16200 83 88255 72199 -15040 -14209 29 20506 35546 -1016 -1991 21 20221 21237 166998 -32175 0
-20.00 16Aug11 -144 -2071 33 91513 91657 -831 -488 78 26095 26926 975 2559 34 23317 22342 199173 118 0
-21.00 9Aug11 1927 -7761 39 102315 100388 -343 9598 80 24801 25144 -1584 -1837 17 21134 22718 199055 -14439 0
-22.00 2Aug11 9688 -5204 63 106172 96484 -9941 5988 46 22960 32901 253 -784 29 28464 28211 213494 -7039 0
-23.00 26Jul11 14892 2609 80 116692 101800 -15929 613 26 20482 36411 1037 -3222 35 32235 31198 220533 -6979 0
-24.00 19Jul11 12283 -5992 71 122952 110669 -16542 4230 23 24064 40606 4259 1762 56 32626 28367 227512 -2531 0
-25.00 12Jul11 18275 6254 90 126110 107835 -20772 -4732 9 28783 49555 2497 -1522 44 29800 27303 230043 17748 0
-26.00 5Jul11 12021 -7816 71 111061 99040 -16040 6860 25 31149 47189 4019 956 54 24483 20464 212295 176 0
-27.00 28Jun11 19837 -393 95 118697 98860 -22900 -302 1 20344 43244 3063 695 48 23063 20000 212119 -3452 0
-28.00 21Jun11 20230 1226 96 122714 102484 -22598 -1109 2 20476 43074 2368 -117 43 25228 22860 215571 -33405 0
-29.00 14Jun11 19004 4278 92 147279 128275 -21489 -4325 6 22941 44430 2485 47 44 26071 23586 248976 4314 0
-30.00 7Jun11 14726 2308 79 139127 124401 -17164 788 21 28040 45204 2438 -3096 44 22625 20187 244662 2306 0
-31.00 31May11 12418 -4206 72 136401 123983 -17952 2399 18 31558 49510 5534 1807 64 23734 18200 242356 6721 0
-32.00 24May11 16624 17968 85 141435 124811 -20351 -13116 10 25608 45959 3727 -4852 52 22263 18536 235635 -8511 0
-33.00 17May11 -1344 -1795 29 140181 141525 -7235 4236 56 30355 37590 8579 -2441 84 28441 19862 244146 16109 0
-34.00 10May11 451 -1472 35 127440 126989 -11471 129 41 29676 41147 11020 1343 100 30631 19611 228037 13029 0
-35.00 3May11 1923 3549 39 118641 116718 -11600 -3365 41 28803 40403 9677 -184 91 26023 16346 215008 21941 0
-36.00 26Apr11 -1626 1514 28 106708 108334 -8235 -4801 52 27271 35506 9861 3287 92 22196 12335 193067 -21853 0
Page No. 3 VIX
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 -3140 5466 24 123227 126367 -3434 -5990 69 30257 33691 6574 524 71 22478 15904 214920 25935 0
-38.00 12Apr11 -8606 2272 7 98835 107441 2556 -1894 90 29647 27091 6050 -378 67 23413 17363 188985 7697 0
-39.00 5Apr11 -10878 -1367 0 98524 109402 4450 349 97 28565 24115 6428 1018 70 20433 14005 181288 -2771 0
-40.00 29Mar11 -9511 -5471 4 104093 113604 4101 1320 96 24710 20609 5410 4151 63 20801 15391 184059 13840 0
-41.00 22Mar11 -4040 -9277 21 100020 104060 2781 11804 91 18275 15494 1259 -2527 36 17466 16207 170219 -23982 0
-42.00 15Mar11 5237 -222 50 116242 111005 -9023 680 50 18566 27589 3786 -458 53 21981 18195 194201 13170 0
-43.00 8Mar11 5459 254 50 108249 102790 -9703 -321 47 18538 28241 4244 67 56 20376 16132 181031 20642 0
-44.00 1Mar11 5205 -812 49 90241 85036 -9382 1720 48 18049 27431 4177 -908 55 19537 15360 160389 -2179 0
-45.00 22Feb11 6017 4742 52 90494 84477 -11102 -2347 42 15556 26658 5085 -2395 61 22141 17056 162568 -16023 0
-46.00 15Feb11 1275 -7189 37 98169 96894 -8755 6094 51 21948 30703 7480 1095 77 19664 12184 178591 -1359 0
-47.00 8Feb11 8464 -9371 60 101425 92961 -14849 8387 29 20099 34948 6385 984 70 18071 11686 179950 12541 0
-48.00 1Feb11 17835 -1834 89 99454 81619 -23236 -109 0 10669 33905 5401 1943 63 19011 13610 167409 16194 0
-49.00 25Jan11 19669 1618 94 95025 75356 -23127 -1081 0 10617 33744 3458 -537 50 15310 11852 151215 -22791 0
-50.00 18Jan11 18051 -334 89 113220 95169 -22046 -648 4 11734 33780 3995 982 54 21942 17947 174006 25093 0
-51.00 11Jan11 18385 -1523 90 93165 74780 -21398 -6 6 8847 30245 3013 1529 48 18832 15819 148913 -172 0
-52.00 4Jan11 19908 3491 95 92719 72811 -21392 -3069 6 5457 26849 1484 -422 38 20992 19508 149085 7298 0
-53.00 28Dec10 16417 7239 84 89940 73523 -18323 -7201 17 3423 21746 1906 -38 40 18358 16452 141787 -14211 0
-54.00 21Dec10 9178 2805 62 93726 84548 -11122 -1208 42 10548 21670 1944 -1597 41 21532 19588 155998 4495 0
-55.00 14Dec10 6373 -5420 53 91648 85275 -9914 1960 47 12552 22466 3541 3460 51 15571 12030 151503 2272 0
-56.00 7Dec10 11793 -2082 70 91341 79548 -11874 926 40 9957 21831 81 1156 28 14735 14654 149231 1932 0
Page No. 4 VIX
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 13875 -2822 76 89674 75799 -12800 2346 36 10701 23501 -1075 476 21 18308 19383 147299 -1861 0
-58.00 23Nov10 16697 8115 85 98997 82300 -15146 -5546 28 6090 21236 -1551 -2569 18 15767 17318 149160 -18583 0
-59.00 16Nov10 8582 -3385 60 112726 104144 -9600 2833 48 8383 17983 1018 552 34 18579 17561 167743 20452 0
-60.00 9Nov10 11967 -1311 70 101402 89435 -12433 912 38 5279 17712 466 399 31 13703 13237 147291 3003 0
-61.00 2Nov10 13278 -3281 74 99730 86452 -13345 2092 35 4936 18281 67 1189 28 15159 15092 144288 15999 0
-62.00 26Oct10 16559 -1847 85 88142 71583 -15437 2533 27 3750 19187 -1122 -686 20 17752 18874 128289 -6647 0
-63.00 19Oct10 18406 1177 90 99006 80600 -17970 -789 18 4002 21972 -436 -388 25 13518 13954 134936 5094 0
-64.00 12Oct10 17229 1239 87 95508 78279 -17181 -3115 21 3366 20547 -48 1876 27 14048 14096 129842 14848 0
-65.00 5Oct10 15990 -292 83 85049 69059 -14066 -1002 32 4473 18539 -1924 1294 15 13214 15138 114994 427 0
-66.00 28Sep10 16282 1595 84 87166 70884 -13064 2449 36 4672 17736 -3218 -4044 7 12209 15427 114567 2032 0
-67.00 21Sep10 14687 1593 79 86162 71475 -15513 -584 27 1390 16903 826 -1009 33 14191 13365 112535 -13406 0
-68.00 14Sep10 13094 6924 74 96737 83643 -14929 -3408 29 2042 16971 1835 -3516 40 18170 16335 125941 16645 0
-69.00 7Sep10 6170 -7507 52 85880 79710 -11521 448 41 1949 13470 5351 7059 63 13729 8378 109296 9823 0
-70.00 31Aug10 13677 -1576 76 80908 67231 -11969 1993 39 811 12780 -1708 -417 17 10949 12657 99473 4253 0
-71.00 24Aug10 15253 -6082 81 77634 62381 -13962 3135 32 811 14773 -1291 2947 19 13735 15026 95220 -10249 0
-72.00 17Aug10 21335 3970 100 86708 65373 -17097 -1862 21 811 17908 -4238 -2108 0 14162 18400 105469 5099 0
-73.00 10Aug10 17365 2990 87 81972 64607 -15235 -1883 28 640 15875 -2130 -1107 14 14282 16412 100370 6877 0
-74.00 3Aug10 14375 2598 78 77935 63560 -13352 -1989 35 519 13871 -1023 -609 21 13015 14038 93493 8667 0
-75.00 27Jul10 11777 0 70 69993 58216 -11363 0 42 1411 12774 -414 0 25 11797 12211 84826 0 0
Page No. 5 VIX
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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