 |
|

Page No. 1 VIX
12-12-2008
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
46.00 18Nov08 31814 3013 100 35039 3225 -29262 -2269 0 2842 32104 -2552 -744 21 5484 8036 49611 5038 0
45.00 11Nov08 28801 1776 92 31943 3142 -26993 -2585 7 2263 29256 -1808 809 25 4225 6033 44573 850 0
44.00 4Nov08 27025 887 87 30270 3245 -24408 -1484 15 2992 27400 -2617 597 20 5025 7642 43723 -17 0
43.00 28Oct08 26138 951 85 28729 2591 -22924 -3401 19 4158 27082 -3214 2450 17 5291 8505 43740 -13900 0
42.00 21Oct08 25187 5723 82 31453 6266 -19523 -6163 30 9098 28621 -5664 440 3 8275 13939 57640 3964 0
41.00 14Oct08 19464 1082 67 25421 5957 -13360 489 49 10565 23925 -6104 -1571 0 6799 12903 53676 3482 0
40.00 7Oct08 18382 2229 64 26153 7771 -13849 -1584 47 6689 20538 -4533 -645 9 7001 11534 50194 3267 0
39.00 30Sep08 16153 12637 59 25320 9167 -12265 -7915 52 5478 17743 -3888 -4722 13 7253 11141 46927 263 0
38.00 23Sep08 3516 6796 26 26506 22990 -4350 -7255 77 5545 9895 834 459 40 7497 6663 46664 -12151 0
37.00 16Sep08 -3280 1548 8 28239 31519 2905 2425 99 9042 6137 375 -3973 38 10609 10234 58815 5517 0
36.00 9Sep08 -4828 -3061 4 27559 32387 480 3545 91 10600 10120 4348 -484 61 8378 4030 53298 1335 0
35.00 2Sep08 -1767 -763 12 26823 28590 -3065 240 81 10682 13747 4832 523 64 8469 3637 51963 1038 0
34.00 26Aug08 -1004 3924 14 27225 28229 -3305 2076 80 10383 13688 4309 -6000 61 7018 2709 50925 234 0
33.00 19Aug08 -4928 -158 4 20727 25655 -5381 -5904 73 7358 12739 10309 6062 96 15035 4726 50691 3675 0
32.00 12Aug08 -4770 -3359 4 18999 23769 523 2972 92 8105 7582 4247 387 60 9297 5050 47016 -176 0
31.00 5Aug08 -1411 -1506 13 23404 24815 -2449 624 82 8173 10622 3860 882 58 9190 5330 47192 3630 0
30.00 29Jul08 95 -1658 17 22659 22564 -3073 396 81 7490 10563 2978 1262 53 6916 3938 43562 2789 0
29.00 22Jul08 1753 1863 21 21802 20049 -3469 -2257 79 8077 11546 1716 394 46 5910 4194 40773 -11642 0
28.00 15Jul08 -110 -1317 16 27831 27941 -1212 2941 86 11618 12830 1322 -1624 43 7869 6547 52415 4079 0
27.00 8Jul08 1207 -639 20 28174 26967 -4153 1063 77 10759 14912 2946 -424 53 7227 4281 48336 106 0
Page No. 2 VIX
12-12-2008
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
26.00 1Jul08 1846 -2892 21 27375 25529 -5216 2528 74 10168 15384 3370 364 55 8047 4677 48230 3057 0
25.00 24Jun08 4738 3650 29 27323 22585 -7744 -2758 66 7983 15727 3006 -892 53 6296 3290 45173 -14141 0
24.00 17Jun08 1088 63 19 34845 33757 -4986 1899 75 9187 14173 3898 -1962 58 9406 5508 59314 2218 0
23.00 10Jun08 1025 397 19 31775 30750 -6885 1265 69 9916 16801 5860 -1662 70 11540 5680 57096 428 0
22.00 3Jun08 628 -1467 18 30549 29921 -8150 811 65 10943 19093 7522 656 79 11347 3825 56668 412 0
21.00 27May08 2095 2660 22 30591 28496 -8961 -56 62 10850 19811 6866 -2604 76 11584 4718 56256 -18927 0
20.00 20May08 -565 -3027 15 38573 39138 -8905 2124 63 13670 22575 9470 903 91 18734 9264 75183 7998 0
19.00 13May08 2462 -3267 23 35660 33198 -11029 5745 56 12262 23291 8567 -2478 86 13079 4512 67185 6966 0
18.00 6May08 5729 -2272 32 32236 26507 -16774 -2500 38 9627 26401 11045 4772 100 13945 2900 60219 6354 0
17.00 29Apr08 8001 -1137 37 30021 22020 -14274 1101 46 10122 24396 6273 36 72 9724 3451 53865 5930 0
16.00 22Apr08 9138 596 40 27047 17909 -15375 -416 43 8931 24306 6237 -180 72 9198 2961 47935 -4705 0
15.00 15Apr08 8542 293 39 30307 21765 -14959 -872 44 8814 23773 6417 579 73 10290 3873 52640 1669 0
14.00 8Apr08 8249 -6244 38 29610 21361 -14087 4805 47 8211 22298 5838 1439 70 9465 3627 50971 3248 0
13.00 1Apr08 14493 -341 54 29506 15013 -18892 -854 32 4352 23244 4399 1195 61 9627 5228 47723 1608 0
12.00 25Mar08 14834 -792 55 29448 14614 -18038 -1097 35 2840 20878 3204 1889 54 8396 5192 46115 -3518 0
11.00 18Mar08 15626 171 57 31146 15520 -16941 1157 38 3233 20174 1315 -1328 43 9016 7701 49633 -272 0
9.00 4Mar08 15455 -106 57 33327 17872 -18098 -18 34 4839 22937 2643 124 51 7287 4644 49905 1062 0
8.00 26Feb08 15561 -4255 57 33972 18411 -18080 2546 34 4637 22717 2519 1709 50 6464 3945 48843 -10148 0
7.00 19Feb08 19816 -13 68 42652 22836 -20626 -1301 27 4303 24929 810 1314 40 8658 7848 58991 1888 0
6.00 12Feb08 19829 1542 68 41521 21692 -19325 -1093 31 4392 23717 -504 -449 33 7261 7765 57103 2009 0
Page No. 3 VIX
12-12-2008
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
5.00 5Feb08 18287 1162 64 40500 22213 -18232 -1083 34 5378 23610 -55 -79 35 6597 6652 55094 1080 0
4.00 29Jan08 17125 473 61 40390 23265 -17149 -351 37 5550 22699 24 -122 36 5102 5078 54014 -2094 0
3.00 22Jan08 16652 2117 60 38306 21654 -16798 -941 38 5357 22155 146 -1176 36 10122 9976 56108 -3801 0
2.00 15Jan08 14535 2754 54 42315 27780 -15857 -3479 41 7075 22932 1322 725 43 7618 6296 59909 152 0
1.00 8Jan08 11781 -1026 47 40881 29100 -12378 1960 52 6179 18557 597 -934 39 9292 8695 59757 -6121 0
-2.00 18Dec07 12807 2394 50 45181 32374 -14338 -2290 46 5955 20293 1531 -104 45 9046 7515 65878 3828 0
-3.00 11Dec07 10413 -2190 44 41792 31379 -12048 2033 53 5970 18018 1635 157 45 9220 7585 62050 2361 0
-4.00 4Dec07 12603 8709 49 42359 29756 -14081 -9487 47 6148 20229 1478 778 44 5828 4350 59689 1119 0
-5.00 27Nov07 3894 -157 27 42324 38430 -4594 -70 76 6160 10754 700 227 40 5249 4549 58570 -32996 0
-6.00 20Nov07 4051 -126 27 62756 58705 -4524 -34 76 8372 12896 473 160 38 10333 9860 91566 9654 0
-7.00 13Nov07 4177 4058 27 54112 49935 -4490 -1440 76 9259 13749 313 -2618 37 8744 8431 81912 4101 0
-8.00 6Nov07 119 4423 17 46957 46838 -3050 -3650 81 10328 13378 2931 -773 53 9142 6211 77811 3913 0
-9.00 30Oct07 -4304 -991 5 43201 47505 600 1091 92 10594 9994 3704 -100 57 8419 4715 73898 301 0
-10.00 23Oct07 -3313 1627 8 42341 45654 -491 -2978 88 10281 10772 3804 1351 58 10304 6500 73597 -12611 0
-11.00 16Oct07 -4940 1614 4 49486 54426 2487 -769 98 10963 8476 2453 -845 50 12913 10460 86208 6224 0
-12.00 9Oct07 -6554 -1713 0 44005 50559 3256 1933 100 13282 10026 3298 -220 55 8873 5575 79984 3715 0
-13.00 2Oct07 -4841 -1918 4 43066 47907 1323 124 94 12189 10866 3518 1794 56 8949 5431 76269 7565 0
-14.00 25Sep07 -2923 -3802 9 41051 43974 1199 1860 94 9301 8102 1724 1942 46 6969 5245 68704 -3174 0
-15.00 18Sep07 879 -332 19 40404 39525 -661 501 88 8412 9073 -218 -169 34 10002 10220 71878 2244 0
-16.00 11Sep07 1211 -1116 20 41545 40334 -1162 1350 86 8437 9599 -49 -234 35 7447 7496 69634 5120 0
Page No. 4 VIX
12-12-2008
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 4Sep07 2327 -991 23 39736 37409 -2512 1735 82 7175 9687 185 -744 37 6738 6553 64514 1581 0
-18.00 28Aug07 3318 -5709 25 39397 36079 -4247 3523 77 5751 9998 929 2186 41 5436 4507 62933 -21576 0
-19.00 21Aug07 9027 -3655 40 50236 41209 -7770 2473 66 9146 16916 -1257 1182 28 8161 9418 84509 -60 0
-20.00 14Aug07 12682 3418 50 52439 39757 -10243 -2682 58 7943 18186 -2439 -736 21 8056 10495 84569 2610 0
-21.00 7Aug07 9264 6038 41 49874 40610 -7561 -3978 67 8281 15842 -1703 -2060 26 11691 13394 81959 11608 0
-22.00 31Jul07 3226 3199 25 39152 35926 -3583 -1968 79 11900 15483 357 -1231 38 14698 14341 70351 6873 0
-23.00 24Jul07 27 -1989 17 35586 35559 -1615 1951 85 12508 14123 1588 38 45 9411 7823 63478 2405 0
-24.00 17Jul07 2016 966 22 32917 30901 -3566 35 79 11269 14835 1550 -1001 45 11014 9464 61073 5454 0
-25.00 10Jul07 1050 47 19 30663 29613 -3601 -147 79 9182 12783 2551 100 50 10847 8296 55619 5695 0
-26.00 3Jul07 1003 1939 19 28768 27765 -3454 -1052 79 8681 12135 2451 -887 50 8785 6334 49924 382 0
-27.00 26Jun07 -936 -2736 14 25981 26917 -2402 2115 83 8096 10498 3338 621 55 11801 8463 49542 8 0
-28.00 19Jun07 1800 1192 21 28305 26505 -4517 -397 76 8885 13402 2717 -795 51 8947 6230 49534 1532 0
-29.00 12Jun07 608 -186 18 27020 26412 -4120 -53 77 9284 13404 3512 239 56 9302 5790 48002 5184 0
-30.00 5Jun07 794 65 19 25789 24995 -4067 367 77 8721 12788 3273 -432 55 5630 2357 42818 241 0
-31.00 29May07 729 -113 18 26313 25584 -4434 523 76 7022 11456 3705 -410 57 7225 3520 42577 -9036 0
-32.00 22May07 842 0 19 29921 29079 -4957 0 75 6308 11265 4115 0 60 13260 9145 51613 0 0
Click here to return to Commodity list