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Page No. 1 VIX
05-07-2010
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
18.00 4May10 10423 2922 50 53452 43029 -7617 -2652 53 1568 9185 -2806 -270 0 14651 17457 75048 6214 0
17.00 27Apr10 7501 6746 44 50306 42805 -4965 -926 59 1605 6570 -2536 -5820 1 12523 15059 68834 -11075 0
16.00 20Apr10 755 5107 28 61268 60513 -4039 -1295 61 2747 6786 3284 -3812 23 11019 7735 79909 10782 0
15.00 13Apr10 -4352 -4374 16 48286 52638 -2744 825 65 6247 8991 7096 3549 37 10322 3226 69127 1514 0
14.00 6Apr10 22 1568 26 48147 48125 -3569 -216 63 5182 8751 3547 -1352 24 11123 7576 67613 5739 0
13.00 30Mar10 -1546 1600 23 40605 42151 -3353 -223 63 5069 8422 4899 -1377 29 12388 7489 61874 4727 0
12.00 23Mar10 -3146 4347 19 38701 41847 -3130 -4888 64 4827 7957 6276 541 34 10305 4029 57147 -20162 0
11.00 16Mar10 -7493 -1565 9 51260 58753 1758 391 75 8710 6952 5735 1174 32 11027 5292 77309 16740 0
10.00 9Mar10 -5928 -1863 13 37573 43501 1367 1638 75 8373 7006 4561 225 28 9949 5388 60569 14175 0
9.00 2Mar10 -4065 -1413 17 26840 30905 -271 325 71 4778 5049 4336 1088 27 10167 5831 46394 3187 0
8.00 23Feb10 -2652 -2276 20 26381 29033 -596 -332 70 4447 5043 3248 2608 23 7838 4590 43207 -3506 0
7.00 16Feb10 -376 -366 26 30479 30855 -264 765 71 4094 4358 640 -399 13 7448 6808 46713 -2286 0
6.00 9Feb10 -10 -646 26 31711 31721 -1029 1366 69 3881 4910 1039 -720 14 7509 6470 48999 1039 0
5.00 2Feb10 636 -405 28 30889 30253 -2395 513 65 3741 6136 1759 -108 17 7924 6165 47960 150 0
4.00 26Jan10 1041 195 29 30160 29119 -2908 1404 64 3115 6023 1867 -1599 18 8854 6987 47810 -15653 0
3.00 19Jan10 846 23 28 43749 42903 -4312 -460 61 2211 6523 3466 437 24 13142 9676 63463 321 0
2.00 12Jan10 823 -1818 28 45666 44843 -3852 3960 62 1702 5554 3029 -2142 22 12308 9279 63142 1885 0
1.00 5Jan10 2641 -2930 33 43209 40568 -7812 764 52 1012 8824 5171 2166 30 13080 7909 61257 8539 0
0.00 29Dec09 5571 -592 39 39992 34421 -8576 348 50 487 9063 3005 244 22 9001 5996 52718 -402 0
-1.00 22Dec09 6163 -10844 41 40728 34565 -8924 9994 49 926 9850 2761 850 21 8237 5476 53120 -9192 0
Page No. 2 VIX
05-07-2010
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 15Dec09 17007 -1639 65 36727 19720 -18918 -46 25 3441 22359 1911 1685 18 11277 9366 62312 295 0
-3.00 8Dec09 18646 30375 69 37586 18940 -18872 -30719 25 4600 23472 226 344 11 11135 10909 62017 112 0
-4.00 1Dec09 -11729 -356 0 9280 21009 11847 1119 100 31090 19243 -118 -763 10 13952 14070 61905 4229 0
-5.00 24Nov09 -11373 -2966 0 8821 20194 10728 26173 97 28718 17990 645 -23207 13 10109 9464 57676 -6372 0
-6.00 17Nov09 -8407 -26206 7 16365 24772 -15445 2956 34 5597 21042 23852 23250 100 30505 6653 64048 4185 0
-8.00 9Nov09 17799 -527 67 39445 21646 -18401 318 26 4356 22757 602 209 13 6689 6087 59863 3927 0
-8.00 3Nov09 18326 7123 69 35802 17476 -18719 -4632 26 4168 22887 393 -2491 12 7931 7538 55936 5567 0
-9.00 27Oct09 11203 -5998 52 31304 20101 -14087 8713 37 3453 17540 2884 -2715 21 9860 6976 50369 -8492 0
-10.00 20Oct09 17201 -610 66 38324 21123 -22800 -987 16 1770 24570 5599 1597 32 12994 7395 58861 592 0
-11.00 13Oct09 17811 4354 67 37021 19210 -21813 -6428 18 4465 26278 4002 2074 26 11800 7798 58269 9688 0
-12.00 6Oct09 13457 3328 57 30795 17338 -15385 -4252 34 3417 18802 1928 924 18 8727 6799 48581 5427 0
-13.00 29Sep09 10129 1906 50 28270 18141 -11133 -451 44 3373 14506 1004 -1455 14 8140 7136 43154 -3713 0
-14.00 22Sep09 8223 2362 45 31081 22858 -10682 -2162 45 4045 14727 2459 -200 20 8432 5973 46867 -7499 0
-15.00 15Sep09 5861 5395 40 35183 29322 -8520 -4780 50 4383 12903 2659 -615 21 9722 7063 54366 7213 0
-16.00 8Sep09 466 575 28 28732 28266 -3740 -1121 62 4637 8377 3274 546 23 10572 7298 47153 4898 0
-17.00 1Sep09 -109 1945 26 26525 26634 -2619 -1099 65 5108 7727 2728 -846 21 8671 5943 42255 4260 0
-18.00 25Aug09 -2054 1297 22 21971 24025 -1520 -2186 67 5440 6960 3574 889 24 8764 5190 37995 -3572 0
-19.00 18Aug09 -3351 1627 19 23974 27325 666 -844 73 6616 5950 2685 -783 21 8414 5729 41567 612 0
-20.00 11Aug09 -4978 596 15 20980 25958 1510 -612 75 6634 5124 3468 16 24 8635 5167 40955 2545 0
-21.00 4Aug09 -5574 -322 14 18224 23798 2122 325 76 6090 3968 3452 -3 23 8338 4886 38410 2143 0
Page No. 3 VIX
05-07-2010
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
-22.00 28Jul09 -5252 3434 14 16801 22053 1797 -2057 76 5237 3440 3455 -1377 23 8022 4567 36267 -2172 0
-23.00 21Jul09 -8686 2609 6 17300 25986 3854 -2922 81 7066 3212 4832 313 29 8914 4082 38439 5545 0
-24.00 14Jul09 -11295 -1721 1 4057 15352 6776 1117 88 14394 7618 4519 604 27 9535 5016 32894 3975 0
-25.00 7Jul09 -9574 1251 4 4036 13610 5659 -442 85 11839 6180 3915 -809 25 7470 3555 28919 1903 0
-26.00 30Jun09 -10825 -1051 2 3028 13853 6101 853 86 11573 5472 4724 198 28 7462 2738 27016 2440 0
-28.00 16Jun09 -9774 -366 4 3278 13052 5248 -1321 84 8015 2767 4526 1687 28 8898 4372 24576 2119 0
-29.00 9Jun09 -9408 -2490 5 3145 12553 6569 3496 87 8497 1928 2839 -1006 21 6741 3902 22457 1148 0
-30.00 2Jun09 -6918 -8685 11 2625 9543 3073 11581 79 7832 4759 3845 -2896 25 7330 3485 21309 -108 0
-54.00 16Dec08 1767 -30047 30 6858 5091 -8508 20754 50 1032 9540 6741 9293 36 10491 3750 21417 -28194 0
-58.00 18Nov08 31814 3013 100 35039 3225 -29262 -2269 0 2842 32104 -2552 -744 1 5484 8036 49611 5038 0
-59.00 11Nov08 28801 1776 93 31943 3142 -26993 -2585 6 2263 29256 -1808 809 4 4225 6033 44573 850 0
-60.00 4Nov08 27025 0 89 30270 3245 -24408 0 12 2992 27400 -2617 0 1 5025 7642 43723 0 0
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