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COMMITMENT OF
TRADERS REPORT
Data as of :
November 1, 2010
1555 NorthPark Drive #102
Weston, Florida 33326
www.horowitzandcompany.com
p 954‐349‐0800 f 954‐349‐1414
E‐Mini S&P 500
Net Net
Non ‐ Commercial Commitment of Traders E‐Mini S&P 500 Long
Commercial Commitment of Traders E‐Mini S&P 500 Long
E‐Mini S&P 500 Short E‐Mini S&P 500 Short
0.8 3.5
Millions
Millions
3
0.6
2.5
0.4 2
1.5
0.2
1
0 0.5
0
‐0.2
‐0.5
‐0.4 ‐1
Feb‐08 Jul‐08 Dec‐08 May‐09 Oct‐09 Mar‐10 Aug‐10 Feb‐08 Jul‐08 Dec‐08 May‐09 Oct‐09 Mar‐10 Aug‐10
Source: CFTC/Horowitz & Company Source: CFTC/Horowitz & Company
Millions
Millions
0.5
0.6
0.4
0.3
0.4
0.2
0.2 0.1
0
0
‐0.1
‐0.2
‐0.2
‐0.3
‐0.4 ‐0.4
Feb‐08 Jul‐08 Dec‐08 May‐09 Oct‐09 Mar‐10 Aug‐10 Feb‐08 Jul‐08 Dec‐08 May‐09 Oct‐09 Mar‐10 Aug‐10
Source: CFTC/Horowitz & Company Source: CFTC/Horowitz & Company
11/1/2010
WTI Crude Oil
Net Net
Non ‐ Commercial Commitment of Traders WTI Oil Long
Commercial Commitment of Traders WTI Oil Long
WTI Oil Short WTI Oil Short
0.4 1
Millions
Millions
0.35
0.8
0.3
0.25
0.6
0.2
0.15 0.4
0.1
0.2
0.05
0
0
‐0.05
‐0.1 ‐0.2
Feb‐08 Jul‐08 Dec‐08 May‐09 Oct‐09 Mar‐10 Aug‐10 Feb‐08 Jul‐08 Dec‐08 May‐09 Oct‐09 Mar‐10 Aug‐10
Source: CFTC/Horowitz & Company Source: CFTC/Horowitz & Company
Millions
Millions
0.14
0.15
0.12
0.1 0.1
0.08 0.05
0.06
0
0.04
0.02 ‐0.05
0 ‐0.1
‐0.02
‐0.15
‐0.04
‐0.06 ‐0.2
Feb‐08 Jul‐08 Dec‐08 May‐09 Oct‐09 Mar‐10 Aug‐10 Feb‐08 Jul‐08 Dec‐08 May‐09 Oct‐09 Mar‐10 Aug‐10
Source: CFTC/Horowitz & Company Source: CFTC/Horowitz & Company
11/1/2010
30‐Year Bond
Net Net
Non ‐ Commercial Commitment of Traders 30‐Year Bond Long
Commercial Commitment of Traders 30‐Year Bond Long
30‐Year Bond Short 30‐Year Bond Short
0.4 0.8
Millions
Millions
0.7
0.3
0.6
0.5
0.2
0.4
0.1 0.3
0.2
0
0.1
0
‐0.1
‐0.1
‐0.2 ‐0.2
Feb‐08 Jul‐08 Dec‐08 May‐09 Oct‐09 Mar‐10 Aug‐10 Feb‐08 Jul‐08 Dec‐08 May‐09 Oct‐09 Mar‐10 Aug‐10
Source: CFTC/Horowitz & Company Source: CFTC/Horowitz & Company
Millions
Millions
0.2 0.15
0.1
0.15
0.05
0.1
0
0.05
‐0.05
0
‐0.1
‐0.05 ‐0.15
‐0.1 ‐0.2
Feb‐08 Jul‐08 Dec‐08 May‐09 Oct‐09 Mar‐10 Aug‐10 Feb‐08 Jul‐08 Dec‐08 May‐09 Oct‐09 Mar‐10 Aug‐10
Source: CFTC/Horowitz & Company Source: CFTC/Horowitz & Company
11/1/2010
10‐Year Note
Net Net
Non ‐ Commercial Commitment of Traders 10‐Year Bond Long
Commercial Commitment of Traders 10‐Year Bond Long
10‐Year Bond Short 10‐Year Bond Short
0.4 1.8
Millions
Millions
0.3 1.6
1.4
0.2
1.2
0.1 1
0 0.8
‐0.1 0.6
0.4
‐0.2
0.2
‐0.3 0
‐0.4 ‐0.2
Feb‐08 Jul‐08 Dec‐08 May‐09 Oct‐09 Mar‐10 Aug‐10 Feb‐08 Jul‐08 Dec‐08 May‐09 Oct‐09 Mar‐10 Aug‐10
Source: CFTC/Horowitz & Company Source: CFTC/Horowitz & Company
Net 10‐Year Bond
10‐Year Bond Net Non‐Commercial
N R
Non‐Reportable Commitment of Traders
bl C i fT d 10‐Year Bond Long Net Commercial
10‐Year Bond Short Commitment of Traders Net Non‐Reportable
0.5 0.4
Millions
Millions
0.4 0.3
0.3 0.2
0.2 0.1
0.1 0
0 ‐0.1
‐0.1 ‐0.2
‐0.2 ‐0.3
Feb‐08 Jul‐08 Dec‐08 May‐09 Oct‐09 Mar‐10 Aug‐10 Feb‐08 Jul‐08 Dec‐08 May‐09 Oct‐09 Mar‐10 Aug‐10
Source: CFTC/Horowitz & Company Source: CFTC/Horowitz & Company
11/1/2010
1555 NorthPark Drive #102
Weston, Florida 33325
p 954‐349‐0800 f 954‐349‐1414
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