Commitment of Traders - 9/21/10

COMMITMENT OF
TRADERS REPORT

Data as of :
September 21, 2010
1555 NorthPark Drive #102
Weston, Florida 33326
www.horowitzandcompany.com
p 954‐349‐0800 f 954‐349‐1414

CFTC Commitment of Traders
1,225
E-Mini S&P 500 Continuous
1,200
1,175
1,150
1,125
1,100
1,075
1,050
1,025
20-Day Moving Average 50-Day Moving Average
1,000
3,000
Net Commitment of Traders Net Contracts Long
2,000
1,000
0
-1,000
-2,000
Net Contracts Short
-3,000
02/01/10 02/22/10 03/15/10 04/05/10 04/26/10 05/17/10 06/07/10 06/28/10 07/19/10 08/09/10 08/30/10 09/20/10
Non-Commercial Commitment (Speculators) Commercial Commitment Non-Reportable Commitment (Retail) ( x100 )
9/27/2010
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
Jan-08 Jun-08 Nov-08 Apr-09 Sep-09 Feb-10 Jul-10 Jan-08 Jun-08 Nov-08 Apr-09 Sep-09 Feb-10 Jul-10
Source: CFTC/Horowitz & Company Source: CFTC/Horowitz & Company
Net E-Mini S&P 500 Net Non-Commercial

Non-Reportable Commitment of Traders E-Mini S&P 500 Long Net Commercial
Commitment of Traders
E-Mini S&P 500 Short Net Non-Reportable
0.8 0.6
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
9/27/2010
88
WTI Crude Continuous 86
84
82
80
78
76
74
72
70
68
66
64
62
2,000
Net Contracts Long Net Commitment of Traders
1,000
-1,000
Net Contracts Short
-2,000
02/01/10 02/22/10 03/15/10 04/05/10 04/26/10 05/17/10 06/07/10 06/28/10 07/19/10 08/09/10 08/30/10 09/20/10
9/27/2010
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
Net WTI Oil Net Non-Commercial

Non-Reportable Commitment of Traders WTI Oil Long Net Commercial
WTI Oil Short Net Non-Reportable
0.16 0.2
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
9/27/2010
128
US 10 Year Note Continuous
126
124
122
120
118
116

114
4,000
3,000
2,000
1,000
0
-1,000
-2,000
-3,000
Net Contracts Short
-4,000
02/01/10 02/22/10 03/15/10 04/05/10 04/26/10 05/17/10 06/07/10 06/28/10 07/19/10 08/09/10 08/30/10 09/20/10
9/27/2010
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
Net 10-Year Bond Net Non-Commercial

Non-Reportable Commitment of Traders 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
9/27/2010
138
US Long Bond Continuous
136
134
132
130
128
126
124
122
120
118
116
114
2,000
1,000
-1,000
Net Contracts Short
-2,000
02/01/10 02/22/10 03/15/10 04/05/10 04/26/10 05/17/10 06/07/10 06/28/10 07/19/10 08/09/10 08/30/10 09/20/10
9/27/2010
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
Net 30-Year Bond Net Non-Commercial

Non-Reportable Commitment of Traders 30-Year Bond Long Net Commercial
30-Year Bond Short Net Non-Reportable
0.25 0.2
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
9/27/2010

1555 NorthPark Drive #102
Weston, Florida 33325
p 954‐349‐0800 f 954‐349‐1414

Notice and Disclaimer
This material is provided for information only and is not intended as a recommendation or an offer or solicitation for the purchase or sale of any
security or financial instrument. This material is not a complete analysis of all material facts respecting any issuer, industry or security or of your
investment objectives, parameters, needs or financial situation, and therefore is not a sufficient basis alone on which to base an investment
decision. Horowitz & Company and its affiliates may have positions (long or short), effect transactions or make markets in securities or financial
instruments mentioned herein (or options with respect thereto), or provide advice or loans to, or participate in the underwriting or restructuring
of the obligations of, issuers mentioned herein. Moreover, a Horowitz & Company trading desk may have acted on the basis of this material.
The information contained herein is as of the date and time referenced above and Horowitz & Company does not undertake any obligation to
update such information. All market prices, data and other information are not warranted as to completeness or accuracy and are subject to
change without notice. Past performance is not indicative of future results. The investments discussed may fluctuate in price or value. Changes
in rates of exchange may have an adverse effect on the value of investments. Transactions involving financial instruments mentioned herein may
not be suitable for all investors

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Source: CFTC/Horowitz & Company Source: CFTC/Horowitz & Company

Net E-Mini S&P 500 Net Non-Commercial

Source: CFTC/Horowitz & Company Source: CFTC/Horowitz & Company

Source: CFTC/Horowitz & Company Source: CFTC/Horowitz & Company

Net WTI Oil Net Non-Commercial

Source: CFTC/Horowitz & Company Source: CFTC/Horowitz & Company

20-Day Moving Average 50-Day Moving Average

Source: CFTC/Horowitz & Company Source: CFTC/Horowitz & Company

Net 10-Year Bond Net Non-Commercial

Source: CFTC/Horowitz & Company Source: CFTC/Horowitz & Company

Source: CFTC/Horowitz & Company Source: CFTC/Horowitz & Company

Net 30-Year Bond Net Non-Commercial

Source: CFTC/Horowitz & Company Source: CFTC/Horowitz & Company

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