See below,
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,518,419
COMMITMENTS
587,744 124,981 140,980 640,827 1012811 1369551 1278772 148,868 239,647
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 28,403)
23,998 2,862 -5,966 11,459 31,193 29,491 28,089 -1,088 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 8.2 9.3 42.2 66.7 90.2 84.2 9.8 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 861)
278 118 174 212 389 560 631
All time high Net and Total Long positions for Speculators.
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 660,863
COMMITMENTS
257,558 41,529 86,829 258,352 445,154 602,739 573,512 58,124 87,351
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 17,690)
8,493 4,063 4,175 7,047 10,739 19,715 18,977 -2,025 -1,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 6.3 13.1 39.1 67.4 91.2 86.8 8.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 590)
225 89 173 117 209 438 423
A nice 6.5 to 1 ratio.
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 333,555
COMMITMENTS
124,509 37,197 1,220 182,038 280,500 307,767 318,917 25,788 14,638
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -187,192)
5,060 -51,595 -8,820 -170,951 -103,265 -174,711 -163,680 -12,481 -23,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 11.2 0.4 54.6 84.1 92.3 95.6 7.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
71 25 8 69 69 143 99
Capitulation? See the large reduction in shorts this week.
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 115,007
COMMITMENTS
69,875 9,325 117 14,331 93,481 84,323 102,923 30,684 12,084
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 1,423)
7,205 433 -33 -6,695 332 477 732 946 691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.8 8.1 0.1 12.5 81.3 73.3 89.5 26.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
30 11 1 10 19 41 30
7:1 Longs to shorts.
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 38,318
COMMITMENTS
13,775 1,920 6 17,379 34,546 31,160 36,472 7,158 1,846
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -8,313)
-482 239 6 -3,134 -3,486 -3,610 -3,241 -4,703 -5,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 5.0 0.0 45.4 90.2 81.3 95.2 18.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
14 3 1 20 18 35 21
Same here.
GOLD - COMMODITY EXCHANGE INC. Code-088691
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 582,133
COMMITMENTS
251,722 45,298 67,525 194,090 445,898 513,337 558,721 68,796 23,412
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -12,519)
-8,195 5,576 -10,045 9,354 -6,973 -8,886 -11,442 -3,633 -1,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.2 7.8 11.6 33.3 76.6 88.2 96.0 11.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
203 59 54 50 50 277 142
A bit healthier than last week but still very extended.
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,590
COMMITMENTS
16,446 2,014 335 3,012 19,686 19,793 22,035 2,797 555
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -534)
-259 -161 97 -408 -423 -570 -487 36 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.8 8.9 1.5 13.3 87.1 87.6 97.5 12.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
82 16 8 20 33 108 54
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 37,473
COMMITMENTS
24,785 1,491 152 7,106 34,433 32,043 36,076 5,430 1,397
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 953)
301 -359 79 611 1,315 991 1,035 -38 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.1 4.0 0.4 19.0 91.9 85.5 96.3 14.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
79 11 4 15 34 95 49
Stunning ratios for both Palladium and Platinum.
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,369,544
COMMITMENTS
321,441 161,027 301,255 663,325 854,606 1286021 1316888 83,523 52,656
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -11,235)
-7,672 -5,301 -18,265 21,843 21,441 -4,094 -2,125 -7,141 -9,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 11.8 22.0 48.4 62.4 93.9 96.2 6.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
122 86 134 88 96 282 257
In fact crude oil seems modest compared to the rest.
Coupled with lowest short interest, lowest VIX and highest AAII sentiment, this could prove nasty.
I am risking a small amount in way out of the money puts for February and March for some stocks. Other than that, overall I am net short about 20% of my portfolio.
4 comments:
The Crash finally came.....7 months late.
Timing is a itch aint it.
Yes it is...
On the bright side, my best idea for 2011 made a lot of money and I closed a good trade.
Dude, whats your take on the curreny market today?
I am Long USD versus EUR, JPY. Long CAD versus AUD.
I expect CAD AUD to go below 0.75 (currently at 1.03)
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