Robert, here are the commitment of traders reports for the last couple of weeks.
Non-commercial [speculators] money is predominantly short, the short term t-bills and bonds; long 3 month eurodollars and 1-month libor rate.
cftc.gov
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From the merc:
13-WEEK U.S. TREASURY BILLS - INTERNATIONAL MONETARY MARKET
REPORTABLE POSITIONS AS OF 12/28/99 |
-------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|----------------|-----------------|----------------
LONG | SHORT |SPREADING| LONG | SHORT | LONG | SHORT | LONG | SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 3,278
COMMITMENTS
175 2,369 0 2,423 650 2,598 3,019 680 259
CHANGES FROM 12/21/99 (CHANGE IN OPEN INTEREST: 405)
-204 418 0 782 0 578 418 -173 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 72.3 0.0 73.9 19.8 79.3 92.1 20.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 10)
1 4 0 4 1 5 5
13-WEEK U.S. TREASURY BILLS - INTERNATIONAL MONETARY MARKET
REPORTABLE POSITIONS AS OF 12/21/99 |
-------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|----------------|-----------------|----------------
LONG | SHORT |SPREADING| LONG | SHORT | LONG | SHORT | LONG | SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 2,873
COMMITMENTS
379 1,951 0 1,641 650 2,020 2,601 853 272
CHANGES FROM 12/14/99 (CHANGE IN OPEN INTEREST: 1,231)
204 586 0 794 650 998 1,236 233 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 67.9 0.0 57.1 22.6 70.3 90.5 29.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 8)
2 3 0 2 1 4 4
1-MONTH LIBOR RATE - INTERNATIONAL MONETARY MARKET
REPORTABLE POSITIONS AS OF 12/28/99 |
-------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|----------------|-----------------|----------------
LONG | SHORT |SPREADING| LONG | SHORT | LONG | SHORT | LONG | SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 26,299
COMMITMENTS
4,858 553 1,206 18,558 22,345 24,622 24,104 1,677 2,195
CHANGES FROM 12/21/99 (CHANGE IN OPEN INTEREST: 221)
1,047 -155 -501 -362 790 184 134 37 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 2.1 4.6 70.6 85.0 93.6 91.7 6.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 3 4 26 27 33 33
1-MONTH LIBOR RATE - INTERNATIONAL MONETARY MARKET
REPORTABLE POSITIONS AS OF 12/21/99 |
-------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|----------------|-----------------|----------------
LONG | SHORT |SPREADING| LONG | SHORT | LONG | SHORT | LONG | SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 26,078
COMMITMENTS
3,811 708 1,707 18,920 21,555 24,438 23,970 1,640 2,108
CHANGES FROM 12/14/99 (CHANGE IN OPEN INTEREST: 2,815)
1,243 -1,427 445 863 4,016 2,551 3,034 264 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 2.7 6.5 72.6 82.7 93.7 91.9 6.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 5 5 25 28 33 36
3-MONTH EURODOLLARS - INTERNATIONAL MONETARY MARKET
REPORTABLE POSITIONS AS OF 12/28/99 |
-------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|----------------|-----------------|----------------
LONG | SHORT |SPREADING| LONG | SHORT | LONG | SHORT | LONG | SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 3,436,723
COMMITMENTS
272,580 156,924 491,346 2361470 2335768 3125397 2984039 311,326 452,684
CHANGES FROM 12/21/99 (CHANGE IN OPEN INTEREST: 27,163)
838 769 4,633 36,919 31,564 42,391 36,966 -15,228 -9,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 4.6 14.3 68.7 68.0 90.9 86.8 9.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
40 48 56 158 162 228 240
3-MONTH EURODOLLARS - INTERNATIONAL MONETARY MARKET
REPORTABLE POSITIONS AS OF 12/21/99 |
-------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|----------------|-----------------|----------------
LONG | SHORT |SPREADING| LONG | SHORT | LONG | SHORT | LONG | SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 3,409,561
COMMITMENTS
271,742 156,156 486,713 2324551 2304204 3083006 2947073 326,554 462,488
CHANGES FROM 12/14/99 (CHANGE IN OPEN INTEREST: 180,013)
10,638 66,977 43,321 142,037 90,811 195,995 201,109 -15,983 -21,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 4.6 14.3 68.2 67.6 90.4 86.4 9.6 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
40 49 58 155 158 225 239
from the board of trade
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS AS OF 12/28/99 |
-------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|----------------|-----------------|----------------
LONG | SHORT |SPREADING| LONG | SHORT | LONG | SHORT | LONG | SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 690,943
COMMITMENTS
43,576 76,470 45,421 510,510 486,780 599,507 608,671 91,437 82,272
CHANGES FROM 12/21/99 (CHANGE IN OPEN INTEREST: 8,801)
552 -2,980 2,723 4,580 10,066 7,855 9,809 945 -1,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 11.1 6.6 73.9 70.5 86.8 88.1 13.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
45 54 51 125 132 201 206
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS AS OF 12/21/99 |
-------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|----------------|-----------------|----------------
LONG | SHORT |SPREADING| LONG | SHORT | LONG | SHORT | LONG | SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 682,142
COMMITMENTS
43,023 79,450 42,698 505,930 476,714 591,651 598,862 90,491 83,281
CHANGES FROM 12/14/99 (CHANGE IN OPEN INTEREST: 725)
-10,088 16,303 1,305 28,922 4,901 20,140 22,510 -19,414 -21,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 11.6 6.3 74.2 69.9 86.7 87.8 13.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
42 51 46 119 131 189 200
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