S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS AS OF 09/19/00 |
-------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|----------------|-----------------|----------------
LONG | SHORT |SPREADING| LONG | SHORT | LONG | SHORT | LONG | SHORT
------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 382,300
COMMITMENTS
18,023 6,141 1,961 254,885 315,164 274,869 323,266 107,431 59,034
CHANGES FROM 09/12/00 (CHANGE IN OPEN INTEREST: -79,170)
2,431 -5,012 -3,035 -38,407 -35,917 -39,011 -43,964 -40,159 -35,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 1.6 0.5 66.7 82.4 71.9 84.6 28.1 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
11 7 5 76 69 88 80
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS AS OF 09/12/00 |
-------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|----------------|-----------------|----------------
LONG | SHORT |SPREADING| LONG | SHORT | LONG | SHORT | LONG | SHORT
------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 461,470
COMMITMENTS
15,592 11,153 4,996 293,292 351,081 313,880 367,230 147,590 94,240
CHANGES FROM 09/05/00 (CHANGE IN OPEN INTEREST: 42,787)
-3,809 -2,077 1,749 27,961 33,565 25,901 33,237 16,886 9,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 2.4 1.1 63.6 76.1 68.0 79.6 32.0 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
11 11 11 89 71 108 85
hmmm, now that I review this again, I see that the number of commercial long and shorts contracts both declined. However, more long contracts were closed than short.
Yes Nasdaq 100 numbers were fairly even. |
