It Appears You Are Correct
The following are from Futures World:
S&P 500 Stock Index - Chicago Mercantile Exchange
Reportable Positions As Of 03/13/01 |
---------------------------------------------------------| Nonreportable
Non-Commercial | Commercial | Total | Positions
-------------------------|---------------|---------------|---------------
Long | Short |Spreading| Long | Short | Long | Short | Long | Short
-------------------------------------------------------------------------
31,779 15,182 3,063 356,428 451,270 391,270 469,515 172,408 94,163
Nasdaq-100 Stock Index - Chicago Mercantile Exchange
Reportable Positions As Of 03/13/01 |
---------------------------------------------------------| Nonreportable
Non-Commercial | Commercial | Total | Positions
-------------------------|---------------|---------------|---------------
Long | Short |Spreading| Long | Short | Long | Short | Long | Short
-------------------------------------------------------------------------
11,721 4,660 1,328 36,341 51,862 49,390 57,850 23,561 15,101
The numbers On The S&P also agrees with the data at:
commitmentsoftraders.com
They also have a graph at:
commitmentsoftraders.com
Unfortunatley, it is no where near as clear or useful as yours are and I for one would be interested in your doing charts on these numbers.
BTW - I closed all of my Index puts yesterday except for one OEX contract, I sold most of my equity puts except for a few banks and GE. I also bought a few SPX and NDX calls.
