COT's out...8000 increase in SPOO shorts net, but 10K DECREASE in e-mini SPX. 1300 short increase in NDX . Also increase short in gold:
cftc.gov
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS AS OF 07/24/01 |
-------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|----------------|-----------------|----------------
LONG | SHORT |SPREADING| LONG | SHORT | LONG | SHORT | LONG | SHORT
------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 486,824
COMMITMENTS
26,506 31,318 1,705 317,241 392,146 345,452 425,169 141,372 61,655
CHANGES FROM 07/17/01 (CHANGE IN OPEN INTEREST: -227)
161 -616 360 -19,595 -11,415 -19,074 -11,671 18,847 11,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 6.4 0.4 65.2 80.6 71.0 87.3 29.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
15 12 12 90 64 112 81
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS AS OF 07/24/01 |
-------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|----------------|-----------------|----------------
LONG | SHORT |SPREADING| LONG | SHORT | LONG | SHORT | LONG | SHORT
------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 107,112
COMMITMENTS
35,125 41,995 46 35,983 51,999 71,154 94,040 35,958 13,072
CHANGES FROM 07/17/01 (CHANGE IN OPEN INTEREST: 10,117)
3,894 9,909 -10 7,429 -2,712 11,313 7,187 -1,196 2,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 39.2 0.0 33.6 48.5 66.4 87.8 33.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
19 21 2 15 12 35 34
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS AS OF 07/24/01 |
-------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|----------------|-----------------|----------------
LONG | SHORT |SPREADING| LONG | SHORT | LONG | SHORT | LONG | SHORT
------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 16,427
COMMITMENTS
2,330 0 0 11,851 15,132 14,181 15,132 2,246 1,295
CHANGES FROM 07/17/01 (CHANGE IN OPEN INTEREST: -325)
-30 0 0 -357 -712 -387 -712 62 387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 0.0 0.0 72.1 92.1 86.3 92.1 13.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 0 0 30 18 34 18
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS AS OF 07/24/01 |
-------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|----------------|-----------------|----------------
LONG | SHORT |SPREADING| LONG | SHORT | LONG | SHORT | LONG | SHORT
------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,197
COMMITMENTS
13,544 6,168 87 27,396 39,198 41,027 45,453 12,170 7,744
CHANGES FROM 07/17/01 (CHANGE IN OPEN INTEREST: 2,747)
1,548 1,179 34 675 1,973 2,257 3,186 490 -439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 11.6 0.2 51.5 73.7 77.1 85.4 22.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
33 21 1 52 40 85 62 |
