COT's out...they got about 500 contracts shorter on the S&P, and went longer about 10K contracts on the SPX EMini:
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS AS OF 08/07/01 |
-------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|----------------|-----------------|----------------
LONG | SHORT |SPREADING| LONG | SHORT | LONG | SHORT | LONG | SHORT
------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 489,750
COMMITMENTS
27,277 28,211 2,138 331,881 406,210 361,296 436,559 128,454 53,191
CHANGES FROM 07/31/01 (CHANGE IN OPEN INTEREST: -4,753)
-168 -510 260 -3,651 -3,142 -3,559 -3,392 -1,194 -1,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 5.8 0.4 67.8 82.9 73.8 89.1 26.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
16 17 13 92 62 117 83
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS AS OF 08/07/01 |
-------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|----------------|-----------------|----------------
LONG | SHORT |SPREADING| LONG | SHORT | LONG | SHORT | LONG | SHORT
------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 109,117
COMMITMENTS
31,698 43,934 291 35,462 52,443 67,451 96,668 41,666 12,449
CHANGES FROM 07/31/01 (CHANGE IN OPEN INTEREST: -3,813)
-9,410 2,232 270 2,475 -7,397 -6,665 -4,895 2,852 1,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 40.3 0.3 32.5 48.1 61.8 88.6 38.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
19 17 2 12 14 31 33 |
