COT reports out...commercials are even shorter in the
Spoo's, and going long Yen and Euros. A bit of covering in
the NDX but shorter in the NDX Emini:
cftc.gov
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS AS OF 09/10/01 |
-------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|----------------|-----------------|----------------
LONG | SHORT |SPREADING| LONG | SHORT | LONG | SHORT | LONG | SHORT
------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 548,248
COMMITMENTS
27,155 31,855 5,233 359,360 442,070 391,748 479,158 156,500 69,090
CHANGES FROM 09/04/01 (CHANGE IN OPEN INTEREST: 17,838)
-1,358 -1,747 1,042 8,734 11,457 8,418 10,752 9,420 7,086
Also shorter in the E-Mini:
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS AS OF 09/10/01 |
-------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|----------------|-----------------|----------------
LONG | SHORT |SPREADING| LONG | SHORT | LONG | SHORT | LONG | SHORT
------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 174,488
COMMITMENTS
71,630 53,046 795 53,149 100,492 125,574 154,333 48,914 20,155
CHANGES FROM 09/04/01 (CHANGE IN OPEN INTEREST: 18,561)
8,393 -3,703 732 11,740 15,750 20,865 12,779 -2,304 5,782 |
