Did they ever!<G>
Your post piqued my interest...just how were the commercials positioned going into this little sleight of hand? Looks like more than a few were "looking down":
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS AS OF 10/23/01 |
-------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|----------------|-----------------|----------------
LONG | SHORT |SPREADING| LONG | SHORT | LONG | SHORT | LONG | SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 549,477
COMMITMENTS
75,295 74,345 10,412 367,209 398,358 452,916 483,115 96,561 66,362
CHANGES FROM 10/16/01 (CHANGE IN OPEN INTEREST: -1,527)
-3,699 3,776 -188 3,200 -5,977 -687 -2,389 -840 862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 13.5 1.9 66.8 72.5 82.4 87.9 17.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
36 18 13 63 75 105 102 |
