Virtual COT Update (final)
COMMERCIALS LARGE SMALL
This Wk -82,407 -7.3% -2,458 .... +84,867 +5.8%
Last Wk -76,766 -9.0% -3,445 .... +80,210 +10.6%
3 Weeks -70,428 -12.5% -2,127 .... +72,555 +4.8%
4 Weeks -62,619 .... -6,595 .... +69,214 ....
A negative percentage indicates the group got shorter.
Percentage change is not shown for small numbers.
Below is a crude chart showing the Commercials' short position since the extreme
set at the Mar 6, 2001 report. The vertical axis is the number of contracts short
and the horizontal is a column for each week.
135,000 :
130,000 |
125,000 |
120,000 |
115,000 ||
110,000 ||
105,000 || |
100,000 || : .||
95,000 || | : .|. ::...|||
90,000 || |::| |||.||||||||
85,000 ||: ||||..||||||||||||. .
80,000 ||| : ||||||||||||||||||| .|
75,000 |||| |.| ||||||||||||||||||| ||
70,000 |||| ||| ||||||||||||||||||| |||
65,000 |||||||| |||||||||||||||||||| :|||
60,000 |||||||| |||||||||||||||||||||: ||||
55,000 ||||||||.|||||||||||||||||||||||||:||||
50,000 |||||||||||||||||||||||||||||||||||||||
^ ^
Mar 6, 2001 Current
A reminder that my numbers are based on virtual S&P contracts by taking the all the
index futures (DJ, RL, MD, SP, SP mini, ND, ND mini) and combining the numbers.
(ccoott) |
