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Strategies & Market Trends : MDA - Market Direction Analysis -- Ignore unavailable to you. Want to Upgrade?


To: Sam Scrutchins who wrote (57806)8/5/2000 4:37:07 PM
From: XBrit  Read Replies (1) | Respond to of 99985
 
Sam: check out this site

commitmentsoftraders.com

The record net short position in the S&P futures is held by "commercials", and the "large speculators" and "small speculators" have corresponding long positions. People generally believe that the "commercials" are the smart money.



To: Sam Scrutchins who wrote (57806)8/5/2000 4:46:37 PM
From: dli  Read Replies (1) | Respond to of 99985
 
For every contract in existence there's a buyer and a seller. So by definition there's no such thing as a net surplus of buyers or sellers.

I assume that what you would like to know is the proportion of contracts bought/sold by speculators making directional bets vs. those bought/sold purely for hedging purposes or by market makers that keep their overall positions hedged. If you think about it you should realize that for a number of practical reasons this information is not available.

Dave



To: Sam Scrutchins who wrote (57806)8/6/2000 6:48:13 PM
From: MrBluff  Respond to of 99985
 
buyers=sellers, always open interest is matched pairs