To: JRI who wrote (11115 ) 8/24/2001 4:37:30 PM From: patron_anejo_por_favor Respond to of 209892 <<- Almost record short NDX by COT>> Yep, and minimal covering of SPoo shorts by commercials in COT (slight covering in spoos, but increase short in the SPX E-Mini:cftc.gov S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS AS OF 08/21/01 | -------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|----------------|-----------------|---------------- LONG | SHORT |SPREADING| LONG | SHORT | LONG | SHORT | LONG | SHORT ------------------------------------------------------------------------------ (S&P 500 INDEX X $250.00) OPEN INTEREST: 505,350 COMMITMENTS 27,020 28,475 1,718 342,332 416,372 371,070 446,565 134,280 58,785 CHANGES FROM 08/14/01 (CHANGE IN OPEN INTEREST: 8,240) -104 846 -509 5,005 4,868 4,392 5,205 3,848 3,035 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 5.6 0.3 67.7 82.4 73.4 88.4 26.6 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 13 12 10 89 62 109 77 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS AS OF 08/21/01 | -------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|----------------|-----------------|---------------- LONG | SHORT |SPREADING| LONG | SHORT | LONG | SHORT | LONG | SHORT ------------------------------------------------------------------------------ ($50 X S&P 500 INDEX) OPEN INTEREST: 136,800 COMMITMENTS 53,960 53,983 315 38,732 67,456 93,007 121,754 43,793 15,046 CHANGES FROM 08/14/01 (CHANGE IN OPEN INTEREST: 14,885) 5,939 2,796 -65 6,062 8,270 11,936 11,001 2,949 3,884 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 39.5 0.2 28.3 49.3 68.0 89.0 32.0 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 26 22 1 15 13 41 36