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To: marginmike who wrote (20505)11/9/2001 3:40:57 PM
From: AllansAlias  Read Replies (4) | Respond to of 209892
 
COT Update (preliminary)

The Commercials increased their short exposure a fair bit.

Last week: -54105
This week: -62619

They can endure pain, but they know this fast trend has not much left in it.

The Larges also went shorter.

The Smalls went way longer.

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.

A full report to follow later...