Silicon Investor (SI) -- The First Internet Community

STOCKTALK

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor. We ask that you disable ad blocking while on Silicon Investor in the best interests of our community. If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.

Strategies & Market Trends : MARKET INDEX TECHNICAL ANALYSIS - MITA -- Ignore unavailable to you. Want to Upgrade?

To: AllansAlias who wrote (9904)	1/26/2002 9:29:46 PM
From: High-Tech East	Read Replies (1) \| Respond to of 19219

... hi Allan ... I am not sure if you are referring to the S&P 500 in that post ... but I show COT data for the S&P 500 from the CME dated 01/22/02 with the commercials long 342,841 contracts and short 394, 041 contracts for a net short of 51,200 contracts ... maybe you are not talking about S&P data, but some other futures contract ... ... while I am at it ... the above totals 736,882 contracts ... so even using maintenance margin for January, which is $15,750 per contract, that is 11.6 billion dollars in capital tied up in just S&P futures right now ... amazing ... Ken Wilson note ... I traced your post back further and found the difference in your earlier explanation ....... A reminder that my numbers are based on S&P contract equivalents by taking all the index futures (DJ, RL, MD, SP, SP mini, ND, ND mini) and then weighting and combining the positions ...my numbers are the S&Ps [SP] only ... ... by the way, if you total up all the outstanding contracts in your number, what percentage of the total is SP only? ... Ken