Search This Blog

Monday, October 3, 2011

COT on Financials

Commitment of Traders_Financial

Traders in Financial Futures - Futures Only Positions as of September 27, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   285,734
Positions
    43,144     60,473      6,736    117,964     43,921     11,622     32,339     58,759        961      8,484     17,652        238     64,246     85,372
 
Changes from:       September 20, 2011                               Total Change is:    20,476
    11,593     -6,262      2,382     -2,496        174       -137      4,855     19,754        260      1,663       -826       -286      2,642      5,417
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       21.2        2.4       41.3       15.4        4.1       11.3       20.6        0.3        3.0        6.2        0.1       22.5       29.9
 
Number of Traders in Each Category                                    Total Traders:       127
        11         16          5         27         15         12         19         28          8          5          6          .

Big guys are long heavily, while retail suckers are short....what do you think the market should do?

No comments:

Post a Comment