Cot 23/06/2009

marco_1962

Forumer storico
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 394,868
COMMITMENTS
37,789 41,963 1,818 252,682 297,866 292,289 341,647 102,579 53,221

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -135,806)
-12,065 9,387 -12,425 -82,267 -118,736 -106,757 -121,774 -29,049 -14,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 10.6 0.5 64.0 75.4 74.0 86.5 26.0 13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
18 24 8 65 60 89 86


E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,303,107
COMMITMENTS
472,126 285,662 19,475 1643915 1733019 2135516 2038156 167,591 264,951

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -940,115)
-95,331 -102,688 -41,488 -761,227 -739,315 -898,046 -883,491 -42,069 -56,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 12.4 0.8 71.4 75.2 92.7 88.5 7.3 11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
92 99 30 129 147 236 261


Forse l'oi negativo è dovuto ai rollaggi.

In ogni caso i big boys mi sembrano più short che long
 

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