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发表于 2016-7-24 07:40 AM
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I checked the CFTC COT report and noticed that instead of heavy buying that reversed previous week's heavy selling - NQ commercial hedgers were again selling heavily. They sold additional 25645 mini contracts short and closed 2649 long contracts. I think Sentimentrader has the sign reversed and the chart is actually wrong.
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2016
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 268,741: 123,799 28,665 8,182 109,300 209,641 241,280 246,488: 27,461 22,253
Old : 268,741: 123,799 28,665 8,182 109,300 209,641 241,280 246,488: 27,461 22,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 17,803: 20,403 -3,163 -1,595 -2,649 25,645 16,159 20,887: 1,644 -3,084 |
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