We can somehow get the market sentiment throught the COT report.
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 84,760
COMMITMENTS
17,702 40,615 8 55,752 23,022 73,462 63,645 11,298 21,115
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 1,381)
2,088 841 -27 -239 -802 1,822 12 -441 1,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 47.9 0.0 65.8 27.2 86.7 75.1 13.3 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
12 21 1 15 15 28 36
The market favors Short in GBP:
Non-Commercial standing .. 17,702 long - 40,615 short = 22,913 short
Percent of 40,615/(17,702+40,615) = 69.65% short
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 75,734
COMMITMENTS
22,162 26,741 239 36,138 28,240 58,539 55,220 17,195 20,514
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 1,519)
3,819 -5,297 25 -3,891 8,233 -47 2,961 1,566 -1,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 35.3 0.3 47.7 37.3 77.3 72.9 22.7 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
19 26 7 17 16 42 43
The market favors Long in JYP:
Non-Commercial standing .. 22,162 long - 26,741 short = 4579 short
Percent of 26,741/(22,162+26,741) = 54.7% long
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 108,592
COMMITMENTS
30,292 32,365 256 43,424 41,730 73,972 74,351 34,620 34,241
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 1,913)
584 4,254 -378 1,850 -4,379 2,056 -503 -143 2,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 29.8 0.2 40.0 38.4 68.1 68.5 31.9 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
34 29 7 21 24 58 57
The market favors Long in EURO:
Non-Commercial standing .. 30,292long - 32,365 short = 1694 long
Percent of 32,365/(30,292+32,365) = 51% long
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741The market favors short in NZD:
FUTURES ONLY POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 14,095
COMMITMENTS
4,855 1,207 0 7,800 11,299 12,655 12,506 1,440 1,589
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 252)
317 174 0 -361 169 -44 343 296 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 8.6 0.0 55.3 80.2 89.8 88.7 10.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 3 0 6 6 14 9
Non-Commercial standing .. 4,855 long - 1,207 short = 3648 long
Percent of 4,855/(4,855+1,207) = 80.1% long
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 69,683
COMMITMENTS
25,748 9,056 82 24,159 52,272 49,989 61,410 19,694 8,273
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 115)
-92 466 -57 1,076 340 927 749 -812 -634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 13.0 0.1 34.7 75.0 71.7 88.1 28.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
21 8 2 12 13 34 22
The market favors short in AUD:
Non-Commercial standing .. 25,748 long - 9,056 short = 16,692 long
Percent of 52,272/(24,159+52,272) = 68.4% long
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662The market favors short in USD:
FUTURES ONLY POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 22,223
COMMITMENTS
11,700 2,694 2,013 6,791 14,869 20,504 19,576 1,719 2,647
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -1,108)
-1,601 -51 -77 1,341 -1,292 -337 -1,420 -771 312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.6 12.1 9.1 30.6 66.9 92.3 88.1 7.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
25 19 5 8 5 34 28
Non-Commercial standing .. 11,700 long - 2,694 short = 9006 long
Percent of 11,700/(11,700+2,694) = 81.3% long
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