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CFTC- This Month in Futures Data (Open Interest)

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CFTC- This Month in Futures Data (Open Interest)

Postby Himanshu » Thu Aug 04, 2011 2:44 am

<Quoted from CFTC Report>

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CME 3-month Eurodollars futures open interest increased 1.8 percent in July. Commercial participants, who accounted for 67.6 percent of open interest, held net short positions; they increased their long positions by 1.9 percent and decreased their short positions by 0.7 percent. Non-commercial participants, who accounted for 23.2 percent of open interest, held net long positions. They increased their long positions by 1.2 percent and increased their short positions by 8.3 percent. Non-reportable participants, who accounted for 9.2 percent of total open interest, held net short positions; they increased their long positions by 2.6 percent and increased their short positions by 5.8 percent.

CME Euro-FX futures open interest increased 0.3 percent in July. Commercial participants, who accounted for 45.9 percent of open interest, held net short positions; they increased their long positions by 23.7 percent and decreased their short positions by 3.8 percent. Non-commercial participants, who accounted for 28.7 percent of open interest, held net long positions. They decreased their long positions by 11.9 percent and increased their short positions by 20.9 percent. Non-reportable participants, who accounted for 25.4 percent of total open interest, held net long positions; they decreased their long positions by 8.8 percent and decreased their short positions by 7.2 percent.

CBOT 10-year Treasury Notes futures open interest increased 5.3 percent in July. Commercial participants, who accounted for 65.6 percent of open interest, held net long positions; they increased their long positions by 2.6 percent and increased their short positions by 8.4 percent. Non-commercial participants, who accounted for 17.7 percent of open interest, held net short positions. They increased their long positions by 23.8 percent and increased their short positions by 5.9 percent. Non-reportable participants, who accounted for 16.7 percent of total open interest, held net short positions; they increased their long positions by 0.1 percent and decreased their short positions by 5.3 percent.


Disclaimer: This report is based on the Commitments of Traders (COT) report released on July 29, 2011. Up to date COT reports can be accessed at http://www.cftc.gov/MarketReports/CommitmentsOfTraders/Index.htm
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Re: CFTC- This Month in Futures Data (Open Interest)

Postby forexlearner » Mon Feb 27, 2012 10:39 am

it is really very useful data, and i have some news about the forex market in Greek, hope can get your valuable ideas.
he market took a a temporary release after the Greek package of 130 billion euros bail-out, but now it seems to be experiencing moments of fatigue. There is no sign that the Greek economy will come out from its long-lasting recession even with 130 billion euros. As appalling as this sounds, it is true. this vast amount of money probably cannot save the troubled Greek economy. For what’s worse, not many economists believe that the package will come out more successful that the first deal since it is based on unrealistic economic assumptions.

That mood can be projected from the Forex market right away. Please refer to Fig. 1 for the market reaction to EURUSD since the bailout news came out.
Fundamental Forex Analysis on Currency pair EURUSD
The Forex market obviously gives credit initially after the news came out. EURUSD was seen 1.3292, high of the previous eight days. However, investors began to worry soon after. Considering the violent protestor, the currency economic situation and the leader’s resentment against other union members, It’s hard to think otherwise.
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Re: CFTC- This Month in Futures Data (Open Interest)

Postby shaon119 » Mon Jun 03, 2013 6:33 am

Image This is the system I like to work every day
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