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PureBytes Links
Trading Reference Links
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If you want all the reports try this
http://www.cftc.gov/cftc/cftccotreports.htm
At the top is the current information. Scroll down for the history by
exchange. It gives you everything so you'll have to breakout what you want.
Chris
-----Original Message-----
From: owner-metastock@xxxxxxxxxxxxx
[mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of Rick Parsons
Sent: Friday, October 12, 2001 10:34 AM
To: metastock@xxxxxxxxxxxxx
Subject: S & P 500 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE
POSITIONS
Does anyone have or is there anyway to get the historical S&P 500 Commercial
Long and Short position figures as posted at this website:
http://www.cftc.gov/dea/futures/deacmesf.htm (scroll down a bit)
I am using ESignal..is there a symbol for these? Or can someone send me
historical data which I can import?
Thanks,
Rick
Sample report:
Samp;P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS AS OF 10/02/01 |
-------------------------------------------------------------|
NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|----------------|-----------------|--------------
--
LONG | SHORT |SPREADING| LONG | SHORT | LONG | SHORT | LONG |
SHORT
----------------------------------------------------------------------------
--
(Samp;P 500 INDEX X $250.00) OPEN INTEREST:
521,649
COMMITMENTS
28,070 35,070 4,130 365,200 408,567 397,400 447,767 124,249
73,882
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