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发表于 2016-7-29 07:38 PM
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Second a week in a row that I am seeing very different data to what Sentimentrader is reporting. According to CFTC, commercial hedgers bought 10x more puts than calls as at last Tuesday. Nasdaq Combo Hedger data used to consistently track CFTC data. Not sure if Sentimentrader has changed his methodology or not.
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 INDEX X $100) :
: : :
All : 58,968: 29,253 5,506 1,840 22,333 46,949 53,426 54,294: 5,542 4,673
Old : 58,968: 29,253 5,506 1,840 22,333 46,949 53,426 54,294: 5,542 4,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 5,219: 4,493 -227 203 473 5,021 5,170 4,997: 49 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 9.3 3.1 37.9 79.6 90.6 92.1: 9.4 7.9
Old : 100.0: 49.6 9.3 3.1 37.9 79.6 90.6 92.1: 9.4 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 |
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