Saturday 4 October 2014

COT data of Sep 30th 2014 - British Pound [BP]

British Pounds - Total o/i 132369, spreads 2476 (1.9%).  Closing price Sep 30th 1.6210
 
Nett differences:  Commercials  +3170 (from +13234)  Large Specs +3589 (from -1050)  
                              Small Specs -6759 (from -12184)
 
Proportions: 

Commercials (40.9% of total o/i) -
42.1% of Longs (from 44.1%), 39.7% of Shorts (vs 34.0%), balance plus 2.4 (vs plus 10.1)
Large Specs (40.4% of total) - 
41.8% of Longs (from 40.9%), 39.0% of Shorts (vs 41.7%), balance plus 2.8 (vs minus 0.8)
Small Specs (18.7% of total) - 
16.1% of Longs (from 15.0%), 21.3% of Shorts (vs 24.3%), balance minus 5.2 (vs minus 9.3)  
 
Total open interest slipped a little, with Commercials cutting longs and adding to shorts, but remaining (just) nett long overall. Large Specs added slightly to longs, while cutting shorts. Small Specs took profits on shorts, and added slightly to longs - but overall remained short. With little major change on a historically low total open interest, no significant signals are evident.

  
[Dollar Index: Proportions - 
Commercials (40.3% of total o/i) - 5.6% of Longs (from 5.9%), 75.1% of Shorts (vs 76.5%), balance minus 69.5 (vs minus 70.6)
Large Specs (52.6% of total) - 82.7% of Longs (from 83.0%), 22.5% of Shorts (vs 20.7%), balance plus 60.2 (vs plus 62.3) 
Small Specs (7.1% of total) - 11.7% of Longs (from 11.1%), 2.4% of Shorts (vs 2.8%), balance plus 9.3 (vs plus 8.3) ]

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