Wednesday 26 November 2014

COT data of Nov 11th 2014 - British Pound [BP], Dollar Index [DX]


British Pounds - Total o/i 151660, spreads 4681 (3.1%).  Closing price Nov 11th 1.5810
 
Nett differences:  Commercials  +23677 (from +19005)  Large Specs -12891 (from -7462)  
                              Small Specs -10786 (from -11543)
 Proportions:

Commercials (51.1% of total o/i) -

59.2% of Longs (from 57.0%), 43.1% of Shorts (vs 43.4%), balance plus 16.1 (vs plus 13.6)


Large Specs (32.1% of total) - 

27.7% of Longs (from 31.0%), 36.5% of Shorts (vs 36.3%), balance minus 8.8 (vs minus 5.3)


Small Specs (16.8% of total) - 

13.1% of Longs (from 12.0%), 20.4% of Shorts (vs 20.3%), balance minus 7.3 (vs minus 8.3) 

 
Dollar Index: Total o/i 95206, spreads 1902 (2.0%). Closing price Nov 11th 87.61
  
Nett differences:  Commercials -53095 (from -54445)  Large Specs +41625 (from +42765)  
                              Small Specs +11470 (from +11680)


Proportions - 

Commercials (35.1% of total o/i) - 6.7% of Longs (from 5.0%), 75.5% of Shorts (vs 80.7%), balance minus 56.9 (vs minus 60.4)

Large Specs (53.2% of total) - 75.5% of Longs (from 80.7%), 30.9% of Shorts (vs 33.3%), balance plus 44.6 (vs plus 47.4) 
Small Specs (11.7% of total) - 17.8% of Longs (from 14.3%), 5.5% of Shorts (vs 1.3%), balance plus 12.3 (vs plus 13.0) 

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