Sunday, January 18, 2015

Sentiment in Equities - Commitment of Traders

E-mini S&P 500 Commitment of Traders shows dealers heavily weighted to the short side at 21% of Open Interest versus only 3.5% of OI long:


Soure: CME

Leveraged money longs in the Dow are at 20.5% of OI while only 5% of leveraged positions are short:

Source: CME

In Yen terms Nikkei leveraged money players are even more skewed to the long side at 23% of OI with only 3% of margined positions being short:

Source: CME

In the Nasdaq 100, dealers are holding 41% of the OI short and only 3% of the OI on the long side:

 Source: CME

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