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Currency Strenght

Friday 30 December 2011

C,O,T GBP/USD

OK This Is my attempt at the C.O.T reading is for information only and not trade recommendation
is a private streamed data from http://www.cot4metatrader.com/

so number may differ from C.O.T report

Net Position for Non Commercials (Smart Money)

Non-Commercials on the 13/12/2011 : -39509
Non -Commercials on the  29/12/2011: -13525

Non- Commercials have decreased there net shorts by 25984

Summary smart Money are positioning to go long £

watch this space for alert of for this C.O.T Movement

http://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm


BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      183,119
COMMITMENTS
  25,465   54,637       51  143,533  102,195  169,049  156,883   14,070   26,236

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -853)
  -1,068    2,165      -65       61   -1,813   -1,072      287      219   -1,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     29.8      0.0     78.4     55.8     92.3     85.7      7.7     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      19       26        1       25       23       44       50
 


..........................................................................

FINANCIALS

CME 3-month Eurodollars combined open interest increased 4.6 percent in November. Commercial participants, who accounted for 48.9 percent of open interest, held net long positions; their long exposure was increased by 6.1 percent and their short exposure was increased by 2.8 percent. Non-commercial participants, who accounted for 44.0 percent of open interest, held net short positions. Their long exposure was increased by 2.3 percent and their short exposure was increased by 3.9 percent. Non-reportable participants, who accounted for 7.1 percent of total open interest, held net short positions; their long exposure was increased by 9.1 percent and their short exposure was increased by 21.5 percent.
CME Euro-FX combined open interest increased 18.0 percent in November. Commercial participants, who accounted for 48.5 percent of open interest, held net long positions; their long exposure was increased by 19.4 percent and their short exposure was increased by 8.4 percent. Non-commercial participants, who accounted for 35.5 percent of open interest, held net short positions. Their long exposure was increased by 28.3 percent and their short exposure was increased by 32.6 percent. Non-reportable participants, who accounted for 15.9 percent of total open interest, held net short positions; their long exposure was decreased by 4.6 percent and their short exposure was increased by 3.4 percent.
CBOT 10-year Treasury Notes combined open interest increased 1.5 percent in November. Commercial participants, who accounted for 62.4 percent of open interest, held net short positions; their long exposure was decreased by 1.3 percent and their short exposure was increased by 10.5 percent. Non-commercial participants, who accounted for 20.1 percent of open interest, held net long positions. Their long exposure was increased by 10.3 percent and their short exposure was decreased by 12.6 percent. Non-reportable participants, who accounted for 17.4 percent of total open interest, held net short positions; their long exposure was increased by 2.4 percent and their short exposure was decreased by 8.2 percent.
CME S&P 500 combined open interest fell 1.9 percent in November. Commercial participants, who accounted for 67.6 percent of open interest, held net short positions; their long exposure was increased by 0.9 percent and their short exposure was increased by 6.8 percent. Non-commercial participants, who accounted for 13.3 percent of open interest, held net long positions. Their long exposure was decreased by 22.8 percent and their short exposure was decreased by 14.2 percent. Non-reportable participants, who accounted for 19.1 percent of total open interest,held net long positions; their long exposure was increased by 8.3 percent and their short exposure was decreased by 19.8 percent.

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