PureBytes Links
Trading Reference Links
|
Hi CMA and others who wrote
It doesn't sound logical for the large commodity funds to be included in the
commercials category. I had assumed that the funds were in Cti#3.
I got the following note back from CISCO futures who are really into this
type of data.
==============
"... March 31, 2000
Mr. Lake:
Large (and small) commodity funds normally trade though CTI 1.
The larger ones may have a membership and hence would be eligible
to trade as CTI 3. However, we have seen little evidence of this
happening. ..."
===========
This is a problem.
Floor traders aren't going to end up with a net position to hold over night.
So logically, it sounds right. (see distant month beans attachment)
But ... the net of the Cti#1 categories for the different months doesn't
match the net fund position listed in the different commodity reports that I
get nightly. Not even close most nights.
All I have to do is figure why the numbers don't match
Any suggestions would be appreciated.
Best regards
Walter
----- Original Message -----
From: "CMA" <cma6@xxxxxxxxx>
To: <metastock@xxxxxxxxxxxxxxxxxx>
Sent: Thursday, March 30, 2000 7:04 PM
Subject: Market Profile Liquidity Data Bankd
|
| Hi Walter:
| CBOT has 4 classifications of market participants:
| CT1--local floor traders
| CT2-- commercial clearing members
| CT3--members filling orders for other members and for non-clearing
| commericial traders.
| CT4--members filling orders ofr the public or for any other type of
customer.
|
| So I would say that the large commodity funds are in CT2.
| Hope this helps, CMA
|
| __________________________________________________
| Do You Yahoo!?
| Talk to your friends online with Yahoo! Messenger.
| http://im.yahoo.com
|
Attachment Converted: "f:\eudora\attach\July01Beans_S1N.gif"
|