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Re: Market Profile Liquidity Data Bankd



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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
|
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Attachment Converted: "f:\eudora\attach\July01Beans_S1N.gif"