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RE: S & P 500 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE POSITIONS



PureBytes Links

Trading Reference Links

tsa looks very promising.  Thanks for sharing.

Rick


-----Original Message-----
From: owner-metastock@xxxxxxxxxxxxx
[mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of John Kilborne
Sent: Monday, October 15, 2001 3:21 PM
To: metastock@xxxxxxxxxxxxx
Subject: Re: S & P 500 INDEX - CHICAGO MERCANTILE EXCHANGE REPORTABLE
POSITIONS


Equis had told me about the tsagroup for this type of
thing. I went to their site and they are running a
beta test for commitment of trader stuff that works
with metastock. I think this is what you're talking
about. They are at www.tsagroup.com.

John



 --- Rick Parsons <RickParsons@xxxxxxxxxxxxxxx> wrote:
> Does anyone have or is there anyway to get the
> historical S&P 500 Commercial
> Long and Short position figures as posted at this
> website:
> http://www.cftc.gov/dea/futures/deacmesf.htm (scroll
> down a bit)
>
> I am using ESignal..is there a symbol for these?  Or
> can someone send me
> historical data which I can import?
>
> Thanks,
> Rick
>
> Sample report:
>
> Samp;P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
>           REPORTABLE POSITIONS AS OF 10/02/01
>         |
>
-------------------------------------------------------------|
> NONREPORTABLE
>       NON-COMMERCIAL      |   COMMERCIAL   |
> TOTAL     |    POSITIONS
>
--------------------------|----------------|-----------------|--------------
> --
>  LONG  |  SHORT |SPREADING| LONG  |  SHORT |  LONG
> |  SHORT |  LONG  |
> SHORT
>
----------------------------------------------------------------------------
> --
> (Samp;P 500 INDEX X $250.00)
>     OPEN INTEREST:
> 521,649
> COMMITMENTS
>  28,070   35,070    4,130  365,200  408,567  397,400
>  447,767  124,249
> 73,882
>

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