|
PureBytes Links
Trading Reference Links
|
ONe other thing. It appears that the US banks have been totally wrong if you
look at their futures positions alone. They were massively long through the
entire fall in the market and got very short and stayed short through this
rally. Now they are long again. This could be one of the best contra
indicators to come along in a while. Just another thought. Ira.
Ronald McEwan wrote:
> Here are two graphs of US and Non US Bank participation in the SnP
> Futures Markets. I am not completely sure why the Non US Banks would be
> net short the SnP. Is it hedging or do the Non US Banks have a more bleak
> outlook for the US markets ?.
> ------------------------ Yahoo! Groups Sponsor ---------------------~-->
To unsubscribe from this group, send an email to:
realtraders-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|