| Date | Commercials | Large Speculators | Small Traders | Open Interest | Net Commercial | COT Index | |||
|---|---|---|---|---|---|---|---|---|---|
| Long | Short | Long | Short | Long | Short | ||||
| 09/30/1997 |
768,590
(+82,350)
|
753,255
(+35,515)
|
270,425
(-1,840)
|
117,845
(+35,635)
|
528,015
(+7,995)
|
695,930
(+17,355)
|
1,645,395
(+88,505, +5.99%)
|
+15,335 (+46,835, +148.7%) | 57.52% |
| 09/23/1997 |
686,240
(+56,540)
|
717,740
(+6,335)
|
272,265
(-13,805)
|
82,210
(+18,980)
|
520,020
(-6,100)
|
678,575
(+11,320)
|
1,554,590
(+36,635, +2.54%)
|
-31,500 (+50,205, +61.4%) | 52.72% |
| 09/16/1997 |
629,700
(+15,515)
|
711,405
(+6,275)
|
286,070
(-1,785)
|
63,230
(+7,920)
|
526,120
(+18,820)
|
667,255
(+18,355)
|
1,518,470
(+32,550, +2.31%)
|
-81,705 (+9,240, +10.2%) | 47.58% |
| 09/09/1997 |
614,185
(+19,245)
|
705,130
(-11,315)
|
287,855
(-23,115)
|
55,310
(-6,030)
|
507,300
(-20,285)
|
648,900
(-6,810)
|
1,494,500
(-24,155, -1.69%)
|
-90,945 (+30,560, +25.2%) | 46.63% |
| 09/02/1997 |
594,940
(-12,110)
|
716,445
(+5,455)
|
310,970
(+10,385)
|
61,340
(-4,955)
|
527,585
(-11,540)
|
655,710
(-13,765)
|
1,513,870
(-13,265, -0.92%)
|
-121,505 (-17,565, -16.9%) | 43.5% |
| 08/26/1997 |
607,050
(+7,995)
|
710,990
(+75,470)
|
300,585
(+66,455)
|
66,295
(-2,690)
|
539,125
(+41,790)
|
669,475
(+43,460)
|
1,518,475
(+116,240, +8.74%)
|
-103,940 (-67,475, -185.0%) | 45.3% |
| 08/19/1997 |
599,055
(+2,415)
|
635,520
(+65,060)
|
234,130
(+15,775)
|
68,985
(-8,090)
|
497,335
(+52,985)
|
626,015
(+14,205)
|
1,396,690
(+71,175, +5.65%)
|
-36,465 (-62,645, -239.3%) | 52.21% |
| 08/12/1997 |
596,640
(-27,140)
|
570,460
(-18,065)
|
218,355
(+11,965)
|
77,075
(-3,000)
|
444,350
(-615)
|
611,810
(+5,275)
|
1,323,905
(-15,790, -1.24%)
|
+26,180 (-9,075, -25.7%) | 58.63% |
| 08/05/1997 |
623,780
(-43,780)
|
588,525
(+94,495)
|
206,390
(+58,575)
|
80,075
(-72,583)
|
444,965
(+32,220)
|
606,535
(+25,103)
|
1,344,075
(+47,015, +3.83%)
|
+35,255 (-138,275, -79.7%) | 59.56% |
| 07/29/1997 |
667,560
(-77,360)
|
494,030
(+18,850)
|
147,815
(+21,825)
|
152,658
(-36,282)
|
412,745
(+46,980)
|
581,432
(+8,877)
|
1,316,195
(-8,555, -0.69%)
|
+173,530 (-96,210, -35.7%) | 73.72% |
| 07/22/1997 |
744,920
(+32,095)
|
475,180
(+12,835)
|
125,990
(-2,940)
|
188,940
(-11,240)
|
365,765
(-28,195)
|
572,555
(-635)
|
1,331,835
(+960, +0.08%)
|
+269,740 (+19,260, +7.7%) | 83.58% |
| 07/15/1997 |
712,825
(-62,860)
|
462,345
(+79,360)
|
128,930
(-15,485)
|
200,180
(-138,045)
|
393,960
(+14,740)
|
573,190
(-4,920)
|
1,324,930
(-63,605, -4.9%)
|
+250,480 (-142,220, -36.2%) | 81.61% |
| 07/08/1997 |
775,685
(+19,165)
|
382,985
(+9,880)
|
144,415
(+6,485)
|
338,225
(+34,070)
|
379,220
(+10,785)
|
578,110
(-7,515)
|
1,380,335
(+36,435, +2.89%)
|
+392,700 (+9,285, +2.4%) | 96.18% |
| 07/01/1997 |
756,520
(-8,150)
|
373,105
(-43,420)
|
137,930
(+12,040)
|
304,155
(+42,930)
|
368,435
(-28,705)
|
585,625
(-24,325)
|
1,337,470
(-24,815, -1.93%)
|
+383,415 (+35,270, +10.1%) | 95.22% |
| 06/24/1997 |
764,670
(+54,665)
|
416,525
(-34,865)
|
125,890
(-43,996)
|
261,225
(+29,565)
|
397,140
(-23,884)
|
609,950
(-7,915)
|
1,362,525
(-13,215, -1.02%)
|
+348,145 (+89,530, +34.6%) | 91.61% |
| 06/17/1997 |
710,005
(-9,055)
|
451,390
(-5,695)
|
169,886
(-10,969)
|
231,660
(+6,570)
|
421,024
(+18,629)
|
617,865
(-2,270)
|
1,363,330
(-1,395, -0.11%)
|
+258,615 (-3,360, -1.3%) | 82.44% |
| 06/10/1997 |
719,060
(-39,655)
|
457,085
(-19,130)
|
180,855
(-3,855)
|
225,090
(-860)
|
402,395
(+23,485)
|
620,135
(-35)
|
1,369,830
(-20,025, -1.51%)
|
+261,975 (-20,525, -7.3%) | 82.78% |
| 06/03/1997 |
758,715
(-37,775)
|
476,215
(+5,785)
|
184,710
(+1,220)
|
225,950
(-9,695)
|
378,910
(+1,165)
|
620,170
(-31,480)
|
1,381,475
(-35,390, -2.61%)
|
+282,500 (-43,560, -13.4%) | 84.89% |
| 05/27/1997 |
796,490
(+2,500)
|
470,430
(-48,060)
|
183,490
(-10,340)
|
235,645
(+40,495)
|
377,745
(-12,755)
|
651,650
(-13,030)
|
1,423,425
(-20,595, -1.49%)
|
+326,060 (+50,560, +18.4%) | 89.35% |
| 05/20/1997 |
793,990
(-14,170)
|
518,490
(-2,745)
|
193,830
(+14,635)
|
195,150
(+29,065)
|
390,500
(+4,280)
|
664,680
(-21,575)
|
1,434,670
(+4,745, +0.35%)
|
+275,500 (-11,425, -4.0%) | 84.17% |
| 05/13/1997 |
808,160
(-17,405)
|
521,235
(-58,725)
|
179,195
(-44,185)
|
166,085
(+17,990)
|
386,220
(-7,035)
|
686,255
(-27,890)
|
1,436,055
(-68,625, -4.76%)
|
+286,925 (+41,320, +16.8%) | 85.34% |
| 05/06/1997 |
825,565
(-21,770)
|
579,960
(-58,495)
|
223,380
(-25,415)
|
148,095
(+8,900)
|
393,255
(-33,040)
|
714,145
(-30,630)
|
1,493,145
(-80,225, -5.27%)
|
+245,605 (+36,725, +17.6%) | 81.11% |
| 04/29/1997 |
847,335
(+8,535)
|
638,455
(-101,825)
|
248,795
(-51,820)
|
139,195
(+19,900)
|
426,295
(-46,830)
|
744,775
(-8,190)
|
1,587,855
(-90,115, -5.59%)
|
+208,880 (+110,360, +112.0%) | 77.35% |
| 04/22/1997 |
838,800
(-70,835)
|
740,280
(-44,005)
|
300,615
(+1,780)
|
119,295
(-30,220)
|
473,125
(-20,915)
|
752,965
(-15,745)
|
1,680,995
(-89,970, -5.28%)
|
+98,520 (-26,830, -21.4%) | 66.04% |
| 04/15/1997 |
909,635
(-2,810)
|
784,285
(-40,105)
|
298,835
(-20,535)
|
149,515
(-1,275)
|
494,040
(-9,550)
|
768,710
(+8,485)
|
1,788,265
(-32,895, -1.9%)
|
+125,350 (+37,295, +42.4%) | 68.79% |
| 04/08/1997 |
912,445
(+20,875)
|
824,390
(-54,360)
|
319,370
(-70,115)
|
150,790
(-4,475)
|
503,590
(-18,835)
|
760,225
(-9,240)
|
1,839,185
(-68,075, -3.77%)
|
+88,055 (+75,235, +586.9%) | 64.97% |
| 04/01/1997 |
891,570
(+37,495)
|
878,750
(+31,190)
|
389,485
(+11,510)
|
155,265
(+8,580)
|
522,425
(+3,795)
|
769,465
(+13,030)
|
1,909,960
(+52,800, +3.02%)
|
+12,820 (+6,305, +96.8%) | 57.26% |
| 03/25/1997 |
854,075
(-16,315)
|
847,560
(-40,150)
|
377,975
(-12,580)
|
146,685
(-315)
|
518,630
(+8,270)
|
756,435
(+19,840)
|
1,870,015
(-20,625, -1.16%)
|
+6,515 (+23,835, +137.6%) | 56.62% |
| 03/18/1997 |
870,390
(-9,215)
|
887,710
(-42,055)
|
390,555
(-20,360)
|
147,000
(-1,455)
|
510,360
(-34,125)
|
736,595
(-20,190)
|
1,881,680
(-63,700, -3.47%)
|
-17,320 (+32,840, +65.5%) | 54.17% |
| 03/11/1997 |
879,605
(+8,600)
|
929,765
(-22,795)
|
410,915
(-3,720)
|
148,455
(+37,855)
|
544,485
(+5,805)
|
756,785
(-4,375)
|
1,943,220
(+10,685, +0.59%)
|
-50,160 (+31,395, +38.5%) | 50.81% |
| 03/04/1997 |
871,005
(+35,530)
|
952,560
(+60,730)
|
414,635
(+49,435)
|
110,600
(-9,745)
|
538,680
(-19,675)
|
761,160
(+14,305)
|
1,945,875
(+65,290, +3.71%)
|
-81,555 (-25,200, -44.7%) | 47.59% |
| 02/25/1997 |
835,475
(-18,785)
|
891,830
(+159,510)
|
365,200
(+128,865)
|
120,345
(-79,895)
|
558,355
(+27,820)
|
746,855
(+58,285)
|
1,881,500
(+137,900, +8.51%)
|
-56,355 (-178,295, -146.2%) | 50.18% |
| 02/18/1997 |
854,260
(-36,190)
|
732,320
(+80,610)
|
236,335
(+104,920)
|
200,240
(-15,415)
|
530,535
(+32,645)
|
688,570
(+36,180)
|
1,755,575
(+101,375, +6.67%)
|
+121,940 (-116,800, -48.9%) | 68.44% |
| 02/11/1997 |
890,450
(+11,040)
|
651,710
(+28,035)
|
131,415
(-755)
|
215,655
(-255)
|
497,890
(+8,000)
|
652,390
(-9,495)
|
1,625,285
(+18,285, +1.22%)
|
+238,740 (-16,995, -6.6%) | 80.4% |
| 02/04/1997 |
879,410
(+63,745)
|
623,675
(-1,745)
|
132,170
(-7,610)
|
215,910
(+40,860)
|
489,890
(-2,620)
|
661,885
(+14,400)
|
1,606,470
(+53,515, +3.7%)
|
+255,735 (+65,490, +34.4%) | 82.14% |
| 01/28/1997 |
815,665
(-27,445)
|
625,420
(+23,270)
|
139,780
(+41,365)
|
175,050
(+500)
|
492,510
(+25,915)
|
647,485
(+16,065)
|
1,560,785
(+39,835, +2.83%)
|
+190,245 (-50,715, -21.0%) | 75.44% |
| 01/21/1997 |
843,110
(+11,305)
|
602,150
(+44,290)
|
98,415
(+19,765)
|
174,550
(-26,950)
|
466,595
(+4,715)
|
631,420
(+18,445)
|
1,526,740
(+35,785, +2.61%)
|
+240,960 (-32,985, -12.0%) | 80.63% |
| 01/14/1997 |
831,805
(-59,525)
|
557,860
(+16,540)
|
78,650
(+1,840)
|
201,500
(-78,585)
|
461,880
(+7,690)
|
612,975
(+12,050)
|
1,470,720
(-49,995, -3.52%)
|
+273,945 (-76,065, -21.7%) | 84.01% |
| 01/07/1997 |
891,330
(+2,130)
|
541,320
(+585)
|
76,810
(+9,470)
|
280,085
(+12,040)
|
454,190
(+5,850)
|
600,925
(+4,825)
|
1,534,335
(+17,450, +1.24%)
|
+350,010 (+1,545, +0.4%) | 91.8% |
| 12/31/1996 |
889,200
(+29,975)
|
540,735
(-14,280)
|
67,340
(-9,350)
|
268,045
(+2,960)
|
448,340
(-10,585)
|
596,100
(+21,360)
|
1,522,420
(+10,040, +0.72%)
|
+348,465 (+44,255, +14.5%) | 91.64% |
| 12/24/1996 |
859,225
(-29,590)
|
555,015
(+2,010)
|
76,690
(-2,715)
|
265,085
(-5,400)
|
458,925
(+2,925)
|
574,740
(-25,990)
|
1,508,440
(-29,380, -2.06%)
|
+304,210 (-31,600, -9.4%) | 87.11% |
| 12/17/1996 |
888,815
(-31,320)
|
553,005
(-1,225)
|
79,405
(+21,140)
|
270,485
(+3,845)
|
456,000
(-1,530)
|
600,730
(-14,330)
|
1,535,605
(-11,710, -0.82%)
|
+335,810 (-30,095, -8.2%) | 90.35% |
| 12/10/1996 |
920,135
(+5,915)
|
554,230
(+14,590)
|
58,265
(+5,365)
|
266,640
(-12,560)
|
457,530
(-12,240)
|
615,060
(-2,990)
|
1,553,705
(-960, -0.07%)
|
+365,905 (-8,675, -2.3%) | 93.43% |
| 12/03/1996 |
914,220
(+22,465)
|
539,640
(-56,975)
|
52,900
(-5,565)
|
279,200
(+54,465)
|
469,770
(-18,250)
|
618,050
(+1,160)
|
1,550,775
(-1,350, -0.09%)
|
+374,580 (+79,440, +26.9%) | 94.32% |
| 11/26/1996 |
891,755
(-92,380)
|
596,615
(-27,030)
|
58,465
(-9,355)
|
224,735
(-12,365)
|
488,020
(+14,175)
|
616,890
(-48,165)
|
1,543,570
(-87,560, -5.74%)
|
+295,140 (-65,350, -18.1%) | 86.18% |
| 11/19/1996 |
984,135
(-70,455)
|
623,645
(-66,255)
|
67,820
(-31,050)
|
237,100
(-42,325)
|
473,845
(-25,450)
|
665,055
(-18,375)
|
1,635,050
(-126,955, -7.68%)
|
+360,490 (-4,200, -1.2%) | 92.88% |
| 11/12/1996 |
1,054,590
(-36,485)
|
689,900
(+28,865)
|
98,870
(+12,790)
|
279,425
(+6,705)
|
499,295
(+40,120)
|
683,430
(-19,145)
|
1,760,265
(+16,425, +1.0%)
|
+364,690 (-65,350, -15.2%) | 93.31% |
| 11/05/1996 |
1,091,075
(+59,025)
|
661,035
(+5,505)
|
86,080
(-10,835)
|
272,720
(+32,560)
|
459,175
(+11,155)
|
702,575
(+21,280)
|
1,739,295
(+59,345, +3.76%)
|
+430,040 (+53,520, +14.2%) | 100.0% |
| 10/29/1996 |
1,032,050
(+20,770)
|
655,530
(+14,355)
|
96,915
(-14,185)
|
240,160
(+16,290)
|
448,020
(+19,300)
|
681,295
(-4,760)
|
1,687,625
(+25,885, +1.67%)
|
+376,520 (+6,415, +1.7%) | 100.0% |
| 10/22/1996 |
1,011,280
(+18,000)
|
641,175
(-6,810)
|
111,100
(-7,515)
|
223,870
(+12,030)
|
428,720
(+880)
|
686,055
(+6,145)
|
1,635,685
(+11,365, +0.74%)
|
+370,105 (+24,810, +7.2%) | 100.0% |