| Date | Commercials | Large Speculators | Small Traders | Open Interest | Net Commercial | COT Index | |||
|---|---|---|---|---|---|---|---|---|---|
| Long | Short | Long | Short | Long | Short | ||||
| 10/15/1996 |
993,280
(+4,545)
|
647,985
(+10,715)
|
118,615
(-29,720)
|
211,840
(+7,880)
|
427,840
(+26,375)
|
679,910
(-17,395)
|
1,617,580
(+1,200, +0.08%)
|
+345,295 (-6,170, -1.8%) | 99.31% |
| 10/08/1996 |
988,735
(+8,420)
|
637,270
(-9,295)
|
148,335
(-11,890)
|
203,960
(+2,560)
|
401,465
(+9,980)
|
697,305
(+13,245)
|
1,602,050
(+6,510, +0.42%)
|
+351,465 (+17,715, +5.3%) | 100.0% |
| 10/01/1996 |
980,315
(+29,410)
|
646,565
(-11,585)
|
160,225
(-38,640)
|
201,400
(+3,145)
|
391,485
(+14,910)
|
684,060
(+14,120)
|
1,586,045
(+5,680, +0.37%)
|
+333,750 (+40,995, +14.0%) | 100.0% |
| 09/24/1996 |
950,905
(+93,975)
|
658,150
(+39,305)
|
198,865
(-31,400)
|
198,255
(+26,805)
|
376,575
(-615)
|
669,940
(-4,150)
|
1,586,005
(+61,960, +4.23%)
|
+292,755 (+54,670, +23.0%) | 100.0% |
| 09/17/1996 |
856,930
(+80,310)
|
618,845
(-17,010)
|
230,265
(-20,310)
|
171,450
(+59,785)
|
377,190
(-5,470)
|
674,090
(+11,755)
|
1,515,725
(+54,530, +3.87%)
|
+238,085 (+97,320, +69.1%) | 95.31% |
| 09/10/1996 |
776,620
(+31,890)
|
635,855
(+3,170)
|
250,575
(-10,450)
|
111,665
(+9,890)
|
382,660
(-13,015)
|
662,335
(-4,635)
|
1,452,740
(+8,425, +0.6%)
|
+140,765 (+28,720, +25.6%) | 83.48% |
| 09/03/1996 |
744,730
(-14,425)
|
632,685
(-24,850)
|
261,025
(+2,725)
|
101,775
(+3,735)
|
395,675
(-18,010)
|
666,970
(-8,595)
|
1,442,910
(-29,710, -2.08%)
|
+112,045 (+10,425, +10.3%) | 79.99% |
| 08/27/1996 |
759,155
(-40,735)
|
657,535
(+9,420)
|
258,300
(+25,975)
|
98,040
(-11,645)
|
413,685
(+890)
|
675,565
(-11,645)
|
1,479,470
(-13,870, -0.96%)
|
+101,620 (-50,155, -33.0%) | 78.73% |
| 08/20/1996 |
799,890
(-17,405)
|
648,115
(+11,010)
|
232,325
(+1,220)
|
109,685
(-15,840)
|
412,795
(+19,110)
|
687,210
(+7,755)
|
1,516,020
(+2,925, +0.2%)
|
+151,775 (-28,415, -15.8%) | 84.82% |
| 08/13/1996 |
817,295
(+10,580)
|
637,105
(+22,445)
|
231,105
(+17,825)
|
125,525
(-4,950)
|
393,685
(-17,060)
|
679,455
(-6,150)
|
1,515,100
(+11,345, +0.79%)
|
+180,190 (-11,865, -6.2%) | 88.27% |
| 08/06/1996 |
806,715
(-11,970)
|
614,660
(-28,955)
|
213,280
(-7,085)
|
130,475
(+1,930)
|
410,745
(+6,640)
|
685,605
(+14,610)
|
1,491,190
(-12,415, -0.86%)
|
+192,055 (+16,985, +9.7%) | 89.72% |
| 07/30/1996 |
818,685
(+28,940)
|
643,615
(-74,000)
|
220,365
(-40,270)
|
128,545
(+50,710)
|
404,105
(+10,925)
|
670,995
(+22,885)
|
1,496,085
(-405, -0.03%)
|
+175,070 (+102,940, +142.7%) | 87.65% |
| 07/23/1996 |
789,745
(+117,805)
|
717,615
(-23,600)
|
260,635
(-72,230)
|
77,835
(+14,020)
|
393,180
(-72,495)
|
648,110
(-17,340)
|
1,504,185
(-26,920, -1.83%)
|
+72,130 (+141,405, +204.1%) | 75.14% |
| 07/16/1996 |
671,940
(+12,450)
|
741,215
(+770)
|
332,865
(-1,385)
|
63,815
(+22,610)
|
465,675
(-2,405)
|
665,450
(-14,720)
|
1,545,065
(+8,660, +0.59%)
|
-69,275 (+11,680, +14.4%) | 57.96% |
| 07/09/1996 |
659,490
(-17,995)
|
740,445
(-12,105)
|
334,250
(+8,750)
|
41,205
(+6,720)
|
468,080
(+9,890)
|
680,170
(+6,030)
|
1,528,075
(+645, +0.04%)
|
-80,955 (-5,890, -7.8%) | 56.54% |
| 07/02/1996 |
677,485
(-101,485)
|
752,550
(-79,480)
|
325,500
(+36,030)
|
34,485
(-2,565)
|
458,190
(-48,270)
|
674,140
(-31,680)
|
1,527,675
(-113,725, -7.22%)
|
-75,065 (-22,005, -41.5%) | 57.25% |
| 06/25/1996 |
778,970
(-91,230)
|
832,030
(-46,990)
|
289,470
(-16,410)
|
37,050
(-18,780)
|
506,460
(+18,555)
|
705,820
(-23,315)
|
1,652,270
(-89,085, -5.35%)
|
-53,060 (-44,240, -501.6%) | 59.93% |
| 06/18/1996 |
870,200
(-47,490)
|
879,020
(-44,745)
|
305,880
(-9,165)
|
55,830
(+3,730)
|
487,905
(-13,960)
|
729,135
(-29,600)
|
1,749,550
(-70,615, -4.07%)
|
-8,820 (-2,745, -45.2%) | 65.3% |
| 06/11/1996 |
917,690
(+5,545)
|
923,765
(-34,925)
|
315,045
(-9,155)
|
52,100
(+7,995)
|
501,865
(-26,740)
|
758,735
(-3,420)
|
1,821,105
(-30,350, -1.72%)
|
-6,075 (+40,470, +86.9%) | 65.64% |
| 06/04/1996 |
912,145
(-2,555)
|
958,690
(-123,070)
|
324,200
(-81,945)
|
44,105
(-28,530)
|
528,605
(-77,795)
|
762,155
(-10,695)
|
1,854,335
(-162,295, -8.42%)
|
-46,545 (+120,515, +72.1%) | 60.72% |
| 05/28/1996 |
914,700
(-16,335)
|
1,081,760
(-73,060)
|
406,145
(-21,490)
|
72,635
(+8,720)
|
606,400
(-27,950)
|
772,850
(-1,435)
|
2,011,420
(-65,775, -3.3%)
|
-167,060 (+56,725, +25.3%) | 46.07% |
| 05/21/1996 |
931,035
(+16,905)
|
1,154,820
(+24,875)
|
427,635
(-4,970)
|
63,915
(+2,635)
|
634,350
(+22,650)
|
774,285
(+7,075)
|
2,097,615
(+34,585, +1.77%)
|
-223,785 (-7,970, -3.7%) | 39.18% |
| 05/14/1996 |
914,130
(-18,765)
|
1,129,945
(+49,085)
|
432,605
(+47,665)
|
61,280
(+9,850)
|
611,700
(+43,390)
|
767,210
(+13,355)
|
2,044,325
(+72,290, +3.83%)
|
-215,815 (-67,850, -45.9%) | 40.15% |
| 05/07/1996 |
932,895
(+31,650)
|
1,080,860
(-3,805)
|
384,940
(+2,885)
|
51,430
(+1,085)
|
568,310
(-63,260)
|
753,855
(-26,005)
|
1,981,970
(-28,725, -1.5%)
|
-147,965 (+35,455, +19.3%) | 48.39% |
| 04/30/1996 |
901,245
(-355)
|
1,084,665
(-87,775)
|
382,055
(-53,645)
|
50,345
(+5,875)
|
631,570
(-85,960)
|
779,860
(-58,060)
|
2,011,355
(-139,960, -6.81%)
|
-183,420 (+87,420, +32.3%) | 44.08% |
| 04/23/1996 |
901,600
(-107,115)
|
1,172,440
(-68,210)
|
435,700
(-10,605)
|
44,470
(-4,465)
|
717,530
(-20,095)
|
837,920
(-65,140)
|
2,155,760
(-137,815, -6.29%)
|
-270,840 (-38,905, -16.8%) | 33.46% |
| 04/16/1996 |
1,008,715
(-1,515)
|
1,240,650
(-51,350)
|
446,305
(-59,635)
|
48,935
(-4,430)
|
737,625
(-9,375)
|
903,060
(-14,745)
|
2,329,930
(-70,525, -3.12%)
|
-231,935 (+49,835, +17.7%) | 38.19% |
| 04/09/1996 |
1,010,230
(-5,705)
|
1,292,000
(-760)
|
505,940
(-10,540)
|
53,365
(+730)
|
747,000
(+37,920)
|
917,805
(+21,705)
|
2,381,585
(+21,675, +0.97%)
|
-281,770 (-4,945, -1.8%) | 32.13% |
| 04/02/1996 |
1,015,935
(-8,545)
|
1,292,760
(-13,525)
|
516,480
(+13,070)
|
52,635
(+11,885)
|
709,080
(+12,155)
|
896,100
(+18,320)
|
2,336,360
(+16,680, +0.75%)
|
-276,825 (+4,980, +1.8%) | 32.73% |
| 03/26/1996 |
1,024,480
(+2,995)
|
1,306,285
(+8,205)
|
503,410
(+32,325)
|
40,750
(+15,390)
|
696,925
(-24,035)
|
877,780
(-12,310)
|
2,325,015
(+11,285, +0.51%)
|
-281,805 (-5,210, -1.9%) | 32.13% |
| 03/19/1996 |
1,021,485
(-9,470)
|
1,298,080
(-64,170)
|
471,085
(-15,610)
|
25,360
(-14,545)
|
720,960
(-28,290)
|
890,090
(+25,345)
|
2,314,215
(-53,370, -2.35%)
|
-276,595 (+54,700, +16.5%) | 32.76% |
| 03/12/1996 |
1,030,955
(+6,425)
|
1,362,250
(-29,630)
|
486,695
(-1,440)
|
39,905
(+7,765)
|
749,250
(-23,085)
|
864,745
(+3,765)
|
2,361,710
(-18,100, -0.79%)
|
-331,295 (+36,055, +9.8%) | 26.11% |
| 03/05/1996 |
1,024,530
(+3,010)
|
1,391,880
(-70,935)
|
488,135
(-88,050)
|
32,140
(+4,255)
|
772,335
(-73,000)
|
860,980
(-91,360)
|
2,371,785
(-158,040, -6.47%)
|
-367,350 (+73,945, +16.8%) | 21.73% |
| 02/27/1996 |
1,021,520
(-76,535)
|
1,462,815
(-39,145)
|
576,185
(+26,755)
|
27,885
(+3,615)
|
845,335
(+25,245)
|
952,340
(+10,995)
|
2,559,845
(-24,535, -0.99%)
|
-441,295 (-37,390, -9.3%) | 12.75% |
| 02/20/1996 |
1,098,055
(+2,200)
|
1,501,960
(+43,690)
|
549,430
(-3,100)
|
24,270
(-13,690)
|
820,090
(+38,630)
|
941,345
(+7,730)
|
2,594,610
(+37,730, +1.55%)
|
-403,905 (-41,490, -11.4%) | 17.29% |
| 02/13/1996 |
1,095,855
(+12,695)
|
1,458,270
(+49,350)
|
552,530
(+45,230)
|
37,960
(+7,545)
|
781,460
(+16,965)
|
933,615
(+17,995)
|
2,561,860
(+74,890, +3.18%)
|
-362,415 (-36,655, -11.3%) | 22.33% |
| 02/06/1996 |
1,083,160
(+37,450)
|
1,408,920
(+5,960)
|
507,300
(-19,155)
|
30,415
(-4,190)
|
764,495
(-335)
|
915,620
(+16,190)
|
2,478,860
(+17,960, +0.77%)
|
-325,760 (+31,490, +8.8%) | 26.79% |
| 01/30/1996 |
1,045,710
(-28,765)
|
1,402,960
(+64,595)
|
526,455
(+46,020)
|
34,605
(-21,035)
|
764,830
(+20,010)
|
899,430
(-6,295)
|
2,466,375
(+37,265, +1.62%)
|
-357,250 (-93,360, -35.4%) | 22.96% |
| 01/23/1996 |
1,074,475
(+10,905)
|
1,338,365
(-25,910)
|
480,435
(-53,230)
|
55,640
(-19,435)
|
744,820
(-8,740)
|
905,725
(-5,720)
|
2,446,710
(-51,065, -2.17%)
|
-263,890 (+36,815, +12.2%) | 34.31% |
| 01/16/1996 |
1,063,570
(+8,775)
|
1,364,275
(-135,025)
|
533,665
(-76,400)
|
75,075
(+25,475)
|
753,560
(-8,700)
|
911,445
(+33,225)
|
2,488,725
(-76,325, -3.14%)
|
-300,705 (+143,800, +32.4%) | 29.83% |
| 01/09/1996 |
1,054,795
(+39,440)
|
1,499,300
(-62,230)
|
610,065
(-65,745)
|
49,600
(+14,085)
|
762,260
(+10,900)
|
878,220
(+32,740)
|
2,549,735
(-15,405, -0.63%)
|
-444,505 (+101,670, +18.6%) | 12.36% |
| 01/02/1996 |
1,015,355
(-5,275)
|
1,561,530
(+38,745)
|
675,810
(+11,710)
|
35,515
(+75)
|
751,360
(+35,390)
|
845,480
(+3,005)
|
2,564,535
(+41,825, +1.74%)
|
-546,175 (-44,020, -8.8%) | 0.0% |
| 12/26/1995 |
1,020,630
(+22,220)
|
1,522,785
(+28,660)
|
664,100
(+24,750)
|
35,440
(-9,115)
|
715,970
(+6,095)
|
842,475
(+33,520)
|
2,487,960
(+53,065, +2.26%)
|
-502,155 (-6,440, -1.3%) | 5.28% |
| 12/19/1995 |
998,410
(-7,310)
|
1,494,125
(+8,550)
|
639,350
(+9,470)
|
44,555
(+7,805)
|
709,875
(+7,045)
|
808,955
(-7,150)
|
2,432,300
(+9,205, +0.39%)
|
-495,715 (-15,860, -3.3%) | 6.07% |
| 12/12/1995 |
1,005,720
(-28,075)
|
1,485,575
(+34,755)
|
629,880
(+73,780)
|
36,750
(+3,750)
|
702,830
(-16,590)
|
816,105
(-9,390)
|
2,434,025
(+29,115, +1.26%)
|
-479,855 (-62,830, -15.1%) | 8.0% |
| 12/05/1995 |
1,033,795
(-82,255)
|
1,450,820
(-4,840)
|
556,100
(+38,360)
|
33,000
(+4,220)
|
719,420
(+35,155)
|
825,495
(-8,120)
|
2,401,080
(-8,740, -0.38%)
|
-417,025 (-77,415, -22.8%) | 15.64% |
| 11/28/1995 |
1,116,050
(+18,445)
|
1,455,660
(+22,500)
|
517,740
(+25,395)
|
28,780
(+3,440)
|
684,265
(-56,830)
|
833,615
(-38,930)
|
2,412,840
(-12,990, -0.56%)
|
-339,610 (-4,055, -1.2%) | 25.05% |
| 11/21/1995 |
1,097,605
(-22,695)
|
1,433,160
(+2,485)
|
492,345
(-22,715)
|
25,340
(-15,870)
|
741,095
(+17,380)
|
872,545
(-14,645)
|
2,417,790
(-28,030, -1.19%)
|
-335,555 (-25,180, -8.1%) | 25.54% |
| 11/14/1995 |
1,120,300
(+90,000)
|
1,430,675
(-48,020)
|
515,060
(-83,320)
|
41,210
(-22,275)
|
723,715
(-45,280)
|
887,190
(+31,695)
|
2,464,805
(-38,600, -1.61%)
|
-310,375 (+138,020, +30.8%) | 28.61% |
| 11/07/1995 |
1,030,300
(+44,255)
|
1,478,695
(+18,130)
|
598,380
(-13,025)
|
63,485
(+6,665)
|
768,995
(+3,165)
|
855,495
(+9,600)
|
2,477,975
(+34,395, +1.46%)
|
-448,395 (+26,125, +5.5%) | 11.74% |