COT and ETF flows 16 August 2015

ES had a large leveraged short position at the close of business on Tuesdays when the report is compiled

es

Augmenting that with ETF flows which showed a Net + inflow between Wed-Fri

spy

Those who were heavily short from 07/09 – 07/10 closed some on the move down on Wed.

main_2013_atr

US Ten Year:

Commercial and Non-Commercial remain net long

usty

US Dollar Index:

Commercials are shorting into any rise.

usd

EURUSD – not much to note, commercial long positions year 2014/2015 avg and not in extreme territory.

eur

Other things to note from ETF.com

etf

QQQ recorded a large outflow on Thursday (during the ugly NQ drop at the close).

qqq

Edit to add Gold – commercials added short into the bounce earlier in the week:

gold

Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s