Altruistica

"Altruistica": Seeking a return to full financial disclosure and regulatory oversight. A financial market analysis blog for "entertainment purposes" only by an experienced CFA seeking new hedge fund engagements for investment writing and analysis. The author has experience investing internationally, running a hedge fund, making angel investments, and helping launch five startup companies. Investors should do their own due diligence.

22 November 2006

Heavy Put Bets on Market by Professionals

Commercials net short DJIA and 10Yr Bond (+Gold & Silver) for Dec 15th Expiration

Funny how options have a way of advertising what is about to happen. Kinda like the 227,000 QQQ calls that traded at 40 in September when the q's were over a dollar lower. They made it. What's more important today is the put volume on the SPX. Volume was 24,820 at 1350, 55,166 at 1315 and a whopping 110,656 at 1300. I say watch for 1300 SPX by December 15th

DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 64,507: 18,071 13,405 867 19,487 41,448 38,425 55,721: 26,083 8,786
Old : 64,507: 18,071 13,405 867 19,487 41,448 38,425 55,721: 26,083 8,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -826: 55 1,117 76 9 -810 140 383: -966 -1,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 20.8 1.3 30.2 64.3 59.6 86.4: 40.4 13.6
Old : 100.0: 28.0 20.8 1.3 30.2 64.3 59.6 86.4: 40.4 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 24 20 8 20 15 46 41:
Old : 75: 24 20 8 20 15 46 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 45.0 28.8 64.9 17.0 45.0 28.8 64.9
Old : 17.0 45.0 28.8 64.9 17.0 45.0 28.8 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0

10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,075,711: 682,120 289,773 446,628 1,575,451 1,908,698 2,704,200 2,645,099: 371,511 430,612
Old : 3,075,711: 682,120 289,773 446,628 1,575,451 1,908,698 2,704,200 2,645,099: 371,511 430,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 42,715: -8,009 -14,628 21,847 4,954 16,894 18,792 24,113: 23,923 18,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 9.4 14.5 51.2 62.1 87.9 86.0: 12.1 14.0
Old : 100.0: 22.2 9.4 14.5 51.2 62.1 87.9 86.0: 12.1 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 77 77 85 142 149 256 274:
Old : 328: 77 77 85 142 149 256 274:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 23.1 26.7 33.8 11.9 21.0 18.6 27.5
Old : 18.1 23.1 26.7 33.8 11.9 21.0 18.6 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0

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