commitment of traders report

[pumpkinhead]

Quote from newbunch:

Position limits are found at: http://www.cftc.gov/opa/backgrounder/opaspeclmts.htm#speclmts

Reporting levels are at: http://www.cftc.gov/dea/dearlevel2.htm

The S&P has a reporting level of 1,000 contracts. Those are full contracts, so it's 5,000 S&P e-minis (ES).

Says 20,000 on this link http://www.cftc.gov/opa/backgrounder/opaspeclmts.htm#speclmts

I'm assuming that is 20,000 overnight positions. So if somebody is holding 20K contracts of the emini S&P500 overnight then it is reported.

One link says 20K, then next link says 1K, the next link says 600. Not sure what the correct amount is. They just can't make it easy for us to figure out.

 

[late apex]

For those in a position to bump up against those limits, it's easy.

Speculative position limits:

S&P 500 ... 20,000 contracts
E-mini S&P 500 ... 100,000
OR any equivalent combination of the two, e.g., 10,000 full + 50,000 E-mini

Reporting levels:

S&P 500 ... 1,000
E-mini S&P 500 ... 5,000
OR any equivalent combination of the two, e.g., 200 full + 4,000 E-mini

600 is a 10-year-old reporting level, disregard it.