What a squeeze!!

I am curious too what the SP , ES , ND , NQ , DJ , YM , RL , ER2 did open interest wise today

if anyone has yesterdays CME #'s
or todays CBOT #'s feel free to post them

here is what CME is is showing today for O.I. totals

SP 633,690
ES 965,472
ND 56,620
NQ 276,727
RL 31,596
(ER2) 223,883


here is what CBOT is showing yesterday for O.I. totals

DJ 33,810
YM 51,329

-I am really curious if the open interest on ES went up our down today. I am pretty sure it went down on short covering.-
 
Quote from Bitstream:

Can't say it's bullshit, haven't you got long term holdings?

80% of my longs were up and 72% of my shorts were down for the day (36 securities total). Doesn't feel indiscriminate to me.
 
Quote from karsat:

Yes today is like that indexes are moving and stocks are not....
hard to make money on these kind of days

Not when you trade futures on the indexes. Caught a $4.50 pop on ES (S&P500-emini) from 1220-1224.50

4 contracts on a 50 multiplier =$900. Not bad for three minutes work.
 
Quote from swcom:

Not when you trade futures on the indexes. Caught a $4.50 pop on ES (S&P500-emini) from 1220-1224.50

4 contracts on a 50 multiplier =$900. Not bad for three minutes work.

did u just start trading
 
Futures yes, stocks/opts no - I got so hammered early in the week that I was skittish about betting big, and had other trades on at the time.
 
Quote from SethArb:

I

here is what CME is is showing today for O.I. totals

SP 633,690
ES 965,472
ND 56,620
NQ 276,727
RL 31,596
(ER2) 223,883


here is what CBOT is showing yesterday for O.I. totals

DJ 33,810
YM 51,329

Hmm - looking at my ES open interest, it says 964,967 for both 9/28 and 9/29 - which means that today's open interest hasn't been calculated yet and they just plug into yesterday's for now it seems.

Anyone know any better?
 
Just checked the CME bulletin
http://www.cme.com/daily_bulletin/Section01_Summary_Volume_And_Open_Interest_Futures_2005187.pdf

Today's is not out yet, so there is a one day delay on the reporting of Open Interest. So we'll all know the answer to the OI question tomorrow.

And the CME OI in the bulletin sums across all contracts I think. That explains why the 965,472 in the bulletin is bigger than the 964,967 on my screen for ESZ05.

Abt 500 odd ESH06s out there held by eager beavers.
 
I believe those totals ( CME ) reflect thursday's trading

the WSJ on friday will show this plus show the net change in O.I. ... from wed

there might be some other sites on the internet that do this too

:)
 
Quote from swcom:

Not when you trade futures on the indexes. Caught a $4.50 pop on ES (S&P500-emini) from 1220-1224.50

4 contracts on a 50 multiplier =$900. Not bad for three minutes work.

I heard them talking about the trade on the floor.

Until I read this post, I thought it was legend.
 
Back
Top