SPX COT data (aggregated) - interesting dynamics at tops c.f 2007 and 2014.
Currently all are net zero positions. Meaning there is no single strong trading group bias. Look closely at Oct2007 (top) dynamics and net position swings.
Open interest comparison - lately nil growth in open interest pending confirmation of direction.
Peak market cap was 18Mar20114 at $426Bn reflecting high index value and larger open positions. Cycles are quarterly triple witching expiries (profit taking and rebalancing). Hence the importance of EOM/EOQ on triple witching.
SPX COT data (aggregated) - interesting dynamics at tops c.f...
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Last
7,749.0 |
Change
27.400(0.35%) |
Mkt cap ! n/a | |||
| Open | High | Low |
| 7,721.6 | 7,768.5 | 7,721.6 |
| XJO (ASX) Chart |