ES -- DX/CL -- isee -- cboe put/call -- specialist/public short ratio -- trinq -- trin -- aaii bull ratio -- abx -- cmbx -- cdx -- vxo p&f -- SPX volatility curve -- VIX:VXO skew -- commodity screen -- cot -- conference board

Monday, August 13, 2007


commercial money long the vix

i used to follow the commerical s&p contract commitment data from the board pretty closely, and i think it does have predictive value. interesting then to see this. the commercials are heavily long volatility at a time when big and small traders have rushed to short it on the presumption that things will shortly head back to normal.

confirmation of complacency seemed to come also from the new ticker sense poll.

i've kept my shorts on, for better or worse.

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