Here is a Bloomberg article about the latest market conspiracy theories:
http://quote.bloomberg.com/apps/news?pid=10000039&refer=columnist_baum&sid=ao9ZrDl_sQPs
It addresses concerns raised by certain safehaven.com contributers about the M3 money supply surge and "Chicago Merc" speculation about unusual one-month LIBOR futures volumes and spreads for August/October 2004.
I wish Ms Baum had provided some links.
I already know where to find M3 charts but am interested in finding the data for the LIBOR spreads.
There is Commitments of Traders info at http://www.cftc.gov/cftc/cftccotreports.htm but I believe this summarizes all 12 one-month LIBOR contracts in one table. What I am interested in is this information for each contract expiry month so I can see the commercial, large and small spec long and short breakdown for each month's contract.
Does anyone know how to get a hold of this info? I have tried Google but all I can see is open interest for each expiry month - not CoT-style breakdowns.
[The alleged LIBOR futures spread is long October/short August in anticipation of an interest rate collapse in September. The Bloomberg article dismisses this since interest rate futures markets are bearish in anticipation of higher rates - not lower.]
Thanks in advance for any info.
http://quote.bloomberg.com/apps/news?pid=10000039&refer=columnist_baum&sid=ao9ZrDl_sQPs
It addresses concerns raised by certain safehaven.com contributers about the M3 money supply surge and "Chicago Merc" speculation about unusual one-month LIBOR futures volumes and spreads for August/October 2004.
I wish Ms Baum had provided some links.
I already know where to find M3 charts but am interested in finding the data for the LIBOR spreads.
There is Commitments of Traders info at http://www.cftc.gov/cftc/cftccotreports.htm but I believe this summarizes all 12 one-month LIBOR contracts in one table. What I am interested in is this information for each contract expiry month so I can see the commercial, large and small spec long and short breakdown for each month's contract.
Does anyone know how to get a hold of this info? I have tried Google but all I can see is open interest for each expiry month - not CoT-style breakdowns.
[The alleged LIBOR futures spread is long October/short August in anticipation of an interest rate collapse in September. The Bloomberg article dismisses this since interest rate futures markets are bearish in anticipation of higher rates - not lower.]
Thanks in advance for any info.
