Hey Larry,

I downloaded all of the past COT data from the CFTC website and I noticed that the report that you refer to in the SMR is called the "S&P 500 STOCK INDEX - INTERNATIONAL MONETARY MARKET" pre-September 2000. Is this the same report as the "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE”? I would have to assume so, but I wanted to check with you to be sure.

Thanks

Steve

Steve,

Yes, it's the same one. You have the right futures contract.

Larry

Thanks