black helicopter brigade


1 0
Here is a Bloomberg article about the latest market conspiracy theories:

It addresses concerns raised by certain 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 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.
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