Despite the big reductions in net commercial short positions, the ongoing manipulation in silver (and gold), based upon a freakish short concentration, is still evident. If anything, the short concentration has grown more extreme. In COMEX gold futures, the four largest shorts hold more than 98% of the entire commercial net short position. In other words, without the 4 large shorts, there would be little or no commercial short position in gold futures at all. Bank Participation Report data show that three or less U.S. banks are the big shorts, while foreign banks are net long. (after http://investmentrarities.com/)