Advanced Positioning, Flow, and Sentiment Analysis in Commodity Markets, 2nd Edition

APPENDIX 2The COT Reports

The CFTC COT report

The following information has been directly extracted from the relevant websites to ensure accuracy and completeness:

www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm.

Commitments of   Traders

The Commitments of Traders (COT) reports provide a breakdown of each Tuesday's open interest for markets in which 20 or more traders hold positions equal to or above the reporting levels established by the CFTC.

Please see the official Release Schedule for a calendar of release dates.

Reports are available in both a short and long format. The short report shows open interest separately by reportable and non-reportable positions. For reportable positions, additional data is provided for commercial and non-commercial holdings, spreading, changes from the previous report, percentages of open interest by category, and numbers of traders.

The long report, in addition to the information in the short report, groups the data by crop year, where appropriate, and shows the concentration of positions held by the largest four and eight traders.

Supplemental reports show aggregate futures and option positions of Non-commercial, Commercial, and Index Traders in 12 selected agricultural commodities

History of Disaggregated COT data – 20 October 2009

CFTC will make available more than three years of history of disaggregated data included in the weekly Commitments of Traders (COT) reports. History for the 22 commodity futures markets currently ...