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Commitments of Traders COT Long & Short

COT REPORTS

The Commodity Futures Trading Commission (Commission or CFTC) publishes the Commitments of Traders ( COT ) reports to help the public understand market dynamics. Specifically, the COT reports provide a breakdown of each Tuesday’s open interest for futures and options on futures markets in which 20 or more traders hold positions equal to or above the reporting levels established by the CFTC.

The COT reports are based on position data supplied by reporting firms (FCMs, clearing members, foreign brokers and exchanges). While the position data is supplied by reporting firms, the actual trader category or classification is based on the predominant business purpose self-reported by traders on the CFTC Form 401 and is subject to review by CFTC staff for reasonableness.2 CFTC staff does not know specific reasons for traders’ positions and hence this information does not factor in determining trader classifications. In practice this means, for example, that the position data for a trader classified in the “producer/merchant/processor/user” category for a particular commodity will include all of its positions in that commodity, regardless of whether the position is for hedging or speculation. Note that traders are able to report business purpose by commodity and, therefore, can have different classifications in the COT reports for different commodities . For one of the reports, Traders in Financial Futures , traders are classified in the same category for all commodities .

Due to legal restraints (CEA Section 8 data and confidential business practices), the CFTC does not publish information on how individual traders are classified in the COT reports.

Generally, the data in the COT reports is from Tuesday and released Friday. The CFTC receives the data from the reporting firms on Wednesday morning and then corrects and verifies the data for release by Friday afternoon.
Futures Position
Large Long (large participants in a long position)
Large Short (large participants short position)
Comm Long (Commercial members long position)
Comm Short (Commercial members long position)
Other Long (Other "small" position participants in the long)
Other Short (Other "small" position participants in the long)COT reports can be found on the website of the Commodity Futures Trading Commission. The most relevant reports can be found in the section “Current Legacy Reports”.

В отчете COT участники рынка сгруппированы по объему, которым они оперируют на рынке:

Futures Position
Large Long (крупные участники позиции в длинную)
Large Short (крупные участники позиция в короткую)
Comm Long (Коммерческие участники позиции в длинную)
Comm Short (Коммерческие участники позиции в длинную)
Other Long (Другие «мелкие» участники позиции в длинную)
Other Short (Другие «мелкие» участники позиции в длинную)
COT-отчёты можно найти на сайте Комиссии по торговле товарными фьючерсами. Наиболее релевантные отчеты можно найти в разделе “Current Legacy Reports”.
Breadth IndicatorscftcOscillators

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