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COT
DATABASE
Commitment of Traders
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Traders
whose futures holdings exceed certain levels must report these holdings
to the CFTC (Commodity Futures Trading Commission) each day! Even
holdings that are non-reportable are summed. The CFTC publishes
this unique data in a report called Commitments of Traders Report
(COT) which categorizes the information into the following three
groups:
- COMMERCIAL
TRADERS: hedgers
such as farmers and producers involved with production of the
underlying commodity.
- NON-COMMERCIAL TRADERS: non-hedgers
such as a trading consortium with large positions.
- SMALL
TRADERS:
typically individuals with small positions.
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$99.00
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Update Service: |
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$20.00/month with a 3 month minimum.
SAVE! Sign up for 1 year of updates for only $18.00/month.
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The COT
Database includes:
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- Historical
COT Data for 50 Commodities up to the most recent
released report
- DataMaker
Software Package and Software Manual. Two Downloaders included (Internet & BBS) if Update Service is ordered.
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Our
historical database of COT Reports covers 50 popular commodities
most of which begin January, 1983. The data is end of month until 1/15/86,
then it becomes mid-month and end of month until 1991, then it becomes
weekly. We extracted the 1986 to 1991 mid-month values from CFTC
mag tapes and we are the only company offering this data. Since 1991,
the CFTC has compiled the data weekly (as per market close on Tuesday)
and releases TWO weekly reports on alternating Fridays.
Our
DataMaker software can interpolate the monthly, semi-monthly and
the weekly values into daily values and combine it with your or
our price data.
Although
COT is still only weekly data, its quality more than makes up for
its quantity - it is the sole source of the actual holding of these
three key groups! You have inside information on the trading activities
of the "savvy Commercials", the "too shrewd Non-Commercials"
and the "unsuspecting Small Traders". The commercials
have an uncanny knack of being right in many markets. Now, you can
monitor their positions and turning points! Our database also includes
the amazing COT Index (featured in "Stocks and Commodities"
5/90, "Baron's" 2/94, and "Futures" 3/94) which
is an outstanding confirming indicator. What makes this data most
valuable is that it is independent of Price/Vol/O.I.
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| Commodities
Included: |
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British
Pound
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Canadian
Dollar
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Feeder
Cattle
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Live
Cattle
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Cocoa
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Coffee
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Milk III
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Copper
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Corn
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Cotton
No. 2
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Crude
Oil
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Euro Currency
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Eurodollars
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Fed Funds
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Gold
(Commex)
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Heating
Oil #2
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Live
Hogs
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Japanese
Yen
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Random
Lumber
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S&P500, Mini
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Oats
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Orange
Juice
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Paladium
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Platinum
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Lean
Hogs
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S&P
500
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Silver(Commex)
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Soybeans
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Soybean
Meal
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Soybean
Oil
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Sugar
#11
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Swiss
Franc
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2 Yr. Notes
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T-Bonds
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10
Yr. Notes
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5
Yr. Notes
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Unleaded
Gas
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Wheat,
Chic.
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Wheat,
K.C.
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Wheat,
Minn.
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S&P
400, Mini
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Nikkei
Index
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Dollar
Index
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Russell
2000
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Natural
Gas
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Mexican
Peso
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Australian
Dollar
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NASDAQ
, Mini
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VIX
Index
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Dow Jones
Index
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Note:
Most Commodities Start Jan. 1983
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| Fields
Supplied: |
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COT
Index, Commercials
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Non
Commercial Longs
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No.
Com. Shrt Traders
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COT
Index, Non Commercials
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Non
Commercial Shorts
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No.
Non Com. Long Trdrs
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COT
Index, Small Traders
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Small
Traders Longs
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No.
Non Com. Shrt Trdrs
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Total
Open Interest
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Small
Traders Shorts
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Commercial
Net Position
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Commercial
Longs
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No.
of Spreads
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Non
Com. Net Position
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Commercial
Shorts
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No.
Com. Long Traders
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Small
Trdr Net Position
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