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CoT Data (Commitments of Traders)
CoT reports contain survey data published by the CFTC that provide a breakdown of each Tuesday’s positional data for market participants in the United States futures markets.
Data Source: CFTC
Commodity Futures Trading Commission | CFTC
Commitment of Traders Metrics
Asset Managers
Asset managers are institutional investors, including pension funds, endowments, insurance companies, mutual funds and those portfolio/investment managers whose clients are predominantly institutional.
Dealers
Dealers are what one typically describes as the “sell side” of the market. This includes large banks (U.S. and non-U.S.) and dealers in securities, swaps and other derivatives. Though they may not predominately sell futures, they do design and sell various financial assets to clients. Dealers take positions in futures contracts to offset risk associated with the products they sell.
Largest 4 Longs or Shorts, Gross
The percents of open interest held by the largest four and reportable futures traders. The "Net Position" ratios are computed after offsetting each trader’s equal long and short positions. A reportable trader with relatively large, balanced long and short positions in a single market, therefore, may be among the four and eight largest traders in both the gross long and gross short categories, but will probably not be included among the four and eight largest traders on a net basis.
Leveraged Funds
Leveraged funds are typically hedge funds and various types of money managers, including registered commodity trading advisors (CTAs); registered commodity pool operators (CPOs) or unregistered funds. The strategies may involve taking outright positions or arbitrage within and across markets. The traders may be engaged in managing and conducting proprietary futures trading and trading on behalf of speculative clients.
Money Manger
Money managers are institutional investors, including pension funds, endowments, insurance companies, mutual funds and those portfolio/investment managers whose clients are predominantly institutional.
Producers
Producers are entities that incur risk from dealing in the physical commodity. This includes producers, merchants, processors and user of the commodity.
Swap Dealers
Dealers are what one typically describes as the “sell side” of the market. This includes large banks (U.S. and non-U.S.) and dealers in securities, swaps and other derivatives. Though they may not predominately sell futures, they do design and sell various financial assets to clients. Dealers take positions in futures contracts to offset risk associated with the products they sell.
Last modified 4mo ago