gunDriller
24th May 2010, 04:11 PM
The Commitment of Traders (COT) report is a list that summarizes various traders' positions in the precious metals market.
I will paste one week's worth below. I have a feeling that there is a correlation between what is buried in the COT and related reports, and the recent uptick to $1230 - $1240 for gold and the subsequent price retreat. I would like to understand these price movements better.
http://www.cftc.gov/MarketReports/files/dea/history/hist_other_lof.htm
linked to from
http://www.cftc.gov/marketreports/commitmentsoftraders/index.htm
The COT List looks to be a summary. Where could I obtain a more detailed list, that shows buy and sell offers and related information at every price point ? Is this information that is normally only shared with metal traders and organizations that pay a fee to the exchange ?
SILVER - COMMODITY EXCHANGE INC. Code-084691
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : Positions :
All : 134,794: 10,888 57,834 14,634 14,742 9,025 26,074 2,078 13,614 10,435 2,090 24,126: 25,999 11,285
Old : 134,794: 10,888 57,834 14,634 14,742 9,025 26,074 2,078 13,614 10,435 2,090 24,126: 25,999 11,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -1,403: 590 1,858 -82 -1,445 -2,321 603 -164 428 -220 -971 -313: -89 1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 42.9 10.9 10.9 6.7 19.3 1.5 10.1 7.7 1.6 17.9: 19.3 8.4
Old : 100.0: 8.1 42.9 10.9 10.9 6.7 19.3 1.5 10.1 7.7 1.6 17.9: 19.3 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 157: 17 22 14 8 14 45 10 18 28 23 32:
Old : 157: 17 22 14 8 14 45 10 18 28 23 32:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 43.8 25.0 56.4 8.2 37.3 13.7 43.5
Old : 16.6 43.8 25.0 56.4 8.2 37.3 13.7 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
I will paste one week's worth below. I have a feeling that there is a correlation between what is buried in the COT and related reports, and the recent uptick to $1230 - $1240 for gold and the subsequent price retreat. I would like to understand these price movements better.
http://www.cftc.gov/MarketReports/files/dea/history/hist_other_lof.htm
linked to from
http://www.cftc.gov/marketreports/commitmentsoftraders/index.htm
The COT List looks to be a summary. Where could I obtain a more detailed list, that shows buy and sell offers and related information at every price point ? Is this information that is normally only shared with metal traders and organizations that pay a fee to the exchange ?
SILVER - COMMODITY EXCHANGE INC. Code-084691
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : Positions :
All : 134,794: 10,888 57,834 14,634 14,742 9,025 26,074 2,078 13,614 10,435 2,090 24,126: 25,999 11,285
Old : 134,794: 10,888 57,834 14,634 14,742 9,025 26,074 2,078 13,614 10,435 2,090 24,126: 25,999 11,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -1,403: 590 1,858 -82 -1,445 -2,321 603 -164 428 -220 -971 -313: -89 1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 42.9 10.9 10.9 6.7 19.3 1.5 10.1 7.7 1.6 17.9: 19.3 8.4
Old : 100.0: 8.1 42.9 10.9 10.9 6.7 19.3 1.5 10.1 7.7 1.6 17.9: 19.3 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 157: 17 22 14 8 14 45 10 18 28 23 32:
Old : 157: 17 22 14 8 14 45 10 18 28 23 32:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 43.8 25.0 56.4 8.2 37.3 13.7 43.5
Old : 16.6 43.8 25.0 56.4 8.2 37.3 13.7 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0