DanV
Education

EUR & YEN Futures - Use of Commitment of Traders data

FX_IDC:USDJPY   U.S. Dollar / Japanese Yen
Commodity & Futures Trading Commission gather data from various Exchanges and compile which are then released and are available on their
Websites - http://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm
Commitment of Traders Data = COT (abberiviation)
These data are released on Friday of Each Week after Market Closes. They are based on Positions as close of Tuesday of that week. These are compiled to show 3 main groups which are:
Commercials = Banks, Broker/Dealers (Hedging the Risk), Producers, Wholesalers, Or Commodity Users – Either looking to Hedge Risk or Receive or Send Delivery
Speculators – which are:
Non-Commercials = Money Managers, Hedge/Leveraged Fund Mangers, who are Speculators and are not looking to for delivery or receiving one on settlement day
Non-Reportable = Still large traders, but a whose positions falls below the threshed to be classes as Non-Commercial
Non-Commercials have Research Departments manned by Fundamental and Technical Analysts. These are then use by their trader. Therefore their positions reflect both the Fundamental and Technical analysis and can be viewed as Hybrid.

Their sudden change from week to week of significant amount or percentage and their overall net long or short compared with historical behaviour can be used as what might be deemed as relative extreme together with Open Interest and Technical Analysis can provide interesting and useful insight in the strength of the trend or possible reversal.

See the linked EURUSD chart and a video publication of Oil for further details on how I have used them. Below is a link of examples of the weekly data released for Futures for respective Instrument: https://drive.google.com/file/d/1YFzdADw8xZ7dt4ihgxJTcpUBUOOSzqtS/view?usp=sharing
I hope it will helps you in your own application of this to your Technical Analysis .
Thank you for viewing my video and welcome comments or questions.
DanV
Ticker name for the COT as well. Thank you
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Spreads as well i'm not sure about. Is that difference between some numbers on the chart there.. I though subtract LONG and SHORT's for example but that didn't add up.
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Hi DanV, IM looking to start to adding MACRO into my trading. I had a look at the COT last night but wasn't sure how to interpret what i was seeing, Thank you for your time in putting together your explanation.
I still have some questions.. Why would the non commercials have LONG and SHORT positions open in the same currency? Is this due to different firms all falling under the heading of NON COMMERCIAL ,interpreting their data from various sources they utilise in different ways. Hence company A arrives at a SHORT position for the EURO. Company B arrives at a LONG position for the EURO. Its just the way each has interpreted the data arriving at an overall position thats differing?
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Thanks
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DanV alipipefitter
@alipipefitter, You are welcome
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Very clear explanation.
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DanV LORD_OF_CHARTS
@LORD_OF_CHARTS, Thankyou.
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