Tuesday, November 17, 2015

COT (Commitments of Traders)

Reminder, the information is as of 10 Nov 2015 (US TIme)

Indices
Instruments that show buying interest from Dealer/Intermediary (sell-side participants)
UT

  • S&P (increased for 2nd week)
  • Russell (decreased for few weeks)
Neutral
  • None
DT
  • None
*Dow and Nasdaq buying interest are below 70

Commodities
Instruments that show buying interest (3) by Producer/Merchant/Processor/User
Down Trend

  • Coffee Arabica
  • Soybean Meal
  • Gasoline
  • Natural Gas
  • Copper
Neutral
  • Palladium
Up Trend
  • Wheat
  • Oats
  • Lumber

Instruments that show selling interest at extreme
(2) only by Producer/Merchant/Processor/User
Up Trend

  • Raw Sugar
Neutral
  • None
Down Trend
  • Crude

Note
(1) COT Index >= 90, Buying interest at extreme
(2) COT Index <= 10, Selling interest at extreme

(3) No COT data available
Down Trend and Up Trend is based on 50 Simple Moving Average 

 

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