slumlord

I can't seem to find whether COT reports show just the front month futures contract or all contract months. ADoes anybody know? The latter would seem mildly less useful. Also is there anywhere you can get an indication of OTC forward activity? Re the CME liquidity report: Nice to know about, will put it on my list.

Broadly Im thinking I could use it as a lagging bandwagon on which to jump or as a way of assessing where everybody is so if something 'happens' I have a better idea in my head of how things could unwind.

I am daydreaming about analysing cftc reports and storing them in an access database or something, historically if I can and then maybe I can compare what happened in the past with historical prices. Also I could analyse them for present day too. Plus maybe then attempt the same with EIA/EAI (?) weekly energy type reports? Is this done already, would it be just a hobby, does any of it seem like a worthwhile endeavour. Would it improve my understanding of anything, and are there any other similar reports I could be looking at?

When a stock market is crashing and stock prices are falling and everyone is selling all day who are the people doing all the corresponding buying all day? Why on earth would anyone buy during a stock market crash and how come liquidity doesn't just cease?

I am drooling imagining selling futures into those charts... I am now tempted to think that it is slightly more favourable to be short in contango markets and long in backwardation instruments. Should I let this idea colour my trading decisions, even a little bit?

Would it be accurate of me to say that in a contango market in order to break even with a long futures position your view has to be at least as bullish as the cost of carry, as well as being right? How do you avoid losing out on the roll if the spot price doesn't move your way?