CoT Charts

[Obsidian 10]

CAD Chart (Weekly CFTC Commitments of Traders Report)

[Obsidian 10]

AUD Chart (Weekly CFTC Commitments of Traders Report)

[Obsidian 10]

NZD Chart (Weekly CFTC Commitments of Traders Report)

[Obsidian 10]

EUR Chart (Weekly CFTC Commitments of Traders Report)

[Obsidian 10]

GBP Chart (Weekly CFTC Commitments of Traders Report)

[Obsidian 10]

JPY Chart (Weekly CFTC Commitments of Traders Report)

[Obsidian 10]

CAD Chart (Weekly CFTC Commitments of Traders Report)

[Obsidian 10]

CHF Chart (Weekly CFTC Commitments of Traders Report)

[Obsidian 10]

Gold Chart (Weekly CFTC Commitments of Traders Report)

[Obsidian 10]

Silver Chart (Weekly CFTC Commitments of Traders Report)

[Obsidian 10]

Weekly charts:

EUR-GBP-CHF-CAD-JPY-Gold-Silver

[nkune 10]

Thank Obsidian,

 

Could you share the tools to draw COT data? I want to draw COT Future & Option combined chart.

 

Regard,

[Obsidian 10]

Thank Obsidian,

 

Could you share the tools to draw COT data? I want to draw COT Future & Option combined chart.

 

Regard,

 

Hi nkune,

all the data you need is here:

Commitments of Traders - CFTC

you can download historical data in excel format

[Obsidian 10]

Weekly charts:

EUR-GBP-CHF-CAD-JPY-Gold-Silver

[Obsidian 10]

Speculative investors trading on the Chicago Mercantile Exchange more than doubled their net wagers against the yen as of March 27, government data showed Friday.

 

They held a net $10.2 billion in bets against the yen, or 67,622 contracts, marking the largest short position in the yen since July 2007, according to the Commodity Futures Trading Commission's weekly report on the commitments of traders.

 

The total number of contracts outstanding for major currencies dropped by 11% as investors pulled back from speculative bets.

 

The CME speculators trade a small part of worldwide currency volume, but their positions are considered representative of hedge funds' movements in the markets.

 

"Usually you'd expect that dollar-yen should be moving in tandem, but we haven't seen it at all," said Charles St-Arnaud, vice president, foreign exchange research at Nomura Securities International in New York.

 

Traders piled into bets that the dollar will rise against other currencies, wagering a net $19.3 billion, 70% more than the previous week.

 

For the euro, investors held a net $14.8 billion in bets that the common currency will decline in value against the dollar. That represented 89,129 net contracts, up 8% from the week before.

 

"All the news from Spain is not really the most positive, so some are already beginning to position themselves," St-Arnaud said.

 

Traders held a net $2.1 billion in wagers against the Swiss franc, up 36% from the previous week, with 1596 contracts.

 

Speculators continue to gamble that the Australian, New Zealand, and Canadian dollars will rise against the dollar. They placed 32% more net bets in favor of the Australian dollar this week, but cut their New Zealand bets by 5% and their Canadian wagers by 44%.

 

The market held a net $1.1 billion wager against the British pound, down 30% from the week before.

 

The CFTC's weekly report shows speculative investors' positions in major currencies held against the dollar. It viewed the markets as of Tuesday.

[FxTrendstrader 10]

How do I interpret this cot chart and who should I be following commercial or large speculators?

[FxTrendstrader 10]

Should I be following the larger speculators or commercial. I am new to reading cot reports and some insigtful guidance would be appreciated

[Obsidian 10]

Speculative investors trading on the Chicago Mercantile Exchange cut back their bets the dollar would rise against the euro and yen, according to the Commodity Futures Trading Commission.

 

Investors net short euro and yen positions, or bets those currencies would fall against the dollar, shrank as of April 3, compared with a week earlier, the government regulator's commitment of traders report showed Friday.

 

Net euro short positions declined 11% to $13.1 billion, while net yen positions fell 3% to $9.8 billion as of April 3.

 

Against seven major currencies, speculative investors held a net long dollar position totaling $17.3 billion. That was a 10% decline from the previous week.

 

The CFTC analyzes open positions on the CME to determine the speculative positioning. The CME speculators trade a small part of worldwide currency volume, but their positions are considered representative of hedge funds' movements in the markets.

 

The declining favor of the dollar was likely tied to renewed caution from Federal Reserve Chairman Ben Bernanke, who last week warned that strong gains in employment might not be sustainable. That caution was borne out in Friday's monthly non-farm payrolls report that showed employers only added 120,000 jobs last month, well below the 203,000 economists had forecast.

 

Bernanke's comments hurt the dollar broadly between March 27 and April 3, the days the CFTC tracked in its last two reports. The dollar's weakness was especially noticeable against the yen, which is closely tied to the interest rate differential between the two countries.

 

Since the CFTC's reports only capture positioning as of Tuesday, the latest employment report and reaction to it won't be reflected in data until next week's report.

 

Elsewhere, speculative investors continued to favor commodity-linked currencies, which also have higher yields than the dollar. The dollar has often been used as a funding currency to invest in those higher yielding currencies.

 

The combined net long position of the Australian, New Zealand and Canadian dollars totaled $8.5 billion, according to the CFTC.

[Obsidian 10]

Should I be following the larger speculators or commercial. I am new to reading cot reports and some insigtful guidance would be appreciated

 

large speculators

[nkune 10]

Hello Obsidian

 

Please update COT report. Could you please post chart of T-Notes 2 year & 10 years?

[Obsidian 10]

Weekly charts:

EUR-GBP-CHF-CAD-JPY-Gold-Silver

[Obsidian 10]

Hello Obsidian

 

Please update COT report. Could you please post chart of T-Notes 2 year & 10 years?

 

Here they are, 2 year & 10 year treasury notes:

[Obsidian 10]

Speculators Pile Up Largest Net Dollar Long Position Since June 2010 - CFTC

 

Traders held a net $22.6 billion in bets that the dollar will appreciate, a gain of 31% in net wagers over the previous week and the largest such position since June 2010, government data showed Friday.

 

Speculators on the Chicago Mercantile Exchange, although a minor part of global currency traders, are frequently considered to trade the way hedge funds do, giving their positions greater import.

 

For the euro, traders held $16.6 billion in net bets that the common currency will fall. That represented 101,364 net contracts, up 26% over the week before, according to the Commodity Futures Trading Commission's weekly report on the commitments of traders.

 

Speculators trading the yen held a net $10.2 billion in bets that the currency will decline, 4% more than the previous week. That position stood at a net 66,084 contracts, marking the largest short position in the yen since July 2007.

 

The Swiss franc had net wagers against it worth $1.3 billion, down 33% from the previous week. That represented 9,919 contracts.

 

Investors held a net $1.3 billion in bets against the U.K. pound. That was more than double the previous week's negative gambles on sterling.

 

Traders continue to hold net wagers that the Australian, New Zealand, and Canadian dollars will all appreciated, with the largest of these positions, the Australian, standing at net $4 billion, down 21% from the prior week.

 

The CFTC's weekly report shows speculative investors' positions in major currencies held against the dollar. It viewed the markets as of Tuesday.

[Obsidian 10]

Weekly charts:

EUR-GBP-CHF-CAD-JPY-Gold-Silver

[Obsidian 10]

2 year & 10 year treasury notes: