The Commitments of Traders (CoT) Report

✍ The Commitments of Traders (CoT) Report: Week #43


CoT data >>> Futures Only | Speculative | Based on Legacy Format
Current Week #43: 23rd October 2019 (GMT +8)

CoT data >>> Futures & Options | Managed Money
Current Week #43: 23rd October 2019 (GMT +8)

✍ The Commitments of Traders (CoT) Report: Week #44


CoT data >>> Futures Only | Speculative | Based on Legacy Format
Current Week #44: 30th October 2019 (GMT +8)

CoT data >>> Futures & Options | Managed Money
Current Week #44: 30th October 2019 (GMT +8)

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✍ The Commitments of Traders (CoT) Report: Week #45


CoT data >>> Futures Only | Speculative | Based on Legacy Format
Current Week #45: 6th November 2019 (GMT +8)

Attached Image (click to enlarge)

CoT data >>> Futures & Options | Managed Money
Current Week #45: 6th November 2019 (GMT +8)

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Erratum: Speculative positions (prior % change)

✍ The Commitments of Traders (CoT) Report: Week #46


CoT data >>> Futures Only | Speculative | Based on Legacy Format
Current Week #46: 13th November 2019 (GMT +8)

Attached Image (click to enlarge)

CoT data >>> Futures & Options | Managed Money
Current Week #46: 13th November 2019 (GMT +8)

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✍ The Commitments of Traders (CoT) Report: Week #47


CoT data >>> Futures Only | Speculative | Based on Legacy Format
Current Week #47: 20th November 2019 (GMT +8)

Attached Image (click to enlarge)

CoT data >>> Futures & Options | Managed Money
Current Week #47: 20th November 2019 (GMT +8)

✍ The Commitments of Traders (CoT) Report: Week #48
─ delayed release due U.S. holiday


CoT data >>> Futures Only | Speculative | Based on Legacy Format
Current Week #48: 27th November 2019 (GMT +8)

CoT data >>> Futures & Options | Managed Money
Current Week #48: 27th November 2019 (GMT +8)

✍ The Commitments of Traders (CoT) Report: Week #49


CoT data >>> Futures Only | Speculative | Based on Legacy Format
Current Week #49: 4th December 2019 (GMT +8)

Attached Image (click to enlarge)

CoT data >>> Futures & Options | Managed Money
Current Week #49: 4th December 2019 (GMT +8)

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✍ The Commitments of Traders (CoT) Report: Week #50


CoT data >>> Futures Only | Speculative | Based on Legacy Format
Current Week #50: 11th December 2019 (GMT +8)

CoT data >>> Futures & Options | Managed Money
Current Week #50: 11th December 2019 (GMT +8)

Attached Image (click to enlarge)

Purchasing Power Parity

One popular macroeconomic analysis metric to compare economic productivity and standards of living between countries is purchasing power parity (PPP). PPP is an economic theory that compares different countries' currencies through a "basket of goods" approach.

According to this concept, two currencies are in equilibrium—known as the currencies being at par—when a basket of goods is priced the same in both countries, taking into account the exchange rates. ─source: investopedia

Image source: University of British Columbia

✍ The Commitments of Traders (CoT) Report: Week #51


CoT data >>> Futures Only | Speculative | Based on Legacy Format
Current Week #51: 18th December 2019 (GMT +8)

Attached Image (click to enlarge)

CoT data >>> Futures & Options | Managed Money
Current Week #51: 18th December 2019 (GMT +8)

Attached Image (click to enlarge)

The charts summarize the relative position of an exchange rate relative to its performance over the last year. The yellow background indicates the square dimension of the chart. The orange dot indicates today's position relative to the high (top of the chart) and low (bottom of the chart) of the FX index during the last 365 days. So if the orange dot is close to the top, the currency is close to its highest valuation. If the orange dot is close to the bottom, the currency is near its lowest valuation. The blue bars indicate the distribution of valuations over the course of one year. The span between high and low valuation is divided into ten ranges (ie, deciles). Then the number of days during which the currency's valuation has been in each of these deciles is counted. The number of days is proportional to the width of each of the ten blue bars. Thus the position of the orange dot relative to the width of the blue bars indicates if the current valuation is a relatively common event or a relatively rare event. For example, if the bulk of valuations has been in the lower deciles, and the orange dot is near the top where the bars are narrow, the currency has recently moved up sharply. These charts ("FX conifers") are a simple method of visually summarizing the performance of a currency over the time period of one year. One useful feature of this chart is that it automatically adjusts for the different volatility of currencies, as the span between a one-year high and one-year low is a reflection of a currency's volatility.

Purchasing Power Parity

One popular macroeconomic analysis metric to compare economic productivity and standards of living between countries is purchasing power parity (PPP). PPP is an economic theory that compares different countries' currencies through a "basket of goods" approach.

According to this concept, two currencies are in equilibrium—known as the currencies being at par—when a basket of goods is priced the same in both countries, taking into account the exchange rates. ─source: investopedia

USD

CAD

EUR

source: Chicago FED

You may use this tool to gauge the financial liquidity - more importantly, look at the ANFCI values
─ When liquidity is tightening, take bearish trades. When liquidity is loosening, take bullish trades (USD centric).
─ Risk is a coincident indicator, credit is a lagging indicator, and leverage is a leading indicator of financial stress.

✍ The Commitments of Traders (CoT) Report: Week #52 (late upload)


CoT data >>> Futures Only | Speculative | Based on Legacy Format
Current Week #52: 25th December 2019 (GMT +8)

Attached Image (click to enlarge)

CoT data >>> Futures & Options | Managed Money
Current Week #52: 25th December 2019 (GMT +8)

Attached Image (click to enlarge)

The charts summarize the relative position of an exchange rate relative to its performance over the last year. The yellow background indicates the square dimension of the chart. The orange dot indicates today's position relative to the high (top of the chart) and low (bottom of the chart) of the FX index during the last 365 days. So if the orange dot is close to the top, the currency is close to its highest valuation. If the orange dot is close to the bottom, the currency is near its lowest valuation. The blue bars indicate the distribution of valuations over the course of one year. The span between high and low valuation is divided into ten ranges (ie, deciles). Then the number of days during which the currency's valuation has been in each of these deciles is counted. The number of days is proportional to the width of each of the ten blue bars. Thus the position of the orange dot relative to the width of the blue bars indicates if the current valuation is a relatively common event or a relatively rare event. For example, if the bulk of valuations has been in the lower deciles, and the orange dot is near the top where the bars are narrow, the currency has recently moved up sharply. These charts ("FX conifers") are a simple method of visually summarizing the performance of a currency over the time period of one year. One useful feature of this chart is that it automatically adjusts for the different volatility of currencies, as the span between a one-year high and one-year low is a reflection of a currency's volatility.

☝ These are not fundamental determinants. Users are advised to read them with considerable caution.

✍ The Commitments of Traders (CoT) Report: Week #1 (late upload)


CoT data >>> Futures Only | Speculative | Based on Legacy Format
Current Week #1: 1st January 2020 (GMT +8)

CoT data >>> Futures & Options | Managed Money
Current Week #1: 1st January 2020 (GMT +8)

Attached Image (click to enlarge)

The charts summarize the relative position of an exchange rate relative to its performance over the last year. The yellow background indicates the square dimension of the chart. The orange dot indicates today's position relative to the high (top of the chart) and low (bottom of the chart) of the FX index during the last 365 days. So if the orange dot is close to the top, the currency is close to its highest valuation. If the orange dot is close to the bottom, the currency is near its lowest valuation. The blue bars indicate the distribution of valuations over the course of one year. The span between high and low valuation is divided into ten ranges (ie, deciles). Then the number of days during which the currency's valuation has been in each of these deciles is counted. The number of days is proportional to the width of each of the ten blue bars. Thus the position of the orange dot relative to the width of the blue bars indicates if the current valuation is a relatively common event or a relatively rare event. For example, if the bulk of valuations has been in the lower deciles, and the orange dot is near the top where the bars are narrow, the currency has recently moved up sharply. These charts ("FX conifers") are a simple method of visually summarizing the performance of a currency over the time period of one year. One useful feature of this chart is that it automatically adjusts for the different volatility of currencies, as the span between a one-year high and one-year low is a reflection of a currency's volatility.

☝ These are not fundamental determinants. Users are advised to read them with considerable caution.

Sugar COT

https://www.forexfactory.com/showthr...0#post12700080

✍ The Commitments of Traders (CoT) Report: Week #2 (late upload)


CoT data >>> Futures Only | Speculative | Based on Legacy Format
Current Week #2: 8th January 2020 (GMT +8)

CoT data >>> Futures & Options | Managed Money
Current Week #2: 8th January 2020 (GMT +8)

Attached Image (click to enlarge)