weekly COT report

I wish to share this personal journal weekly on this forum to motivate me to be disciplined. All personal opinion no investment advice, welcome to share your thoughts and ideas and discuss.

somehow I cannot post my onenote journals as they were too big...I guess I have to screenshot...

Summary:

1. Hedgers see little downside risk on AUD
2. CTAs express strong LONG bias
3. Asset managers still adding shorts but last 2024 Feb 20 week failed to push AUD lower

Summary:

1. Both AM and CTAs are long bias
2. Speculate drive direction of NZD
3. Hedgers raising upside risk trades

Summary:

1. Reduced commercial short could be due to lack of long interest last 3 months
2. Heavy selling from the fund may weaken last week
3. More AM and CTAs are expressing short bias by acting as counter party of some EUR longs since Sep 2023
4. Short bias in EUR weakened on the week Feb 20 2024

Sumary:

1. Hedgers express more concerns to the downside but normally in longer term
2. CTAs are long bias
3. AM net track GBP movement pretty well recent AM net remain on a level as last month AM long and short both increased their exposure

Summary:

1. Need to hedge CAD upside risk is much greater than need to hedge downside risk
2. CTAs increasing bullish bias
3. Ams increasing bullish bias
4. Both AM and CTA net position not great indicator to track CAD direction
5. Funds general no interest in CAD short contracts

Summary:

1. Speculative forces are betting on falling CHF
2. Speculative forces failed shorting CHF in Dec 2023
3. Less Speculative forces interested in Longing CHF
4. AM picked up short bias last month
5. CTAs start shorting CHF in Feb 2024

Summary:

1. Massive sell by AMs since Jan 2024
2. CTAs joined selling Feb 2024
3. Funds are slowly accumulating long expo but in short term selling is much more prevalent

Summary:

1. CTAs shorting USD
2. AMs increasing net long expo, at the same time Ams building up short expo even though it is still small position compared to long
3. Investors expecting lower interest, at the same time preparing a delayed fed lowering

Massive fan of your work here mate, helps me to decipher the COT report better. Your work doesn't go unnoticed pal, I beg you to keep em coming

Sorry, I have been busy developing other tools. Visit onepiecetradetech.com. I created the COT report free for all.

Good thread. One thing worth separating out if you're using the Disaggregated TFF: the Leveraged Funds category is the most reactive speculative group and tends to lead reversals, while Asset Managers move slower and reflect longer-horizon flows. A divergence between the two (LFs reducing while AMs hold or build) is usually more informative than looking at the headline net alone.
For FX specifically, the current setup has EUR LF net at historically elevated levels (+289k contracts as of Apr 15) while the WoW delta has turned slightly negative for two consecutive weeks — classic late-trend caution signal, not necessarily a reversal, but worth monitoring.
For anyone who wants the full breakdown (LF net, AM net, WoW delta, % of OI) across all G10 pairs updated every Saturday from the raw CFTC data:
https://globalinvesting.github.io