Tuesday, July 7, 2015

COT (Commitments of Traders)

Reminder, the information is as of 30 Jun 2015 (US TIme)

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

  • Dow (increased for 1st week), sharp increased
  • Nasdaq (increased for 1st week), sharp increased
  • S&P (1) (increased for 1st week), Sharp increased
  • Russell (increased for 1st week)
 
Commodities
Instruments that show buying interest by Producer/Merchant/Processor/User

Down Trend

  • Coffee Arabica (1)
  • Sugar
  • Oats (1)
  • Copper
  • Silver
  • Palladium (1)
  • Platinum
Neutral
  • None
Up Trend
  • Soybean Oil

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

Up Trend

  • Feeder Cattle
Down Trend
  • Heating Oil

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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