COT Weekly Trading Strategy

[barnix]

From forexfactory:

http://www.forexfactory.com/showthread.php?t=26615&highlight=COT

BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742

Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 2007

http://www.cftc.gov/dea/options/deacmelof.htm

Changes in Commitments from: April 17, 2007

Open Interest: 13,205

Long: 12,430

Short: 2,228

[barnix]

BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742

Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 2007

http://www.cftc.gov/files/dea/cotarchives/2007/options/deacmelof041707.htm

Open Interest: 18,242

Long: 13,140

Short: 1,061

[barnix]

BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742

Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 2007

http://www.cftc.gov/files/dea/cotarchives/2007/options/deacmelof041007.htm

Open Interest: -6,098

Long: -2,979

Short: 4,861

[barnix]

BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742

Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2007

http://www.cftc.gov/files/dea/cotarchives/2007/options/deacmelof032707.htm

1,827: -2,735 232

[barnix]

BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742

Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2007

http://www.cftc.gov/files/dea/cotarchives/2007/options/deacmelof032007.htm

-47,367: 15,705 -10,495

[barnix]

BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742

Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2007

http://www.cftc.gov/files/dea/cotarchives/2007/options/deacmelof031307.htm

5,017: -7,040 -262

[trevman]

correct me if i'm wrong but the reports are published on fri evening based on info at the close of the previous tuesday, so how does that effect the market 3 days after release?, it most certainly looks to do so, but why 3 days and not right away thanks

[barnix]

* Non-Commercial - This is a mixture of individual traders, hedge funds, and financial institutions. For the most part, these are traders who looking to trade for speculative gains.

* Commercial - These are the big businesses that use currency futures to hedge.

* Long - number of long contracts reported to the Commodity Futures Trading Commission (CFTC).

* Short - number of short contracts reported to the CFTC.

* Open interest- this column represents the number of contracts out there that have not been exercised or delivered.

* Non-reportable positions;- These are the open interest positions of traders that do not meet the reportable requirements of the CFTC.

* Number of traders- total number of traders who are required to report positions to the CFTC.

* Reportable positions;- the number of options and futures positions that required to report according to CFTC regulations.

[barnix]

I don't know the exact explication.

I will verify all mondays backward if it is true or not this effect.

trevman:
correct me if i'm wrong but the reports are published on fri evening based on info at the close of the previous tuesday, so how does that effect the market 3 days after release?, it most certainly looks to do so, but why 3 days and not right away thanks

[JoZo]

Hi Barnix

Do you know the exact time when futures and options combined reports are released on Friday? In GMT please...

I only see that "Commitments of Traders reports are released at 3:30 pm Washington D.C. time", so it's 19.30GMT...

Thanks

[barnix]

Sorry, I don't know.

JoZo:
Hi Barnix

Do you know the exact time when futures and options combined reports are released on Friday? In GMT please...

I only see that "Commitments of Traders reports are released at 3:30 pm Washington D.C. time", so it's 19.30GMT...

Thanks