COT Weekly Trading Strategy

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barnix
1310
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

Files:
barnix
1310
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

Files:
barnix
1310
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

Files:
barnix
1310
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

Files:
barnix
1310
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

Files:
barnix
1310
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

Files:
trevman
293
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
1310
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
1310
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
513
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
1310
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
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