questions about Non-Commercial Net Positions in Japanese Yen

[kn2029]

Dear MQL5 team,

I found Non-Commercial Net Positions in Japanese Yen in your site, and it states that the source is Commodity Futures Trading Commission. The link is below.

 

https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm

 

I have searched in many reports, but didn’t find the data, so could you please let me know which report contains the data, and how can I find the report?

many thanks.

Best

[Sergey Golubev]

I do not have time for search now but it should be somewhere on this page by the link: https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm

And it is the release schedule: https://www.cftc.gov/MarketReports/CommitmentsofTraders/ReleaseSchedule/index.htm

[kn2029]

Sergey Golubev:

I do not have time for search now but it should be somewhere on this page by the link: https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm

And it is the release schedule: https://www.cftc.gov/MarketReports/CommitmentsofTraders/ReleaseSchedule/index.htm

Thanks for the link.

I have contacted with Commodity Futures Trading Commission, they said they do not publish any net positions, the data have been calculated by MQL5 team. Maybe economic calendar team?

many thanks.

Best

[Sergey Golubev]

kn2029:

Thanks for the link.

I have contacted with Commodity Futures Trading Commission, they said they do not publish any net positions, the data have been calculated by MQL5 team. Maybe economic calendar team?

many thanks.

Best

They (CFTC) are publishing the pdf files and the files in txt for txt format. So, may be - those data are calculated or summarized based on those files.
Anyway, many ecomonic calendars are having this news events so I think - it is published by CFTC on those files.

It is from this main page (those files are located on this page by the links to download):

Generally, the data in the COT reports is from Tuesday and released Friday. The CFTC receives the data from the reporting firms on Wednesday morning and then corrects and verifies the data for release by Friday afternoon.

The Legacy reports are broken down by exchange. These reports have a futures only report and a combined futures and options report. Legacy reports break down the reportable open interest positions into two classifications: non-commercial and commercial traders.

[Sergey Golubev]

I am not a specialist in Commitments of Traders (COT).
But I found some tools for COT in CodeBase (so, you can ask the author of this tools about how/where to get the data for this tool for example):

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MetaCOT 2 CFTC ToolBox (Set of Indicators) MT4 - indicator for MetaTrader 4

MetaCOT 2 CFTC ToolBox Indicators is a set of indicators analyzing CFTC reports (US Commodity Futures Trading Commission) and allowing you to plot COT, D-COT, TFF and CIT charts directly in the MetaTrader platform.

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The article from same author: Meta COT Project - New Horizons for CFTC Report Analysis in MetaTrader 4 

[Sergey Golubev]

It is the other article which may be useful related to long non-commercial net positions and short non-commercial net positions

MQL5: Analysis and Processing of Commodity Futures Trading Commission (CFTC) Reports in MetaTrader 5

[kn2029]

thanks very much for the information. Really appreciate, thank you.