The missing COT reports (because of the "government shutdown") will be published every Tuesday and Friday beginning on 2019-02-01 until the normal process is restored! Source: CFTC
We are not responsible for the accuracy of the data, charts and evaluations. To improve website performance and minimize third-party queries, data is temporarily stored in the cache. Therefore, providing the latest closing price data may result in a delay of up to 60 seconds.
The ongoing futures prices are from other sources (eg: Quandl.com ) and are the closing prices of the day. "The data from the Commitments of Traders Reports (CoT ) are downloaded from the server of the US COMMODITY FUTURE TRADING COMMISSION (CFTC) every Friday shortly after publication and read into our own database.
The CoT Index represents the current net position of a market participant in relation to the highs and lows within a freely selectable period. The default setting was 156 weeks (about 3 years). However, this should be adapted to the own trade and the selected future.
The Williams Commercial Index puts the net position of a market participant initially in relation to the total open interest at the time of the respective net position. This data is then in accordance with the CoT index set in relation to the highs and lows within a freely selectable period. The default setting is 26 weeks. This corresponds to the period proposed in the books of Larry Williams.
The basis of the calculation are the continuous futures prices (front month). Missing days and weekends courses have been calculated to avoid overweighting the years of not missing the corresponding day. The calculated average relative daily percentage price changes have been merged into a continuous chart. The year-end price of the respective chart thus does not correspond to the average percentage profit per calendar year in the selected future!
More detailed information on the Commitment of Traders (CoT) data, e.g. the market participants (commercials, large speculators, small speculators, etc.) and the indicators can be found on our information page: