Analyzing/Intrepreting the Commitments of Traders Report

[suby 10]

I'm not sure who takes a look at this data that is published every friday; however, in regards to the index's it always shows a dramatic disconnect between the dealers and asset managers. The dealers always have short positions and the asset managers are always long. Why is this? What kind of information can someone extrapolate from this numbers?

[clmacdougall 11]

I'm not sure who takes a look at this data that is published every friday; however, in regards to the index's it always shows a dramatic disconnect between the dealers and asset managers. The dealers always have short positions and the asset managers are always long. Why is this? What kind of information can someone extrapolate from this numbers?

 

The COT reports the past. It is a delayed report by I think 4 days, remember that when you attempt to give it any significance. I read " The Commitments of Traders Bible" by Briese years ago. A good book , but you might be interested to know that many trading firms have greatly shortened their time frames for holding a trade and this makes the COT report of even less value than it may have been in the past.

[suby 10]

The COT reports the past. It is a delayed report by I think 4 days, remember that when you attempt to give it any significance. I read " The Commitments of Traders Bible" by Briese years ago. A good book , but you might be interested to know that many trading firms have greatly shortened their time frames for holding a trade and this makes the COT report of even less value than it may have been in the past.

 

In other words, the CFTC report is a joke...

 

I appreciate this