commitment of traders report

Discussion in 'Trading' started by biologymajor, Jan 6, 2007.

  1. any good books on this subject?

    Or video?
     
  2. Larry Williams book is pretty good:

    "Trade Stocks & Commodities with the Insiders - Secrets of the COT Report"

    I also have a couple of pages on my site with how I analyze the COT report.
     
  3. john99

    john99

  4. Anybody know what the reporting level is for the COT report?
    The only information I found was from 1997. It might be outdated.
     
  5. How to import and analyze the COT Report in Excel, credit to Randy Raddatz:
     
  6. hcour

    hcour Guest

  7. Thank you,

    Emini S&P500 isn't on that list. Would that be under "other broad based securities"? Says a person can only hold up to 200 contracts? Or hold overnight. That doesn't seem like very many. Commercials buy up more that that I thought.

    I found an old paper on the cftc website that says 600 contracts have to be reported. http://www.cftc.gov/foia/fedreg97/foi971117a.htm

    Not sure what they correct one is. .
     
  8. Position limits are found at: http://www.cftc.gov/opa/backgrounder/opaspeclmts.htm#speclmts

    Reporting levels are at: http://www.cftc.gov/dea/dearlevel2.htm

    The S&P has a reporting level of 1,000 contracts. Those are full contracts, so it's 5,000 S&P e-minis (ES).
     
    #10     Jan 7, 2007