commitment of traders report

any good books on this subject?

Or video?

 

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.

 

http://www.investopedia.com/articles/forex/05/COTreport.asp

http://www.cbot.com/cbot/pub/cont_detail/0,3206,373+41182,00.html

 

http://www.upperman.com/

 

Anybody know what the reporting level is for the COT report?
The only information I found was from 1997. It might be outdated.

 

Current CFTC reporting levels:

http://www.cftc.gov/dea/dearlevel2.htm

 

How to import and analyze the COT Report in Excel, credit to Randy Raddatz:

 

http://www.softwarenorth.com/trading/commitmentscurrent/

 

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. .

 

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).