Discussion in 'Trading' started by biologymajor, Jan 6, 2007.
any good books on this subject?
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.
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 It might be outdated.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:
How to import and analyze the COT Report in Excel, credit to Randy Raddatz:
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).
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