I read an article a while ago showing how many shorts there were in a contract compared to longs. Where can you get this?
http://www.cftc.gov/cftc/cftccotreports.htm These guys have charts of the CFTC's COT data if you sign up for a free subscription: http://www.commitmentoftraders.com/index.htm
Ah thanks. Let me see how to interpret this, the commercial are the hedge funds and bank traders of the world and non-commercial are 21yo's with their etrade accounts trying out 'macro trading', right?
For currencies, the commercials are banks. The non-commercials are hedge funds. The non-reportables are the 21yo with Etrade accounts. There are some gray areas that the CFTC is attempting to rework the COT to fix. For example, swaps dealers may be excessively long when true hedgers are typically short, but they're both included in the same category for different reasons. This is a poorly formatted, but useful story on the topic: http://www.biofuelsjournal.com/arti..._of_Traders_Report______12_06_2006-39684.html
I am sorry, but what kind of useful information is this report going to provide? The bulk of FX is done through forwards, not futures. ThetaSpec
I think IB might offer Put/Call ratios in their charting tool. In DTN, I can simply query the option chains and total up the open interest and/or volume of the day. I'm sure other data feeds have this sort of information available.