COTReportDisaggregated
The installation of the Technical Analysis Package is required in order to access this indicator.
Description
The COTReportDisaggregated accesses the detailed disaggregated reports of the CFTC, which have been published since 2009 and can be regarded as a further development of the legacy reports. The necessity for improvement has resulted in the drastically changing and constantly developing market environment since the introduction of the COT reports in 1986. The market participants are now divided more subtly and are organized into 5 categories. These 5 categories vary according to whether we are dealing with a commodity future or a financial future.
The market participants are now divided more subtly and are organized into 5 categories. These 5 categories vary according to whether we are dealing with a commodity future or a financial future.
The commodity futures are divided into the following groups:
Producer/Merchant/Processor/User
SwapDealers o ManagedMoney
Other Reportables
Nonreportables
You can find more information about the classification of the commodities HERE
For the financial futures, there are the following groups:
Dealer/Intermediary
AssetManager/Institutional
Leveraged Funds
Other Reportables
Nonreportabes
You can find more information about the classification of the financials HERE
The following parameters are available for the COTReportDisaggregated:
Categories Commodity/Categories Financial:
Select [True] for the groups that you would like to have displayed in the chart. If you have opened a commodity chart, only settings made under “Categories Commodity” will be taken into account, and vice versa if you have opened a financial chart.
Database:
CotType: COTReportLegacy – CotType
IndexType: COTReportLegacy – IndexType
ReportType: COTReportLegacy – ReportType
StochasticPeriod: COTReportLegacy– ComparativePeriod
Display:
LongPosition: select [True] to display the long positions of the desired market participants
ShortPosition: select [True] to display the short positions of the desired market participants
NetPosition: select [True] to display the net positions of the desired market participants
Parameters
to be announced
Return value
to be announced
Usage
to be announced
Visualization
Example
to be announced
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