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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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