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This item downloads commitments of traders (COT) futures only reports from the U.S. Commodity Futures Trading Commission website (cftc.gov). Unlike the Commitments of Traders - Historical Data item, which downloads the new report, this item gets the legacy report which is still being published by the CFTC.
The legacy report has three main categories: Commercials traders, non-commercials traders and Nonreportable positions (small traders). The legacy report data is available from 1986 to present, while the new report data is available only starting from 2006. This report also covers more futures contracts. There are 127 futures contracts downloaded and parsed by this item.
These futures contracts include Agriculture (SOYBEANS, LIVE CATTLE, OATS...), Metal (SILVER, GOLD, PLATINUM...), Energy (CRUDE OIL, CBT ETHANOL, NATURAL GAS...), Currency (AUSTRALIAN DOLLAR, EURO FX, CANADIAN DOLLAR...), and Financial (S&P 500, DOWN JONES, T-Bonds...).
As with Commitments of Traders - Historical Data, this item allows you to specify your own futures symbols and associate them with the downloaded futures contracts' commitments of traders data. In the 'Symbols' tab, for each line, you need to add the contract name and then type "=" followed by the future symbol.
Example:
CANADIAN DOLLAR=CD
This will associate the Canadian dollar commitments of traders' data to the symbol "CD". The list is already loaded with all the futures contracts recognized by this "commitments of traders" item. However, not all the contracts have symbols associated to them.
You may also want to use Futures symbols with Futures and Forex historical data or Futures, Forex and Indices Symbols with Futures, Forex and Indices Data to download futures symbols and historical data.
The "commitments of traders" or COT data retrieved is stored into the following database "commitments_traders1". I have used a different name that the one used by Commitments of Traders - Historical Data, so you can use both commitments of traders items simultaneously.
This database will contain 18 fields:
Date: The commitment of traders report release date
open_interest: The open interest is the total number of all futures and/or contracts entered into and not yet offset by a transaction, by exercise, by delivery...
noncom_long: Non-commercial traders long positions. These are generally managed funds, pension funds, hedge funds ...
noncom_short: Non-commercial traders short positions
noncom_spread: This field contains the number of spreading positions. This is the number of long and short positions, taken by a trader, in the same commodity but in different contract months.
com_long: Commercial traders long positions. A commercial trader is a trader that uses futures contracts for hedging
com_short: Commercial traders short positions.
rep_long: The sum of the Commercial and Non-commercial traders long positions.
rep_short: The sum of the Commercial and Non-commercial traders short positions.
nonrep_long: This field contains the Nonreportable long positions. These are small traders that do not report their positions to the CFTC
nonrep_short: The Nonreportable short positions
traders_total: The total number of commercial and Non-commercial traders
traders_noncom_long: The number of Non-commercial traders that are long
traders_noncom_short: The number of Non-commercial traders that are short
traders_noncom_spread: The number of Non-commercial traders involved in a spreading strategy
traders_com_long: The number of commercial traders that are long
traders_com_short: The number of commercial traders that are short
traders_rep_long: The number of traders, classified either as Commercial or Non-Commercial, that are long
traders_rep_short: The number of traders, classified either as Commercial or Non-Commercial, that are short
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