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NZD Commitments of Traders Data (COT)

Commitments of traders

What is Commitment of Traders?

The chart above can be used to view the CFTC (Commodity Futures Trading Commission) commitments of traders data (or COT in short) in an easily readable format. The data is published by the CFTC every week on Friday and contains an aggregated report of the different holdings of market participants in the US futures market (where you can trade currencies, commodities and metals such as gold and silver)

The COT report provides the data broken down to 4 different types of traders:
  • Dealer/Intermediary - typically 'sell-side' and include large banks (both US and non US) and dealers in swaps, securities and other derivatives.
  • Asset Manager/Institutional - typically 'buy-side' and include pension funds, insurance companies etc.
  • Leveraged Funds - typically 'buy-side' and include hedge funds and money managers such as CTAs (registered commodity trading advisors) and CPOs (registered commodity pool operators) or unregistered funds as identified by the CFTC.
  • Other Reportables - typically 'buy-side' and include reportable traders that that do not fit into none of the first three categories.

Open interest is the total of all futures and/or option contracts entered into and not yet offset by a transaction. The aggregate of all long open interest is equal to the aggregate of all short open interest.

  • Net Commercials position = Commercial long - Commercial short
  • Net Large Speculator position = Non-commercial long - Non-commercial short
  • Net Small Speculator position = Non-reportable long - Non-reportable short