Commitments Of Traders Charts
Rather than trying to delve my way through the myriad of files on the US Commodity Futures Trading Commission website every week to try to pick up a picture from the weekly Commitment of Traders reports I figured I may as well put together a simple database and data display page.
It provides a one year view of the Open Interest and Non Commercial Long and Short futures positions across the major currencies, commodities and US stock indices. I have left commercial positions out of the graph as these usually are hedges against unexpected market reversals – and hence are long when the market is short and vice versa. Open interest does include the Commercial data. It does not include everything the CFTC tracks – which is about everything from feeder cattle and corn to currencies, energy and indices.
In theory it will update once a week early Saturday morning. We will see whether that works as intended.
Fairly easy to use, select a contract from the list and hit the button 
May 18 2010 11:19 pm | Trading
