What is gold COT report?
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What is gold COT report?
The Commodity Futures Trading Commission (CFTC) publishes a weekly Commitment of Traders (COT) report that provides information on the positioning of speculative investors in the U.S. futures markets. This report is often used as an indicator for market sentiment for the price of gold.
What is a COT report?
Specifically, the COT reports provide a breakdown of each Tuesday’s open interest for futures and options on futures markets in which 20 or more traders hold positions equal to or above the reporting levels established by the CFTC.
Where can I get a COT report?
Source: The CFTC website. The COT report is a breakdown of each Tuesday’s open interest in the major futures markets as reported by the US Commodity Futures Trading Commission (CFTC). The COT data is from Tuesday, and is released Friday by the CFTC.
What is open interest in COT report?
Open interest is the total of all futures and/or option contracts entered into and not yet offset by a transaction, by delivery, by exercise, etc. The aggregate of all long open interest is equal to the aggregate of all short open interest.
What is Open interest in COT report?
What is opening interest?
Open interest is a measure of the flow of money into a futures or options market. Increasing open interest represents new or additional money coming into the market while decreasing open interest indicates money flowing out of the market.
Is high open interest good?
According to the theory, high open interest at a market top and a dramatic price fall off should be considered bearish. That means all bulls who bought near the top of the market are now in a loss position. Their panic to sell keeps the price action under pressure.
What is a good open interest?
For U.S. market, an option needs to have volume of greater than 500, open interest greater than 100, a last price greater than 0.10. For Canadian market, an option needs to have volume of greater than 5, open interest greater than 25, and last price greater than 0.10. For both U.S. and Canadian markets.
What is commercial and non-commercial in cot?
These players could be categorized into three basic groups: Commercial traders (Hedgers) Non-commercial traders (Large Speculators) Retail traders (Small Speculators)
How important is the COT report?
The COT Report is important for traders to understand because it can reflect when different groups of traders have a more bearish or bullish outlook in a market, as it displays the number of long and short positions that group has in a market, and how these position sizes vary week to week.
What is cot in forex?
What Is the Commitments of Traders (COT) Report? The Commitment of Traders (COT) report is a weekly publication that shows the aggregate holdings of different participants in the U.S. futures market.
What is IV in market?
Implied Volatility (IV) uses an option price to determine and calculate what the current market is talking about, the future volatility of the option’s underlying stock. Implied volatility is one of the six essential factors used in options pricing models.
