Reporte COT

Los mejores corredores de opciones binarias 2020:
  • Binarium
    Binarium

    1er lugar! El mejor broker de opciones binarias!
    Ideal para principiantes! Entrenamiento gratis! Bonos de registro!

  • FinMax
    FinMax

    2do lugar! Gran corredor!

Commitments of Traders (COT) Charts

The Commitment of Traders (COT) reports provide a breakdown of each Tuesday’s open interest for markets in which 20 or more traders hold positions equal to or above the reporting levels established by the CFTC. Commitment of Traders (COT) charts are updated each Friday at 3pm CST.

Forex commitment of traders reports are based on the corresponding futures contracts traded on the Chicago Mercantile Exchange.

Financial Traders Reports

THE COMMITMENT OF TRADERS (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.

Open interest held or controlled by a trader is referred to as that trader’s position. For the COT Futures-and-Options-Combined report, option open interest and traders’ option positions are computed on a futures-equivalent basis using delta factors supplied by the exchanges. Long-call and short-put open interest are converted to long futures-equivalent open interest. Likewise, short-call and long-put open interest are converted to short futures-equivalent open interest. For example, a trader holding a long put position of 500 contracts with a delta factor of 0.50 is considered to be holding a short futures-equivalent position of 250 contracts. A trader’s long and short futures-equivalent positions are added to the trader’s long and short futures positions to give «combined-long» and «combined-short» positions. Open interest, as reported to the Commission and as used in the COT report, does not include open futures contracts against which notices of deliveries have been stopped by a trader or issued by the clearing organization of an exchange.

Clearing members, futures commission merchants, and foreign brokers (collectively called reporting firms) file daily reports with the Commission. Those reports show the futures and option positions of traders that hold positions above specific reporting levels set by CFTC regulations. If, at the daily market close, a reporting firm has a trader with a position at or above the Commission’s reporting level in any single futures month or option expiration, it reports that trader’s entire position in all futures and options expiration months in that commodity, regardless of size. The aggregate of all traders’ positions reported to the Commission usually represents 70 to 90 percent of the total open interest in any given market. From time to time, the Commission will raise or lower the reporting levels in specific markets to strike a balance between collecting sufficient information to oversee the markets and minimizing the reporting burden on the futures industry.

Commercial and Non-Commercial Traders

When an individual reportable trader is identified to the Commission, the trader is classified either as «commercial» or «non-commercial.» All of a trader’s reported futures positions in a commodity are classified as commercial if the trader uses futures contracts in that particular commodity for hedging as defined in CFTC Regulation 1.3(z), 17 CFR 1.3(z). A trading entity generally gets classified as a «commercial» trader by filing a statement with the Commission, on CFTC Form 40: Statement of Reporting Trader, that it is commercially «. engaged in business activities hedged by the use of the futures or option markets.» To ensure that traders are classified with accuracy and consistency, Commission staff may exercise judgment in re-classifying a trader if it has additional information about the trader’s use of the markets. A trader may be classified as a commercial trader in some commodities and as a non-commercial trader in other commodities. A single trading entity cannot be classified as both a commercial and non-commercial trader in the same commodity. Nonetheless, a multi-functional organization that has more than one trading entity may have each trading entity classified separately in a commodity. For example, a financial organization trading in financial futures may have a banking entity whose positions are classified as commercial and have a separate money-management entity whose positions are classified as non-commercial.

The long and short open interest shown as «Nonreportable Positions» is derived by subtracting total long and short «Reportable Positions» from the total open interest. Accordingly, for «Nonreportable Positions,» the number of traders involved and the commercial/non-commercial classification of each trader are unknown.

Los mejores corredores de opciones binarias 2020:
  • Binarium
    Binarium

    1er lugar! El mejor broker de opciones binarias!
    Ideal para principiantes! Entrenamiento gratis! Bonos de registro!

  • FinMax
    FinMax

    2do lugar! Gran corredor!

THE COMMITMENT OF TRADERS FINANCIAL FUTURES (TFF) REPORT

The Traders in Financial Futures (TFF) builds on improvements to transparency in the CFTC’s weekly Commitments of Traders (COT) Reports. The new report separates large traders in the financial markets into the following four categories:

The TFF report divides the financial futures market participants into the «sell side» and «buy side.» This traditional functional division of financial market participants focuses on their respective roles in the broader marketplace, not whether they are buyers or sellers of futures/option contracts. The category called «dealer/intermediary,» for instance, represents sell-side participants. Typically, these are dealers and intermediaries that earn commissions on selling financial products, capturing bid/offer spreads and otherwise accommodating clients. The remaining three categories («asset manager/institutional;» «leveraged funds;» and «other reportables») represent the buy-side participants. These are essentially clients of the sell-side participants who use the markets to invest, hedge, manage risk, speculate or change the term structure or duration of their assets.

Contents of the Traders in Financial Futures (TFF) Report

These participants are what are typically described as the «sell side» of the market. Though they may not predominately sell futures, they do design and sell various financial assets to clients. They tend to have matched books or offset their risk across markets and clients. Futures contracts are part of the pricing and balancing of risk associated with the products they sell and their activities. These include large banks (U.S. and non-U.S.) and dealers in securities, swaps and other derivatives.

The rest of the market comprises the «buy-side,» which is divided into three separate categories:

These are institutional investors, including pension funds, endowments, insurance companies, mutual funds and those portfolio/investment managers whose clients are predominantly institutional.

These are typically hedge funds and various types of money managers, including registered commodity trading advisors (CTAs); registered commodity pool operators (CPOs) or unregistered funds identified by CFTC. The strategies may involve taking outright positions or arbitrage within and across markets. The traders may be engaged in managing and conducting proprietary futures trading and trading on behalf of speculative clients.

Reportable traders that are not placed into one of the first three categories are placed into the «other reportables» category. The traders in this category mostly are using markets to hedge business risk, whether that risk is related to foreign exchange, equities or interest rates. This category includes corporate treasuries, central banks, smaller banks, mortgage originators, credit unions and any other reportable traders not assigned to the other three categories.

Cómo utilizar el Informe COT en Forex

3 3 recomendaciones

¿Qué es el informe COT?

¿Por qué se utiliza el informe COT?

Cómo leer el informe COT

Para leer el informe adecuadamente, primero debemos de entender el significado de la información que contiene:

  • Open interest o Interés abierto: Esta columna indica el número total de contratos de futuros abiertos e indica el volumen total.
  • Non-commercial: Indica las posiciones abiertas por especuladores tales como grandes instituciones, fondos de cobertura o traders individuales que por su tamaño, tienen la obligación de informar al CFTC.
  • Non-commercial spreading: Muestra el interés abierto por especuladores que poseen el mismo número de posiciones cortas y largas.
  • Commercial: Son todas aquellas entidades dedicadas a la producción, elaboración o comercialización que utilizan los futuros de divisas para la cobertura de sus operaciones.
  • Non-reportable positions: En esta columna se computan las posiciones abiertas por inversores no registrados en el informe CFTC y que no tienen la obligación de informar.
  • Number of traders: Indica los traders que deben notifican sus posiciones a la CFTC.

Cómo interpretar el informe COT

¿Qué hay que tener en cuenta en el informe COT?

1)Posiciones netas: Las posiciones netas son la diferencia entre posiciones largas y cortas, por tanto un cambio en el signo de las posiciones netas suele anticipar cambios en la tendencia, como así muestra el gráfico de abajo.

Es importante saber que en el mercado de futuros sobre divisas se utiliza el dólar como moneda base. Por ello hay que tener en cuenta si el dólar es la divisa base o no en el par que estemos analizando,así podremos interpretar correctamente el informe COT.

¿Qué Bróker se adapta mejor a tu perfil?

¿Quieres dar tus primeros pasos en bolsa o cambiar a un bróker que se adapte mejor a tus necesidades? Te ayudamos a encontrar el mejor bróker de acciones y derivados que mejor se adapta a ti en menos de 2 minutos. El estudio es gratuito y sin compromiso.

3 3 recomendaciones

Parece que te haya leido la mente macho jaja, He estado toda la semana estudiando el volumen de los futuros.

Todo comenzó con el interés por saber que influencia podría tener el volumen en el forex, después de informarme un poco leí que como el forex no es un mercado centralizado no tiene datos reales sobre el volumen así que me puse a intentar saber donde podría encontrar datos fiables de volumen que afectaran al forex o que tuvieran un poco de relación con este. Así fue como averigüé que el Euro FX o 6E (EUR/USD en el Spot) tenía una correlación casi del 100% con el par de forex spot por lo que me puse a sacar los datos de volumen de la web del CME para intentar sacar alguna conclusión. Pero entonces llegó el chasco, en el CME sólo encontraba los datos de un rango máximo de 6 – 5 días, por lo que no podría hacer un análisis a largo plazo de la relación del volumen de los futuros con el spot. Pero un día más tarde hallé la solución, encontré la página web de barchart donde podía sacar la misma información de volumenes de la web del CME PERO recopilada a larguísimo plazo diario, por lo que podía tener la misma información + la de dias, semanas y meses anteriores en un mismo gráfico con la comodidad que esto supone. Además el volumen diario estaba disponible al siguiente dia por lo que si eres trader de mediano – largo plazo podias tener tiempo de aplicarlo a tu propia estrategia.

Your access to this site has been limited by the site owner

Your access to this service has been limited. (HTTP response code 503)

If you think you have been blocked in error, contact the owner of this site for assistance.

If you are a WordPress user with administrative privileges on this site, please enter your email address in the box below and click «Send». You will then receive an email that helps you regain access.

Block Technical Data

Block Reason: Access from your area has been temporarily limited for security reasons.
Time: Wed, 29 Apr 2020 11:31:39 GMT

About Wordfence

Wordfence is a security plugin installed on over 3 million WordPress sites. The owner of this site is using Wordfence to manage access to their site.

You can also read the documentation to learn about Wordfence’s blocking tools, or visit wordfence.com to learn more about Wordfence.

Click here to learn more: Documentation

Generated by Wordfence at Wed, 29 Apr 2020 11:31:39 GMT.
Your computer’s time: .

Los mejores corredores de opciones binarias 2020:
  • Binarium
    Binarium

    1er lugar! El mejor broker de opciones binarias!
    Ideal para principiantes! Entrenamiento gratis! Bonos de registro!

  • FinMax
    FinMax

    2do lugar! Gran corredor!

Like this post? Please share to your friends:
Opciones binarias: ¿por dónde empezar?
Deja un comentario

;-) :| :x :twisted: :smile: :shock: :sad: :roll: :razz: :oops: :o :mrgreen: :lol: :idea: :grin: :evil: :cry: :cool: :arrow: :???: :?: :!: