The Traders in Financial Futures (TFF) report includes financial contracts, such as currencies, US Treasury securities, Eurodollars, stocks, VIX and Bloomberg commodity index,
- Asset Managers
- Leveraged Funds
The Disaggregated reports are broken down by agriculture, petroleum and products, natural gas and products, electricity and metals and other physical contracts.
You can consider COT as legal insider information. Who knows fundamentals better than those who produce a commodity/currency or those who consume it?
By using the COT report, you can see the flow of money and true sentiment in the market which is based on the real positioning of large players. Combine COT with a reasonable timing tool such as price action and you have a reliable strategy.
What is the CoT Index?
The cTrader COT index is a technique used to quickly quantify the actions of a group of traders which allows us to put into perspective the weekly positions of these commercial traders to have a constant reference point by which to judge their actions very quickly and how their current level of buying and selling compares to any previous time in the past 3 years.