COT Report Institutional
Using xTasyTrader in combination with the Commitments of Traders Report AddOn is an extremely efficient way to work with the CFTC data and carry out your analyses.
To make trading and working with the COT data as simple and intuitive as possible, the COT software contains a large number of components that make trading easier for you.
You can find the complete documentation of the COT Report AddOn <HERE>
What is the COT Report
The Commitments of Traders Report is a valuable report that is made available by the regulatory authority – the CFTC – once a week. The aim of this report is to bring transparency to the trading activities of all market participants.
In this context, there are two types of report: the abridged form, which has been made available to the traders since 1986 (=Legacy reports), as well as the detailed version, which has been published since 2009 (=Disaggregated reports). Both reports can be displayed in xTasyTrader and used for semi-automated trading as well as for analyzing and scanning the global markets in real time.
The COT report is not only interesting for futures trading, but is also ideally suited for swing trades with IndexCFDs, CommodityCFDs and Forex values.
Commitments of Traders STANDARD AddOn
The Commitments of Traders STANDARD AddOn offers the most important tools for all traders who have been dealing with this topic for just a short while.
In this video tutorial, we show you how easily one can integrate the COT Package. This video applies to the COT Standard but also to the COT Institutional.
COT Report Legacy
The COTReportLegacy directly displays the pure data for you, that is read out of the CFTC reports published weekly.
Open Interest Legacy
The OpenInterest shows the number of all currently held contracts in an instrument, allowing you to detect the markets with high activity.
Commitments of Traders INSTITUTIONAL AddOn
The Commitments of Traders INSTITUTIONAL AddOn offers extensive tools for all traders who want to trade in the slipstream of the commercials.
It contains the COT-Standard Tools and all what you will see below:
Contains templates and default settings in order to implement the COT indicators as effectively as possible for your analyses..
COT Report Disaggregated
Accesses the detailed Disaggregated reports of the CFTC that have been published since 2009 and can be regarded as a further development of the Legacy reports.
Open Interest Disaggregated
Corresponds to the functionality of the COTOpenInterestLegacy while using the more finely broken down data of the Disaggregated reports.
Aggregated Index Position Disaggregated
Have the Disaggregated COT data displayed for you for up to 4 accumulated markets (SP500, Nasdaq100, Russell200, DowJones30), thereby receiving an insight into the entire American stock market.
COT Report DisaggregatedAggregated Index Position Legacy
Have the Legacy COT data displayed for you for up to 4 accumulated markets (SP500, Nasdaq100, Russell200, DowJones30), thereby receiving an insight into the entire American stock market.
Relates two of the most important COT performance indicators: the net positions of the commercials compared to the entire open interest.
Large Trader Activity
Simulates the behavior of the large traders in the markets for whom no COT data is available, by means of algorithmically calculated outputs.
Compares the value of a market to the current price of gold or the dollar index, which allows you to determine over- and undervaluation in instruments very well.
COT Stock Dummy
Uses a special algorithm to simulate the behavior of the commercials in stock markets.
COT- INSTITUTIONAL Signals
Buy and sell signals for commodity futures based on the Disaggregated indicators.
Buy and sell signals for financial futures based on the Disaggregated indicators.
Buy and sell signals based on the CommercialIndex indicator combined with the COTOpenInterestLegacy.
Screening for markets that the commercials are buying heavily, while the non-commercials and non-reportables are showing no interest in these markets (for buy signals; vice versa for sell signals).
Buy and sell signals generated through the COTStockDummy combined with the COTLargeTraderActivity.
Will be released in a later update as soon as the MarketValue indicator can be used in the Signal builder.