Commitments of Traders Data

1The Commitment of Traders

report employed each week by the CFTC provides a breakdown of futures open interest held by three groups of traders. Large commercials, which are farmers, producers, factories, and hedgers; non-commercials, which are large speculators like banks and large money managers; and small speculators, like you and me. TradeStation has compiled these reports into a historical database that can be accessed in charting, RadarScreen, Scanner, and Option Station. This data goes back over 10 years for historical perspective and back-testing. Remember that this data is not real-time, it is released each week for the previous week’s data. For more information on COT data, visit the CFTC website. To access the commitment of traders data in TradeStation, three basic indicators are provided; COT net position, COT total position, and COT total position percent. TradeStation uses a consistent color scheme for plotting COT data, where large commercials are blue, large non-commercials are green, and small speculators are red.