The Commitments of Traders (CoT) Report

CoT Reports ─ Futures Data (Speculative)
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Note: CoT data are based on the Legacy data format


Previous: Week #19


Current: Week #20



CoT Reports ─ Futures and Options Data (Managed Money)
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Note: CoT data are based on the Legacy data format

Previous: Week #19


Current: Week #20

1. CoT Reports ─ Futures Data (Speculative): mid to long-term positioning
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   Note: CoT data are based on the Legacy data format
   Previous: Week #20: 15th May 2019 (GMT+8)
   Attached Image (click to enlarge)

   
   
2. CoT Reports ─ Futures Data (Speculative): mid to long-term positioning
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   Note: CoT data are based on the Legacy data format
   Current: Week #21: 22nd May 2019 (GMT+8)
   Attached Image (click to enlarge)

   
   
3. CoT Reports ─ Futures Data (Managed Money - Fast or Slow Money): near to mid-term positioning
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   Note: CoT data are based on the Legacy data format
   Previous: Week #20: 15th May 2019 (GMT+8)
   Attached Image (click to enlarge)

   
   
4. CoT Reports ─ Futures Data (Managed Money - Fast or Slow Money): near to mid-term positioning
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   Note: CoT data are based on the Legacy data format
   Current: Week #21: 22nd May 2019 (GMT+8)
   Attached Image (click to enlarge)

   
   

─ Financial conditions:
Steady @ Week-ending 18th May (GMT +8)
Loosening @ Week-ending 11th May (GMT +8): +USD

Just a minor updates on the table:
─ Added SOFR Futures
─ WTI Crude Oil ─ revert back to NYME & ICEU data


CoT Reports ─ Futures Data (Speculative): mid to long-term positioning
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Current: Week #21: 22nd May 2019 (GMT+8)


CoT Reports ─ Futures Data (Managed Money - Fast or Slow Money): near to mid-term positioning
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Current: Week #21: 22nd May 2019 (GMT+8)


CoT Reports ─ Futures Data (Speculative): mid to long-term positioning
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Previous: Week #20: 15th May 2019 (GMT+8)


CoT Reports ─ Futures Data (Managed Money - Fast or Slow Money): near to mid-term positioning
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Previous: Week #20: 15th May 2019 (GMT+8)

CoT Reports ─ Futures Data (Speculative): mid to long-term positioning
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Current: Week #22: 29th May 2019 (GMT+8)


CoT Reports ─ Futures Data (Managed Money - Fast or Slow Money): near to mid-term positioning
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Current: Week #22: 29th May 2019 (GMT+8)


CoT Reports ─ Futures Data (Speculative): mid to long-term positioning
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Previous: Week #21: 22nd May 2019 (GMT+8)


CoT Reports ─ Futures Data (Managed Money - Fast or Slow Money): near to mid-term positioning
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Previous: Week #21: 22nd May 2019 (GMT+8)

Erratum:

Next CoT data... table format


3-Week Trend column: Data from the last two weeks ago up to the current week (latest CoT data).

Up: It means increasing Positions ─ Open Interest ─ Spreads
Down: It means decreasing Positions ─ Open Interest ─ Spreads

Attached Image (click to enlarge)

As the chart below shows, U.S. stock-bond correlations were positive for three decades until the turn of the 21st century and became negative only after the Federal Reserve managed to anchor inflation expectations.

The Commitment of Traders Report: Week #23-22
(Speculative and Managed Money)

Financial Conditions ( U.S. Centric ):
─ Tighter @ Week-ending 1st June (GMT +8)
─ Tighter @ Week-ending 25th May (GMT +8)
─ Steady @ Week-ending 18th May (GMT +8)
─ Loosening @ Week-ending 11th May (GMT +8)


Current Week #23: 5th June 2019 (GMT +8)



Previous Week #22: 29th May 2019 (GMT +8)

Erratum:
─ Tighter @ Week-ending 31st May, 8:30PM (GMT +8)
─ Tighter @ Week-ending 24th May (GMT +8)
─ Steady @ Week-ending 17th May (GMT +8)
─ Loosening @ Week-ending 10th May (GMT +8)

The charts summarize the relative position of an exchange rate relative to its performance over the last year. The yellow background indicates the square dimension of the chart. The orange dot indicates today's position relative to the high (top of the chart) and low (bottom of the chart) of the FX index during the last 365 days. So if the orange dot is close to the top, the currency is close to its highest valuation. If the orange dot is close to the bottom, the currency is near its lowest valuation. The blue bars indicate the distribution of valuations over the course of one year. The span between high and low valuation is divided into ten ranges (ie, deciles). Then the number of days during which the currency's valuation has been in each of these deciles is counted. The number of days is proportional to the width of each of the ten blue bars. Thus the position of the orange dot relative to the width of the blue bars indicates if the current valuation is a relatively common event or a relatively rare event. For example, if the bulk of valuations has been in the lower deciles, and the orange dot is near the top where the bars are narrow, the currency has recently moved up sharply. These charts ("FX conifers") are a simple method of visually summarizing the performance of a currency over the time period of one year. One useful feature of this chart is that it automatically adjusts for the different volatility of currencies, as the span between one-year high and one-year low is a reflection of a currency's volatility.

Attached Image (click to enlarge)

You may use this tool to gauge the financial liquidity - more importantly, look at the ANFCI values
─ When liquidity is tightening, take bearish trades. When liquidity is loosening, take bullish trades (USD centric).
─ Risk is a coincident indicator, credit is a lagging indicator, and leverage is a leading indicator of financial stress.

IMHO: Three consecutive weeks of Tighter Financial Conditions may indicate that the Fed or Market expectations of a rate cut are pricing-in since the 25th of May 2019.

The Commitment of Traders Report: Week #24-23 (Speculative and Managed Money)

Financial Conditions ( U.S. Centric ):
─ Tighter @ Week-ending 7th June 2019
─ Tighter @ Week-ending 31st May
─ Tighter @ Week-ending 24th May
─ Steady @ Week-ending 17th May
─ Loosening @ Week-ending 10th May

Current Week #24: 12th June 2019 (GMT +8)



Previous Week #23: 5th June 2019 (GMT +8)

If you are tracking Oil price, you need to track the Crude Oil industry (Import/Export) activities... Little that they know about... Iran is very actively reacting to high Oil demand in South East Asia and China. From Iran, huge vessels that are digitally registered empty left the port but being tracked via satellite imagery. However, they turned-off their identification system during their voyage. And upon arriving at Strait of Singapore, it simply announced itself or magically appeared as an Oil Tanker with at least 1 million barrels of Oil... After that, it travels to the Philippine waters such as, around Panay Island (outside international waters to achieve digital detection darkness). The Chinese military ships were guarding or escorting the sophisticated ship-to-ship transfer of Oil.

Now you know... China was secretly hiding their illegal activities by importing Oil from Iran inside the Philippine waters.

The United States had adjusted target to become a net energy exporter by 2022... And this kind of things won't help them to achieve that target.
Lately, the U.S. reported that Chinese Military ships were detected inside the Philippine waters after a port call by the USS Ronald Reagan Carrier Strike Group in the Philippines.

Last May, due to U.S. sanctions... all waivers ended in Iranian Oil imports. Since then, other countries have imported Oil mostly from the United States, and other sources like Saudi Arabia, which is actually exporting more Oil (in record numbers at these times) while from time-to-time releasing a statement that they are cutting supplies or oil production in order to control the price of oil or stopping to go further down. Saudi Arabia wanted Oil price to reach at least $80+ per Barrel to balance their 2019 budget and to fund their “structural reforms,” largely referring to the Vision 2030 plan. Anyway, only China is defiant or still buying Oil from Iran.
Hmm... The U.S. wanted to become the leading Energy exporter in the world, then Iran wanted Saudi Arabia to suffer by helping to push down the Oil price. Then late last year, Trump accused OPEC countries of overpriced Oil. And don't forget about the trade/currency war between the US & China... And Trump also accusing Europe, Singapore, Hong Kong, etc. of currency manipulations. On the other hand, North Korea is back in their old ways... playing with their toys.

Late share herein: CoT data >>> Futures Data | Speculative | Based on Legacy Format

Current Week #34: 21st August 2019 (GMT +8)

Previous Week #33: 14th August 2019 (GMT +8)

CoT data >>> Futures Only | Speculative | Based on Legacy Format

Current Week #35: 28th August 2019 (GMT +8)

Previous Week #34: 21st August 2019 (GMT +8)

CoT data >>> Futures & Options | Managed Money

Current Week #35: 28th August 2019 (GMT +8)

Previous Week #34: 21st August 2019 (GMT +8)

CoT data >>> Futures Only | Speculative | Based on Legacy Format

Current Week #36: 4th September 2019 (GMT +8)

Attached Image (click to enlarge)

Previous Week #35: 28th August 2019 (GMT +8)

Attached Image (click to enlarge)

CoT data >>> Futures & Options | Managed Money

Current Week #36: 4th September 2019 (GMT +8)

Previous Week #35: 28th August 2019 (GMT +8)