Quote from volente_00:
How does one go about getting these reports ?
Are these reports from the previous day or generated intraday and put out the same day ?
here you go:
http://www.cftc.gov/cftc/cftccotreports.htm
here is an example:
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 87,761
COMMITMENTS
43,252 27,751 1,054 34,878 37,391 79,184 66,196 8,577 21,565
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -4,534)
-4,972 1,178 -111 128 -2,597 -4,955 -1,530 421 -3,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.3 31.6 1.2 39.7 42.6 90.2 75.4 9.8 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
34 22 6 16 19 53 44
larry williams new book is focused on how to use these numbers.
best wishes,
surfer
