You are using an out of date browser. It may not display this or other websites correctly.
You should upgrade or use an alternative browser.
You should upgrade or use an alternative browser.
Where to get long/short ratio of currency contracts?
- Thread starter Daal
- Start date
http://www.cftc.gov/cftc/cftccotreports.htm
These guys have charts of the CFTC's COT data if you sign up for a free subscription:
http://www.commitmentoftraders.com/index.htm
These guys have charts of the CFTC's COT data if you sign up for a free subscription:
http://www.commitmentoftraders.com/index.htm
For currencies, the commercials are banks. The non-commercials are hedge funds. The non-reportables are the 21yo with Etrade accounts.
There are some gray areas that the CFTC is attempting to rework the COT to fix. For example, swaps dealers may be excessively long when true hedgers are typically short, but they're both included in the same category for different reasons.
This is a poorly formatted, but useful story on the topic:
http://www.biofuelsjournal.com/arti..._of_Traders_Report______12_06_2006-39684.html
There are some gray areas that the CFTC is attempting to rework the COT to fix. For example, swaps dealers may be excessively long when true hedgers are typically short, but they're both included in the same category for different reasons.
This is a poorly formatted, but useful story on the topic:
http://www.biofuelsjournal.com/arti..._of_Traders_Report______12_06_2006-39684.html
Quote from FullyArticulate:
For currencies, the commercials are banks. The non-commercials are hedge funds. The non-reportables are the 21yo with Etrade accounts.
There are some gray areas that the CFTC is attempting to rework the COT to fix. For example, swaps dealers may be excessively long when true hedgers are typically short, but they're both included in the same category for different reasons.
This is a poorly formatted, but useful story on the topic:
http://www.biofuelsjournal.com/arti..._of_Traders_Report______12_06_2006-39684.html
do you know when can you get put/call ratios for futures?
I think IB might offer Put/Call ratios in their charting tool. In DTN, I can simply query the option chains and total up the open interest and/or volume of the day.
I'm sure other data feeds have this sort of information available.
I'm sure other data feeds have this sort of information available.