|
Beginning
in 2002, the CFTC will release the "with options" data
on Friday evenings at the same time as the "futures
only" reports. The weekly commentary on the "Net Options"
summary will be combined into the "futures only"
commentary.
Commitments
of Traders calendar
of 2004 CFTC release dates. Weekly
Commitments of Traders Reports are released by the
CFTC every Friday after the close of business,
effective for the prior Tuesdays. The release dates
may be adjusted to accommodate holidays. Usually, the
www.commitmentsoftraders.com Internet Edition of the
Commitments of Traders Report is updated with the new
CFTC information by 4 PM Central time after the
release of the "futures only data."
- The CFTC has posted
a background report of the COT Report. See Backgrounder-The
Commitments of Traders Report The Report
contains general background information and
detailed explanatory notes for the short form, the
long form, and the options-and-futures-combined
reports.
Beginning
in January 2002, the CFTC releases the futures data
combined with the net deltas of option positions on
each Friday evening. The weekly report shows the
information as of the close for the previous Tuesday.
The
tables in this Web site are summaries of selected data
obtained from the report issued by an agency of the US
Government, the Commodity Futures Trading Commission (CFTC). The entire report can be obtained from http://www.cftc.gov/
.
The
"v" or "v-" following the net
position in the 12 week summary tables indicates
if the net position is within 95% of the high of the
five year range, or within 5% of the low of the five
year range. "I" or "I-" indicate
within 95% or 5 % of the one year range.
"III" or "III-" indicate within
95% or 5% of the three year range.
Footnotes
on data presented:
- All
data has been drawn from the CFTC website and
begins with January 1986. Accuracy of the data is
not guarenteed by the CFTC or by the publisher in
any way.
- Lumber
changed with the May 96 contract to 80,000
board feet from 160,000. Open interest data for
prior to May 96 is doubled and reflected in the
current information.
- S&P
open interest data prior to 10/31/97 has been
restated by doubling such amounts to reflect the
change in the multiplier from $500 per point to
$250.
- Lean
- Hog
data is combined with the Live Hog data from prior
to the contract change in 1997.
- The
Feeder Cattle contract change from 44,000 pounds
to 50,000 pounds with the Jan 1993 contract did
not result in a change in CFTC reporting.
- The
change in the Grain contracts 12/31/97 from stated
in number of thousands of bushels to contracts of
5,000 bu is reflected in past data by dividing the
published numbers by 5.
C 1999, 2000, 2001,
2002,2003,2004 George Slezak
For more information call George at 1-888-311-3400
All aspects of any trade
recommendations contained in this report are subject to
modification at any time.
FUTURES TRADING INVOLVES
SIGNIFICANT RISK OF LOSS AND IS NOT SUITABLE FOR EVERYONE AND
THE RISK OF LOSS SHOULD BE CONSIDERED CAREFULLY BEFORE MAKING
ANY TRADES. A STOP LOSS MAY NOT LIMIT YOUR LOSS TO THE AMOUNT
INTENDED. YOU SHOULD BE FOREWARNED THAT SYSTEMS WHICH
TRIGGER FREQUENT TRADING SIGNALS AS PART OF A DAY TRADING
STRATEGY CAN RESULT IN SUBSTANTIAL COMMISSIONS AND FEES. PAST
PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
ANY STATEMENT OF FACTS HEREIN CONTAINED ARE DERIVED FROM
SOURCES BELIEVED TO BE RELIABLE, BUT ARE NOT GUARANTEED AS TO
ACCURACY, NOR DO THEY PURPORT TO BE COMPLETE.
ANY REFERENCE TO PERFORMANCE IS
INTENDED TO BE UNDERSTOOD AS STRICTLY THEORETICAL.
REGULATORY DISCLOSURES
REGARDING HYPOTHETICAL RESULTS
HYPOTHETICAL PERFORMANCE
RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE
DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY
ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR
TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP
DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE
ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING
PROGRAM.
ONE OF THE LIMITATIONS OF
HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY
PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION,
HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO
HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE
IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE
ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR
TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS
WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE
ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL
OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH
CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF
HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN
ADVERSELY AFFECT ACTUAL TRADING RESULTS. PAST PERFORMANCE IS
NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS
EXISTS IN FUTURES TRADING.
All traders
should read the CFTC
CONSUMER ALERTS and the "COMMISSION
ADVISORY" on trading systems.
|
To
NAVIGATE in this web site, click on the BUTTONS in the above NAVIGATION TABLE
