Here is an interesting view of commodities and the COT data. Following are
all the long term charts
that I post on this site, and scrolling down the list
can often provide valuable long term outlooks.
George Slezak
The data for the COT in the Dollar Index from the CFTC has not been reported
regularly in 1999 and
2000 because of a rule change in reporting requirements.
The chart is shown below for general information
about currencies, the COT data
should not be considered accurate.
The following chart of the CRB has the "%cot" index plotted
The following chart combines the COT data
for the S&P 500, E-Mini S&P (data totals divided by 5
because the
contract is one fifth the size of the full), NASDAQ
100, E-Mini ND 100 (one fifth of the data), and the DJ Future.
Beginning with the March 2000 futures contract, the contract is on a 5 yr note
with 6% interest rate. Prior
futures contracts reflected an 8% interest rate.
The prices in the chart below are shown at 92.18% prior to
December 1999 to
reflect the contract
specification change.
Beginning with the March 2000 futures contract, the contract is on a 10 yr note
with 6% interest rate.
Prior futures contracts reflected an 8% interest rate.
The prices in the chart below are shown at 88.87%
prior to December 1999 to
reflect the contract
specification change.
Beginning with the March 2000 futures contract, the contract is on a bond
with 6% interest rate. Prior futures
contracts reflected an 8% interest rate.
The prices in the chart below are shown at 81.99% prior to
December 1999 to
reflect the contract
specification change.
