CFTC Commitment of Traders Reports

CQG has added the CFTC Commitment of Traders reports to the data feed. Under Exchanges in the CQG Symbol Finder you can find “CFTC Commitment of Traders.”

An easy way to find the market you are interested in is to select CFTC Commitment of Traders under the Exchanges and then search for the electronically traded symbol. For example, if you searched for the symbol GCE (Gold) then this list is returned:

Symbol Description
X.US.GCECMLONG Gold Commercial Long
X.US.GCECMDIFF Gold Commercial Long/Short Diff
X.US.GCECMSHT Gold Commercial Short
X.US.GCENCLONG Gold Non-Commercial Long
X.US.GCENCDIFF Gold Non-Commercial Long/Short Diff
X.US.GCENCSHT Gold Non-Commercial Short
X.US.GCENCSPR Gold Non-Commercial Spreading
X.US.GCENRLONG Gold Nonreportable Long
X.US.GCENRDIFF Gold Nonreportable Long/Short Diff
X.US.GCENRSHT Gold Nonreportable Short
   

These are individual symbols. A popular way to monitor the COT reports is to track the  Non-Commercial Long/Short Diff and the Commercial Long/Short Diff and the Nonreportable Long/Short Diff.

Below are CQG PACS that have two custom studies: One is the above three symbols and in addition a 1-year, 2-year and 3-year Z-Scores.

The pacs are grouped by the CFTC grouping of the COT data.

Available for CQG IC and CQG QTrader version 2019 and higher.

Please contact CQG and request the free CFTC Commitment of Traders enablement.

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