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COT Report is weekly report published by US Commodity Futures Trading Commission (CFTC), showing positions of different trader types in futures markets. COT categorizes into Commercial Traders (hedgers), Large Speculators (funds), and Small Speculators (retail), helping traders understand major player movements.
COT Report contains: Commercial Traders: Hedgers, typically trade against trend Large Speculators (Non-Commercial): Hedge funds, CTAs, etc., typically follow trend Small Speculators (Non-Reportable): Retail traders Net Position = Long Positions - Short Positions Position Change = This Week Net Position - Last Week Net Position
Legacy COT Report: Basic position classification
Supplemental COT Report: More detailed classification
Disaggregated COT Report: Further subdivides commercial traders
COT Index: Standardizes COT data to 0-100 index
Commercials Heavily Long: Possible bottom signal (contrarian indicator)
Commercials Heavily Short: Possible top signal (contrarian indicator)
Large Speculators Extreme Position: May signal trend reversal
Small Speculators Extreme Position: Typically contrarian indicator
Position Change: Large speculator position direction change signals trend change
COT Extremes: Reaching historical extremes may signal reversal
Divergence: Price makes new high but large speculators reduce positions, signals weakening upward momentum
COT Report is primarily used for medium to long-term trend analysis and identifying potential trend reversal points. Commercial traders are typically contrarian indicators, going long at bottoms and short at tops. Large speculators typically follow trends, but when their positions reach extreme levels, may signal trend reversal. Small speculators are typically contrarian indicators, going long at tops and short at bottoms. COT Report published every Friday with data as of Tuesday, thus 3-day lag. Many traders combine COT data with price action and technical analysis.
Shows major player movements, helps identify trend reversals, provides medium to long-term perspective, official data reliable, applicable to futures markets
3-day data lag, only applicable to futures markets, requires deep understanding of market structure, not suitable for short-term trading, interpretation requires experience
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