Raw data which you can see after they release it every Fridays
The Commodity Futures Trading Commission is the one who gathers all
information and regulates the trading for both currencies and
commodities in the U.S. They usually release data every Friday which
includes the latest data from previous Tuesdays. The Commodity Exchange
Act regulates the trading of commodity futures in the United States.
Passed in 1936, it has been amended several times since then. The CEA
establishes the statutory framework under which the CFTC operates. Under
this Act, the CFTC has the authority to establish regulations that are
published in title 17 of the Code of Federal Regulations.Commitment of Traders gives us also a blueprint where will market may lead. So what I did is, I usually download data every Saturday due to time difference between U.S. time and Philippine time, and add the long and short positions of non-commercial, commercial, and nonreportable positions. Then I convert those into percentages.
Here's the Percentage Position of Each Currencies as of July 07, 2020
| COT Report | *C/NonC % | Nonreportable % | ||
| As of 07Jul20 |
Long | Short | Long | Short |
| CAD | 50.28% | 49.72% | 48.94% | 51.06% |
| CHF | 45.22% | 54.78% | 60.94% | 39.06% |
| GBP | 51.63% | 48.37% | 39.52% | 60.48% |
| JPY | 49.78% | 50.22% | 51.16% | 48.84% |
| EUR | 47.57% | 52.43% | 70.46% | 29.54% |
| NZD | 50.53% | 49.47% | 46.04% | 53.96% |
| AUD | 49.26% | 50.74% | 53.14% | 46.86% |
| USD | 50.65% | 49.35% | 45.19% | 54.81% |
| *XAG | 47.54% | 52.46% | 69.39% | 30.61% |
| *XAU | 48.33% | 51.67% | 69.29% | 30.71% |
*XAU = Gold
* XAG = Silver
* XAG = Silver
* C/NonC% = Commercial and Non-Commercial %
Source: https://www.cftc.gov/
Disclaimer: Trading currency and commodity futures are risky. Trade at your own risk.
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