The Commodity Futures Trading Commission (CFTC) publish the Commitments of Traders (COT) reports with a breakdown of open interest for futures and options on futures markets. More specific, disaggregated reports (DCOT) came after the GFC in 2008. They are considered very helpful in understanding the positioning of traders in the futures market. Disaggregated Commitment of Traders Reports (DCOT) came about from a recommendation made by a CFTC September 2008 staff study about the influence of swap dealers and index traders … Continue reading “Understanding Commitments of Traders Reports – COT, TFF and DCOT”