CFTC COT | May 20, 2011

May 20, 2011

Please find attached data and charts detailing the latest CFTC Commitments of Traders Report for the week ending May 17. We focus on net length of non-commercial traders as well as net length of money managers and swap dealers as indicated in the disaggregated data for WTI , natural gas, gasoline, and heating oil. The week ended May 17 saw another fall in WTI net length but it was relatively more moderate compared to last week. Net length declined in gasoline and was flat in heating oil. .....


CFTC COT | May 13, 2011

May 13, 2011

Please find attached data and charts detailing the latest CFTC Commitments of Traders Report for the week ending May 10. We focus on net length of non-commercial traders as well as net length of money managers and swap dealers as indicated in the disaggregated data for WTI , natural gas, gasoline, and heating oil. The impact of the sell-off in the commodity markets on May 5 is reflected in this week’s report as we had noted last time. Net length registered a steep drop in WTI , a milder fa.....


CFTC COT | May 06, 2011

May 06, 2011

Please find attached data and charts detailing the latest CFTC Commitments of Traders Report for the week ending May 3. We focus on net length of non-commercial traders as well as net length of money managers and swap dealers as indicated in the disaggregated data for WTI , natural gas, gasoline, and heating oil. Net length declined in WTI and gasoline, and increased in heating oil this week. Non-commercials reduced their net length in WTI by 15.7k to 318.7k in futures only, and by 14.9.....


CFTC COT | April 29, 2011

April 29, 2011

Please find attached data and charts detailing the latest CFTC Commitments of Traders Report for the week ending April 26. We focus on net length of non-commercial traders as well as net length of money managers and swap dealers as indicated in the disaggregated data for WTI , natural gas, gasoline, and heating oil. Y-T-D inflows (+$33.10 billion) are now at the highest level since our calculations began in 2006. Index investment has been on a streak lately, climbing for the sixth consecuti.....


CFTC COT | April 25, 2011

April 25, 2011

Please find attached data and charts detailing the latest CFTC Commitments of Traders Report for the week ending April 19. We focus on net length of non-commercial traders as well as net length of money managers and swap dealers as indicated in the disaggregated data for WTI , natural gas, gasoline, and heating oil. Index investment climbed for the fifth consecutive week during the week ending April 19, and recorded another large jump (+$7.52 billion). Y-T-D inflows now stand at $28.67 bill.....


CFTC COT | April 15, 2011

April 15, 2011

Please find attached data and charts detailing the latest CFTC Commitments of Traders Report for the week ending April 12. We focus on net length of non-commercial traders as well as net length of money managers and swap dealers as indicated in the disaggregated data for WTI , natural gas, gasoline, and heating oil. The non-commercial net long position (from last week) flipped back to a net short position in the natural gas market this week, two weeks after short covering had pushed the non.....


CFTC COT | April 08, 2011

April 08, 2011

Please find attached data and charts detailing the latest CFTC Commitments of Traders Report for the week ending April 5. We focus on net length of non-commercial traders as well as net length of money managers and swap dealers as indicated in the disaggregated data for WTI , natural gas, gasoline, and heating oil. Index investment in the commodity markets jumped the most this week (+$8.63 billion) since the week of October 27, 2009. Index investors pushed in +$5.75 billion into the energy .....


CFTC COT | April 01, 2011

April 01, 2011

Please find attached data and charts detailing the latest CFTC Commitments of Traders Report for the week ending March 29. We focus on net length of non-commercial traders as well as net length of money managers and swap dealers as indicated in the disaggregated data for WTI , natural gas, gasoline, and heating oil. A wave of short covering flipped the non-commercial net short position to a net long position this week. This is the first time that non-commercials have been net long since the.....


CFTC COT | March 25, 2011

March 25, 2011

Please find attached data and charts detailing the latest CFTC Commitments of Traders Report for the week ending March 22. We focus on net length of non-commercial traders as well as net length of money managers and swap dealers as indicated in the disaggregated data for WTI , natural gas, gasoline, and heating oil. The non-commercial net short position decreased sharply in the natural gas market this week. Non-commercials shrank their net short position by 41.1k to 81.5 in futures and swap.....


CFTC COT | March 18, 2011

March 18, 2011

Please find attached data and charts detailing the latest CFTC Commitments of Traders Report for the week ending March 15. We focus on net length of non-commercial traders as well as net length of money managers and swap dealers as indicated in the disaggregated data for WTI , natural gas, gasoline, and heating oil. This week saw the largest outflow of index investment funds (-$7.49 billion) from the commodity markets since end-October 2008. Index investors withdrew -$5.41 billion from the .....