CFTC COT
| January 20, 2012
Commitment of Traders Report - January 20, 2012
As we noted last week, the annual rebalancing of the S&P GSCI and Dow Jones- UBS Commodity indexes occurred from January 9 to 13. The rebalancing is reflected in last week’s (January 13) and today’s report. Please find attached data and charts detailing the latest CFTC Commitments of Traders Report for the week ended January 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 , natura.....
CFTC COT
| January 13, 2012
Commitment of Traders Report - January 13, 2012
The annual rebalancing of the S&P GSCI and Dow Jones- UBS Commodity indexes occurred from January 9 to 13 with 20% of the rebalancing size adjusted each day. Please see our Data Insight dated January 9 — (Re)balancing Act — for further details. The rebalancing should be reflected in today’s and next week’s (January 20) report. Please find attached data and charts detailing the latest CFTC Commitments of Traders Report for the week ended January 10. We focus on net length of non-commercial.....
CFTC COT
| January 06, 2012
Commitment of Traders Report - January 6, 2012
Please keep in mind that the annual rebalancing of the S&P GSCI and Dow Jones- UBS Commodity indexes will take place from January 9 to 13, and should be reflected in the CFTC data for January 10 and 17 (and in the reports dated January 13 and 20). Twenty percent of the rebalancing size is adjusted each day using the closing price of the futures contract on that day. Please find attached data and charts detailing the latest CFTC Commitments of Traders Report for the week ended January 3......
CFTC COT
| December 30, 2011
Commitment of Traders Report - December 30, 2011
Please find attached data and charts detailing the latest CFTC Commitments of Traders Report for the week ended December 13. 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. Non-commercial net length climbed in WTI , gasoline and heating oil during the week ended December 27. Non-commercials increased net length in WTI by 11.5k to 201.2k in f.....
CFTC COT
| December 23, 2011
Commitment of Traders Report - December 23, 2011
Please find attached data and charts detailing the latest CFTC Commitments of Traders Report for the week ended December 20. 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. Non-commercial net length declined in WTI , gasoline and heating oil during the week ended December 20. Non-commercials decreased net length in WTI by 11.4k to 189.6k in .....
CFTC COT
| December 16, 2011
Commitment of Traders Report - December 16, 2011
Please find attached data and charts detailing the latest CFTC Commitments of Traders Report for the week ended December 13. 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. Non-commercial net length climbed in WTI and gasoline but declined in heating oil during the week ended December 13. Non-commercials decreased net length in WTI by 1.4k .....
CFTC COT
| December 09, 2011
Commitment of Traders Report - December 9, 2011
Please find attached data and charts detailing the latest CFTC Commitments of Traders Report for the week ended December 6. 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. Non-commercial net length increased in WTI and gasoline and decreased in heating oil during the week ended December 6. Non-commercials reduced net length in WTI by 1.6k to .....
CFTC COT
| December 02, 2011
Commitment of Traders Report - December 2, 2011
Please find attached data and charts detailing the latest CFTC Commitments of Traders Report for the week ended November 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. Non-commercials reduced net length slightly across the petroleum complex during the week ended November 29. Non-commercial net length rose by 2.7k to 204.0k in futures, and fe.....
CFTC COT
| November 28, 2011
Commitment of Traders Report - November 22, 2011
Please find attached data and charts detailing the latest CFTC Commitments of Traders Report for the week ended November 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. Non-commercial net length declined in WTI and gasoline, while the drop in heating oil was relatively small during the week ended November 22. WTI non-commercial net lengt.....
CFTC COT
| November 18, 2011
Commitment of Traders Report - November 18, 2011
Please find attached data and charts detailing the latest CFTC Commitments of Traders Report for the week ended November 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. Non-commercial net length increased in WTI and heating oil, and was almost unchanged in gasoline during the week ended November 15 (in line with last week). Non-commercials .....