Through the use of the exchange indicator COT Report (Commitments of Traders Report), you have the opportunity to analyze the sentiment of large participants in the futures market. Use the data in terms of total aggregate long or short positions in order to advance to determine the market trend and to prepare for the market reversal.
Data on transactionsof high rollers in the futures market
The data on open interest
History since 2006
A wide range of instruments
Data on transactions of large non-commercial traders such as hedge funds, investment companies and banks are used for plotting the COT indicator of AMarkets. Even this category of traders described as Leveraged Funds and Money. Strategies for these participants may be associated with the opening of direct, unsecured position or arbitrage between the markets. Members of this group can manage customers’ assets, engage in proprietary trading or speculation on behalf of clients, and their sentiment is the most interest for trade on the financial markets.
Open interest – is the total volume of open positions on the buy or sell a specific asset. Open interest can be used as the primary filter in the selection of a derivative financial instrument. Mostly, in the presence of a serious trend in any instrument, open interest in them increases.
AMarkets’s clients have an opportunity to analyze how the total volume of the sale/purchase positions has been changed from 2006 and to see the difference between them.
The following instruments are available for a detailed analysis of the market sentiment: ЕURUSD, GBPUSD, USDJPY, AUDUSD, NZDUSD, USDCAD, USDCHF.
These COT report is used to find extreme values of the total amount of aggregate long or short positions indicating an impending market reversal. Also using the COT report you can track the signal divergence indicator and the price of the underlying asset. This indicator measures the market sentiment for long time intervals and can therefore be used for long-term operations. If you have any questions about the COT indicator, please contact your account manager, whose contact information in your account.