On COT Report – Part IV. – Types and formats of commitments of traders reports

Two types of COT reports are issued by the CFTC, the Futures Only and the Futures and Options commitments of traders reports, both in Long and Short formats:
Futures Only: gathers traders’ positions from all U.S. futures markets
Futures and Options: includes traders’ U.S. options positions as well (options positions are converted to futures contract equivalent positions by delta correction).
Short Format: lists traders’ positions, practically everything that is needed for trading purposes
Long Format: shows all kinds of statistics and concentration ratios, that have little or no use, especially for trading purposes. We advise to use the Short format, the extra information in the Long format is practically useless.
Our subscribers can research both Futures and Futures and Options cot data on all kinds of commitments of traders reports (Legacy, Disaggregated, Traders in Financial Futures, CIT). We found that sometimes useful signals present themselves in only one of the datasets. We encourage you to monitor the developments in both datasets in order to gain the best possible grip on the markets.