Important Announcement: Due to the US Government shutdown, the COT Reports will not be published at this time. The CFTC has announced that they will resume publication once federal operations are back to normal.
During this period, members can consider using the iCOT Intraday Indicator on daily or weekly candles, which can also measure stresses in the market accurately. We appreciate your understanding.
CIT COT reports
There is a fourth kind of report, the Commodity Index Traders or CIT report, that supplements the agricultural legacy COT reports with data on how the commodity index traders position themselves. This data is a mix of Large speculators and also certain swap dealers from the Commercial category.
The commodity index trader (CIT) supplement to the COT has been published for 12 agricultural commodities since January 2007. There is some relationship between “index traders” positions in that supplement and “swap dealer” positions in the Disaggregated COT, but there are specific differences. The “swap dealer” category of the Disaggregated COT includes some swap dealers that do no commodity index business and are, therefore, not in the Index Traders category of the CIT Supplemental. Also, the “index trader” category of the CIT supplement includes pension and other investment funds that place their index investment directly into the futures markets rather than going through a swap dealer. Those traders are classified as “managed money” or “other reportables” in the Disaggregated COT, depending on the specific details of their business and trading.
Source: https://www.cftc.gov/MarketReports/CommitmentsofTraders/DisaggregatedExplanatoryNotes/index.htm