Important Announcement: Due to the US Government shutdown, the COT Reports will not be published at this time.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.
-
Do Hedge Funds and Commodity Funds Affect Commodity Prices?
Donald O. Mitchell (1997)
Study showing that speculators are not always the driving force of extreme price movements.
-
The COT Index
Scott Barrie (1996)
Interesting article on the COT Index, published in Stocks&Commodities Magazine.
-
Pork Bellies and the COT Index
Scott W. Barrie (1996)
Great article, running tests on agricultural futures.