Oct 30, 2024 1 min read

Data Updates - COT Report

Welcome back to this edition of macrodispatch, this data dump includes a new ongoing COT monitor.

Today, I’m excited to share the latest update to the COT Interactive tool, which has evolved from a simple data table into a full, interactive report covering FX, Rates, and Commodities positioning.

From Table to Full Interactive Report

The initial goal was straightforward: to offer a single, efficient source for analyzing positioning trends across futures contracts. Now, with this enhanced version, users can screen by non-commercial or Managed Money categories, exploring open interest and positioning trends with greater depth.

Key Features of the COT Interactive Tool

Cross-Asset Positioning Insights: Track open interest, long, short, and net positions across FX, Rates, and Commodities.
Category Screening: Filter by non-commercial and Managed Money categories to dive into the data most relevant to your trading or analysis strategy. This flexibility allows for more targeted insights into specific types of market participants.
Detailed Visuals: With integrated time-series plots for each contract’s long, short, and net positions, the tool provides a visual timeline of positioning shifts, helping you spot patterns and anomalies quickly.

In the future:

O.I. Change Heatmap: An open interest change heatmap adds another layer of context, revealing shifts in market sentiment with color-coded intensity, so you can detect areas of increased or reduced activity at a glance.

I’d love to hear from you. Your feedback on this tool is invaluable, and suggestions on features to add next are always welcome.

Stay tuned for future updates as I continue to build out cross-asset positioning insights, with more additions on FX and Rates around the corner. Let's make navigating the futures market more accessible and insightful!

Hope you enjoy!
Obrigado Cober