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Does anybody know the difference between the CFTC COT report and the COT legacy report on https://tradingster.com/? Numbers are quite different between these two.

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First note that the total and non-reportable numbers agree between the two linked reports. The difference arises when we look at how the two reports break down the market participants into categories. The tradester legacy report breaks down the numbers into only two categories - commercial and non-commercial - while the CFTC report uses a more detailed break-down based on the nature of the participant's business.

The tradester site has designated this method as "legacy" and now offers an up-to-date analysis of market positions which matches the CFTC analysis in both categorisation and numbers. The new COT report on the tradester site is now given as COT Report & Charts: EURO FX.

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  • Thanks for letting me notice about the non-reportable coincidence. However, the "non commercial" short positions HERE (219,895) doesn't even match with the sum of the total short positions of leverage funds and asset managers which seems to me to be the "non commercial" positions (290,767), included with the "dealer intermediary (are these the fx retail brokers?)". Why?
    – Someone33
    Nov 4, 2019 at 2:52
  • @Someone33 Those positions classified as "Asset Managers/Instituional" will include both commercial and non-commercial positions. This is because most large commercial enterprises that use the futures/fx market to hedge their positions will do so by using an Institutional broker. For example, if a large coffee company wishes to hedge their future purchases or their FX risk, then they will do it through an Institutional broker.
    – not-nick
    Nov 5, 2019 at 1:59
  • oh ok, that explains a lot. On all websites i've read around they give the asset managers/istitutional as pure fx speculatores which creates a lot of confusion. I would have some other questions about the COT report of tradingster.com. May i contact you somewhere? Btw, thanks a lot for taking the time to explain!
    – Someone33
    Nov 5, 2019 at 22:50
  • @Someone33 I don't visit the money site as much as I once did. If you post a question that you think I may be able to help with, maybe give me a poke by posting a comment here and it will show up in my message box.
    – not-nick
    Nov 5, 2019 at 23:30
  • Nick, I posted another question about the various categories in the COT report. What are your toughts about it ? Thanks
    – Someone33
    Nov 7, 2019 at 19:01

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