Commitments of Traders Report COT
Definition
A weekly report from the CFTC providing a breakdown of each Tuesday's open interest for markets in which 20 or more traders hold positions equal to or above the reporting levels established by the CFTC. Open interest is broken down by aggregate commercial, non-commercial, and non-reportable holdings. See CFTC Backgrounder: The Commitments of Traders Report (COT).
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