COMMERCIAL TRADERS REPORTS, UPDATED SATURDAYS

Commercial Trader's Positions Report Levels

Weekly Quick Look

All Combined & Weighted COTs

Dollar COT

Combined SPX & NDX COT Chart

Combined COT SPX & NDX Percentage Chart





Combined and weighted COT is put together by adding each of the below together......

S&P 500 at face value and served as the base point at $250 a contract
S&P 500 mini divided by 5 since it is a $50 contract
NDX divided by 2.5 since it is a $100 contract
NDX mini divided by 12.5 since it is a $20 contract
Dow divided by 25 because it is only a 10 dollar contract
DOW mini divided by 50 because it is a $5 contract
Russell 2000 is multiplied by 2 because it is a $500 contract
Russell 2000 mini is divided by 2.5 because it is a $100 contract
S&P 400 is multiplied by 2 because it is a $500 contract
S&P 400 mini is divided by 2.5 because it is a $100 contract


Raw Historical Database Data
From
http://www.cftc.gov/dea/newcot/deafut.txt