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1 Markets I: The Ecosystem and Exchange-Traded Marketsالأسواق عبر الإنترنت 2 Markets II: Rates, FX and Creditالأسواق عبر الإنترنت 3 Markets III: Commodities, Energy and Cryptoالأسواق عبر الإنترنت 4 Quantitative Methodsالأساليب عبر الإنترنت 5 Derivatives and Volatilityالمشتقات عبر الإنترنت 6 Rates, Credit, XVA and Riskالفائدة والائتمان والمخاطر عبر الإنترنت 7 Research Craft: Predictors, Backtests, Measurement, Portfoliosالبحث عبر الإنترنت 8 Strategies I: Equities and Futuresالاستراتيجيات عبر الإنترنت 9 Strategies II: Volatility, Relative Value, Macro and the Bank Desksالاستراتيجيات عبر الإنترنت 10 Microstructure and Executionالتنفيذ عبر الإنترنت 11 Market Making and High-Frequency Tradingصناعة السوق عبر الإنترنت 12 Machine Learning for Marketsتعلم الآلة عبر الإنترنت 13 Low-Latency Softwareالتكنولوجيا عبر الإنترنت 14 Networks, Hardware and Trading Infrastructureالتكنولوجيا عبر الإنترنت 15 Research, Data and Risk Platformsالتكنولوجيا عبر الإنترنت 16 The Desk and the Firmالشركة عبر الإنترنت 17 The Industry: Firms, Roles and Careersالمسارات المهنية عبر الإنترنت 18 The Interview Bookالمسارات المهنية عبر الإنترنت
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Quantitative Finance · المسرد

ما معنى Commitments of Traders report, managed money؟

يُعرف أيضًا باسم: Commitments of Traders report · managed money

Definition 9.6 Markets III: Commodities, Energy and Crypto · الفصل 9 — Agriculturals and Softs

The Commitments of Traders report (COT) is the weekly publication by the US Commodity Futures Trading Commission of the aggregate long and short positions of large traders in each futures market, by category, as of Tuesday. In its disaggregated form managed money is the category of commodity trading advisors, commodity pool operators and funds that trade on behalf of clients, as distinct from producers and merchants, swap dealers and other reportable traders.

CBOT corn: managed money’s net position as a share of open interest, monthly means of weekly reports, January 2016 to July 2026, against the monthly maize price. Funds are long when prices rise and short when they fall: the two series have a correlation of 0.68. Data: CFTC disaggregated Commitments of Traders (futures only); IMF maize price via FRED.
Figure 9.3. CBOT corn: managed money’s net position as a share of open interest, monthly means of weekly reports, January 2016 to July 2026, against the monthly maize price. Funds are long when prices rise and short when they fall: the two series have a correlation of 0.68. Data: CFTC disaggregated Commitments of Traders (futures only); IMF maize price via FRED.
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