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.
Quantitative Finance · Glossaire
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Aussi appelé : Commitments of Traders report · managed money