Latest CFTC Release dated March 26, 2012:
The COT Index is the difference between net speculative positioning and net commercial positioning measured. A light blue colored bar indicates that the difference in positioning is the greatest it has been in 52 weeks (bullish) with speculators selling and commercials buying. A light red colored bar indicates that the difference in positioning is the greatest it has been in 52 weeks (bearish) with speculators buying and commercials selling. Crosses above and below 0 are in bold. Non commercials tend to be on the wrong side at the turn and commercials the correct side. Use of the index is covered closely in detail in my book.
| Week (Data for Tuesdays) | 52 week Percentile / Comment (if applicable) |
| US Dollar | 63 |
| Euro | 33 |
| British Pound | 67 |
| Australian Dollar | 57 |
| Japanese Yen | 0 – positioning most extreme since July 2007 |
| Canadian Dollar | 71 |
| Swiss Franc | 24 |
| Gold | 25 |
| Silver | 39 |
| Copper | 55 |
| Crude | 82 |
The COT Index is the difference between net speculative positioning and net commercial positioning measured. A light blue colored bar indicates that the difference in positioning is the greatest it has been in 52 weeks (bullish) with speculators selling and commercials buying. A light red colored bar indicates that the difference in positioning is the greatest it has been in 52 weeks (bearish) with speculators buying and commercials selling. Crosses above and below 0 are in bold. Non commercials tend to be on the wrong side at the turn and commercials the correct side. Use of the index is covered closely in detail in my book.
US Dollar
Euro
British Pound
Australian Dollar
Japanese Yen
Canadian Dollar
Swiss Franc
Gold
Silver
Copper
Crude
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