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What Can Be Learned from Commitments of Traders Data

Burton G. Cutting


This paper utilizes commitments of traders data to test group trading performance as a leading indicator of market performance. Following a discussion of commitments of traders data, its sources, composition, and various methods of presentation, a brief review of the literature on this data is presented. A number of the observations raised by the literature review are examined in terms of current CFTC and NYCE data series for cotton traders. Of more than academic interest, many of the insights provided by this data can be useful in the trading of the cotton market.

Reprinted from Proceedings of the 1996 Beltwide Cotton Conferences pp. 410 - 419
©National Cotton Council, Memphis TN

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Document last modified Sunday, Dec 6 1998