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Thanks for the emails
We're not talking about a lot of reporting firms ... see below taken from
the long form of COT. Notice that there is not a category for Commercial
Spreads.
CBOT has a directory available of Commercials and of Funds. CME has an
unsorted list, I believe.
If you look at the Cti #2 (Commercials Mar 24_CK), buy and sell Vs the net,
a much clearer picture emerges. The contract price rows are in descending
order from highest to lowest.
Of course the question is which is the "smart player" in each market to
watch. The historical data breaks out the results for the Users Vs the
Producers.
The detailed sheets shouldn't be that hard to program in VBA ... very
interesting area. All of a sudden there are a lot more questions than
answers. You're right, conventional sources aren't going to be much help.
Some of the research guys are pretty knowledgeable about their traders'
strategies.
Best Regards
Walter
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