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As posted earlier have found that the daily data available is
NOT open interest (which is used as the basis for the CFTC
COT data) but volume by group : floor, off floor member, commercial
and public. Also only available for CBOT markets and not
verified re reliability (accuracy ?)
Also found that Curtis Arnold proposed an extension to his COT
Index -- the Movement Index, which he used in conjunction with
the COT index to give better sentiment rating.
Anyone aware of this extension, or using it as sentiment indicator ?
Regards, KS
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