COTCollector Features

What is COTCollector?

COTCollector is a utility which stores Commitments of Traders (COT) data from the Commodity Futures Trading Commission (http://www.cftc.gov) and can download updates from the CFTC website weekly when new COT data is released.  The weekly download can be automated via the Windows Task Scheduler.  Additionally ASCII export file sets (for use in other programs) can be defined and automatically updated after a data download to insure your ASCII files are kept up to date.

What is Commitments of Traders Data?

Every week the CFTC requires futures brokers to report positions to the CFTC for compilation into the commitments of traders dataset. For more information visit the CFTC COT Backgrounder here: http://www.cftc.gov/opa/backgrounder/opacot596.htm

Why should I care about Commitments of Traders Data?

COT data gives insight into the positions of different groups of traders, including commercial hedgers. While it varies from market to market and there are no hard and fast rules that apply to every contract, often the commercial hedgers will increase their net long exposure before a rally, and increase their net short exposure before a decline. The COT data is the only way to get this information. Remember that no matter how unique COT data is, it is only another tool in a trader's toolbox and it cannot and should not be used as anything more than one tool in your trading toolkit (and you should have a lot of tools!).

For an example of how COT data can be useful, click here.

For an example of how sometimes COT data can be meaningless, click here.

What makes COTCollector different than other COT data sources?

Traditional COT data sources come in the form of a monthly subscription plus an additional cost for historical data. COTCollector is available for a one-time fee with no monthly subscription. The fee is for the COTCollector software, not the COT data -- which is available for free from the CFTC website. As new COT data is posted every week on the CFTC website, COTCollector downloads the data directly to your PC, cutting out the middleman and reducing your monthly trading costs.

COTCollector also provides ALL COT data available from the CFTC. Many providers only provide specific fields, determining for you which fields are the most important. COTCollector lets you decide which data fields you want to use.

COTCollector Features

  • COTCollector's database is pre-loaded with COT data going back to 1986 for currently traded futures contracts.
  • Schedule an automated update every week when COT data is updated on the CFTC website.
  • Create highly configurable ASCII export file sets that run on demand or automatically after a scheduled update.
  • Export using exchange symbols or any number of user defined symbol aliases. This allows the generation of different export folders using symbols for specific data providers. The ASCII data files can then be accessed from any software that supports ASCII data files, such as Tradestation, Wealth-Lab, etc.
  •   Processes data for the new Disaggregated futures report
  •  Processes data for Futures, Futures + Options Combined, and the Supplemental COT report
  •   Metastock format exports
  •   Updates for the new Russell 2000 ICE contracts
  •   Licensing updated so a hardware key is no longer needed
  •   Fully Vista compatible
  •   COTCollector settings are now stored separately from COT data
  •   New MDI user interface
  •   Import of settings from COTCollector 2.x

COTCollector Pricing

A COTCollector full license is $79. This includes technical support and any future product upgrades. There is NOT a monthly fee -- the license fee is a one time fee. To purchase COTCollector, click the "Buy Now" button on the COTCollector.com Home Page

COTCollector Supported Symbols*:

AUSTRALIAN DOLLAR Chicago Mercantile Exchange
NYISO ZONE A LBMP SWAP New York Mercantile Exchange
AUSSIE-KIWI XRATE New York Cotton Exchange (NYBOT)
AUSTRALIAN DOLLARS New York Cotton Exchange (NYBOT)
CRUDE OIL  BRENT New York Mercantile Exchange
SOYBEAN OIL Chicago Board of Trade
BRITISH POUND STERLING- NEW Chicago Mercantile Exchange
BRAZILIAN REAL Chicago Mercantile Exchange
CORN Chicago Board of Trade
COCOA New York Board of Trade
CANADIAN DOLLAR Chicago Mercantile Exchange
ISO NEW ENGLAND LMP SWAP New York Mercantile Exchange
91-DAY MEXICAN T-BILLS Chicago Mercantile Exchange
CIG BASIS SWAP New York Mercantile Exchange
CRUDE OIL  LIGHT SWEET New York Mercantile Exchange
CRB/BRIDGE INDEX New York Futures Exchange (NYBOT)
COTTON NO. 2 New York Board of Trade
MILK  Class III Chicago Mercantile Exchange
BUTTER (CASH SETTLED) Chicago Mercantile Exchange
DUBAI CRUDE OIL CALENDAR SWAP New York Mercantile Exchange
DOW JONES INDUSTRIAL AVERAGE Chicago Board of Trade
U.S. DOLLAR INDEX New York Board of Trade
EURO FX Chicago Mercantile Exchange
EURODOLLARS (3-MONTH) Chicago Mercantile Exchange
EURO FX/JAPANESE YEN XRATE New York Board of Trade
3-MO. EUROYEN-LIBOR Chicago Mercantile Exchange
1-MONTH LIBOR RATE Chicago Mercantile Exchange
E-MINI S&P 400 STOCK INDEX Chicago Mercantile Exchange
RUSSELL 2000 STOCK INDEX (MINI) Chicago Mercantile Exchange
RUSSELL 2000 STOCK INDEX (MINI) ICE Futures US
E-MINI S&P 500 STOCK INDEX Chicago Mercantile Exchange
EURO/US DOLLAR New York Cotton Exchange (NYBOT)
3-MO. EUROYEN TIBOR Chicago Mercantile Exchange
FEEDER CATTLE Chicago Mercantile Exchange
30-DAY FEDERAL FUNDS Chicago Board of Trade
5 YEAR U.S. TREASURY NOTES Chicago Board of Trade
EURO FX/BRITISH POUND XRATE New York Board of Trade
GOLD Commodity Exchange (COMEX)
GOLDMAN-SACHS COMMODITY INDEX Chicago Mercantile Exchange
NYISO ZONE G LBMP SWAP New York Mercantile Exchange
HENRY HUB BASIS SWAP New York Mercantile Exchange
COPPER-GRADE #1 Commodity Exchange (COMEX)
NO. 2 HEATING OIL  N.Y. HARBOR New York Mercantile Exchange
HENRY HUB INDEX SWAP New York Mercantile Exchange
HOUSTON SHP CHANNEL INDEX SWAP New York Mercantile Exchange
PJM ELECTRICITY MONTHLY New York Mercantile Exchange
NYISO ZONE J LBMP SWAP New York Mercantile Exchange
FRZN CONCENTRATED ORANGE JUICE New York Board of Trade
PJM CAL MONTH OFF PK LMP SWAP New York Mercantile Exchange
PJM ELECTRICITY WEEKLY New York Mercantile Exchange
JAPANESE YEN Chicago Mercantile Exchange
COFFEE C New York Board of Trade
ISO NEW ENG OFF PK LMP SWAP New York Mercantile Exchange
WHEAT Kansas City Board of Trade
RANDOM LENGTH LUMBER Chicago Mercantile Exchange
LIVE CATTLE Chicago Mercantile Exchange
LEAN HOGS Chicago Mercantile Exchange
S&P 400 MIDCAP STOCK INDEX Chicago Mercantile Exchange
GULF # 6 FUEL 3.0% SULFUR SWAP New York Mercantile Exchange
NY RES FUEL 1.0% SULFUR SWAP New York Mercantile Exchange
MEXICAN PESO Chicago Mercantile Exchange
NYSE CMP INDEX (SMALL) New York Futures Exchange (NYBOT)
VALUE LINE STOCK INDEX Kansas City Board of Trade
WHEAT Minneapolis Grain Exchange
ALBERTA BASIS SWAP New York Mercantile Exchange
CHICAGO BASIS SWAP New York Mercantile Exchange
NASDAQ-100 STOCK INDEX Chicago Mercantile Exchange
NEW ZEALAND DOLLARS Chicago Mercantile Exchange
MICHCON BASIS SWAP New York Mercantile Exchange
INTEREST RATE SWAPS 5YR - 3MO Chicago Board of Trade
NATURAL GAS New York Mercantile Exchange
HOUSTON SHIP CH BASIS SWAP New York Mercantile Exchange
INTEREST RATE SWAPS 10YR - 3MO Chicago Board of Trade
NIKKEI STOCK AVERAGE YEN DENOM Chicago Mercantile Exchange
SAN JUAN BASIS SWAP New York Mercantile Exchange
SUMAS BASIS SWAP New York Mercantile Exchange
NIKKEI STOCK AVERAGE Chicago Mercantile Exchange
NGPL MID-CON BASIS SWAP New York Mercantile Exchange
HENRY HUB GAS SWAP New York Mercantile Exchange
HENRY HUB PENULTIMATE GAS SWAP New York Mercantile Exchange
NASDAQ-100 STOCK INDEX (MINI) Chicago Mercantile Exchange
NW PIPE ROCKIES BASIS SWAP New York Mercantile Exchange
SOCAL BASIS SWAP New York Mercantile Exchange
WAHA BASIS SWAP New York Mercantile Exchange
M-3 BASIS SWAP New York Mercantile Exchange
TRANSCO ZONE 6 BASIS SWAP New York Mercantile Exchange
OATS Chicago Board of Trade
EURO NORWEGIAN KRONE XRATE New York Cotton Exchange (NYBOT)
AEP DAYTON CAL MONTH LMP SWAP New York Mercantile Exchange
NORTH ILL CAL MONTH LMP SWAP New York Mercantile Exchange
PALLADIUM New York Mercantile Exchange
PORK BELLIES Chicago Mercantile Exchange
MALIN BASIS SWAP New York Mercantile Exchange
PG&E CITYGATE BASIS SWAP New York Mercantile Exchange
NGPL TEXOK BASIS SWAP New York Mercantile Exchange
VENTURA BASIS SWAP New York Mercantile Exchange
PANHANDLE BASIS SWAP New York Mercantile Exchange
PLATINUM New York Mercantile Exchange
PERMIAN BASIS SWAP New York Mercantile Exchange
PROPANE GAS New York Mercantile Exchange
E-MINY NATURAL GAS New York Mercantile Exchange
E-MINY CRUDE OIL  LIGHT SWEET New York Mercantile Exchange
RUSSEL 1000 STOCK INDEX FUTURE New York Futures Exchange (NYBOT)
SOUTH AFRICAN RAND Chicago Mercantile Exchange
UNLEADED GASOLINE  N.Y. HARBOR New York Mercantile Exchange
GASOLINE BLENDSTOCK (RBOB) New York Mercantile Exchange
HEAT OIL CRACK SPRD CAL SWAP New York Mercantile Exchange
EURO/SWEDISH KRONA XRATE New York Cotton Exchange (NYBOT)
RUSSEL 2000 STOCK INDEX FUTURE Chicago Mercantile Exchange
EURO-POUND RATE DIFFERENTIAL Chicago Mercantile Exchange
ROUGH RICE Chicago Board of Trade
RUSSIAN RUBLE Chicago Mercantile Exchange
UNL GAS CRACK SPRD CAL SWAP New York Mercantile Exchange
EURO-YEN RATE DIFFERENTIAL Chicago Mercantile Exchange
EURO/SFRANK CROSSRATE New York Cotton Exchange (NYBOT)
SOYBEANS Chicago Board of Trade
SUGAR NO. 11 New York Board of Trade
SUGAR NO. 14 Coffee, Sugar, Cocoa Exchange (NYBOT)
SWISS FRANC Chicago Mercantile Exchange
S&P 500 BARRA GROWTH INDEX Chicago Mercantile Exchange
SILVER Commodity Exchange (COMEX)
SOYBEAN MEAL Chicago Board of Trade
S&P 500 STOCK INDEX Chicago Mercantile Exchange
S&P 500 BARRA VALUE INDEX Chicago Mercantile Exchange
13-WEEK U.S. TREASURY BILLS Chicago Mercantile Exchange
TCO BASIS SWAP New York Mercantile Exchange
RUSSEL 3000 STOCK INDEX FUTURE New York Futures Exchange (NYBOT)
28-DAY MEXICAN RATES(TIIE) Chicago Mercantile Exchange
RUSSEL 2000 STOCK INDEX FUTURE New York Futures Exchange (NYBOT)
2 YEAR U.S. TREASURY NOTES Chicago Board of Trade
10-YEAR U.S. TREASURY NOTES Chicago Board of Trade
SING FUEL OIL 180 CAL SWAP New York Mercantile Exchange
NORTH ILL OFF PK LMP SWAP New York Mercantile Exchange
U.S. TREASURY BONDS Chicago Board of Trade
VIX FUTURES CBOE Futures Exchange
WHEAT Chicago Board of Trade
WTI CRUDE OIL FINANCIAL New York Mercantile Exchange
AUSSIE-YEN XRATE New York Cotton Exchange (NYBOT)
U.S. DOLLAR-SWISS FRANC New York Futures Exchange (NYBOT)
MINI SOYBEANS Chicago Board of Trade
DOW JONES INDUSTRIAL AVG- x $5 Chicago Board of Trade
STOCK INDEX  NYSE CMP NEW New York Futures Exchange (NYBOT)
U.S. DOLLARS-JAPANESE YEN New York Futures Exchange (NYBOT)
GOLD  100 TROY OZ Chicago Board of Trade
SILVER  5000 TROY OZ Chicago Board of Trade
NEW ZEALAND DOLLAR New York Cotton Exchange (NYBOT)
SFRANC/YEN CROSSRATE New York Cotton Exchange (NYBOT)

*Note: Listed symbols are supported by COTCollector but due to the CFTC requirements data may not be available for each symbol every week. The CFTC does not report data if the open interest falls below a certain threshold and thus COTCollector cannot obtain data if it is not available.