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.
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
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!).
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.
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
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.