Found this data in Barron's and wonder if it is useful?
Traders' Commitments
August 28, 2001
This report, from the Commodity Futures Trading Commission,
is updated weekly and released on Friday afternoon. The
CFTC requires any person or firm trading a certain number
of contracts to report that trading. The number of
contracts that triggers the reporting requirement varies by
commodity. A commercial hedger is a large trader who also
deals in the commodity on a cash basis. A large speculator
is a non-commercial trader who has no dealings in the
underlying commodity. The number of contracts traded by
small traders is derived by subtracting the positions of
larger traders and commercial hedgers from the total of all
positions.
Number of Contracts and Changes from Previous Week
Long Change Short Change
Crude Oil
Large Speculator 18,455 65 43,287 –6,279
Commercial Hedger 342,257 6,340 304,475 16,301
Small Trader 38,798 –1,740 51,748 –5,357
G. |
