Config.
Marché
Rapport
Unité

COT Bloomberg Commodity

Période
Échelle

As-of mardi · close vendredi · source CFTC

Long vs Short

Long et short en % d’OI (catégorie focus)

Δ 4 semaines

Variation du net vs le rapport d’il y a 4 semaines

Cette semaine

Catégorie Long Short Spreading Net Δ Long Δ Short Δ Net % OI long % OI short

Historique

Commodity index · CBOT · TFF

What is the Bloomberg Commodity futures contract?

Bloomberg Commodity Index

A long means…

Exposure to a rise in the Bloomberg Commodity index — a diversified basket of commodity futures.

What is this?

The Bloomberg Commodity index is a diversified basket of physical-commodity futures: energy, precious and industrial metals, grains, softs, livestock. Weights blend contract liquidity and world production, with caps so no sector and no single commodity dominates. It is not a gold line, and not a WTI line: the COT is that of an index, in the TFF report, not the Disaggregated report of one commodity.

The CBOT future is used to take a view on the complex, or to hedge it, without holding oil, gold or wheat. At expiry nothing is delivered.

Pitfalls

  • Not COMEX gold (088691) and not WTI (067651): TFF grid, not Disaggregated.
  • An index basket, not a single-commodity contract.
  • CBOT AW / 221602, not a GSCI or Roll Select listing.

Univers LIX

Le positionnement n’est pas le risque

Le COT décrit qui est positionné. Le LIX décrit le niveau de risque de marché — 12 indicateurs, hors COT.