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Glossary


Commitments of Traders Report

Commitments of Traders Report (COT) is a weekly report from the CFTC providing a breakdown of each Tuesday's open interest for markets in which 20 or more traders hold positions equal to or above the reporting levels established by the CFTC. Open interest is broken down by aggregate commercial, non-commercial, and non-reportable holdings.

See Also:

Commitments: Commitments, also known as Open Interest, is the total number of futures or options contracts of a given commodity that have not yet been offset by an opposite futures or option transaction nor fulfilled by delivery of the commodity or option exercise.

Trader: Trader is a merchant involved in cash commodities or a professional speculator who trades for his own account and who typically holds exchange trading privileges.

Break: Break (Price Break) is a rapid and sharp price decline.

CFTC: CFTC abbreviation stands for the Commodity Futures Trading Commission which is the federal regulatory agency established in 1974 that administers the Commodity Exchange Act. The CFTC monitors the futures and options on futures markets in the United States.

Commercial: Commercial is an entity that is involved in the production, processing, or merchandising of a commodity.

Open: Open is the period at the beginning of the trading session officially designated by the exchange during which all transactions are considered made "at the open."

Open Interest: Open Interest is the total number of futures or options contracts of a given commodity that have not yet been offset by an opposite futures or option transaction nor fulfilled by delivery of the commodity or option exercise. Open Interest is also called open contracts or open commitments. Each open transaction has a buyer and a seller, but for calculation of open interest, only one side of the contract is counted.

Open interest is the number of open contracts of a given option. An open contract is either put or call that is not exercised, closed or expired. Open interest increases when a buyer opens a put or call position and, vise versa, open interest decreases when a buyer sells/closes a put or call position.

Volume and open interest are important indicators in futures markets.

Reporting Level: Reporting Level is the size of positions set by the exchanges and/or the Commodity Futures Trading Commission (CFTC) at or above which commodity traders or brokers who carry these accounts must make daily reports about the size of the position by commodity, by delivery month, and whether the position is controlled by a commercial or non-commercial trader.


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Risk Statement:

Naked options trading is very risky - many people lose money trading them. It is recommended contacting your broker or investment professional to find out about trading risk and margin requirements before getting involved into trading uncovered options.

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