CFTC Light Sweet: Чистые длинные позиции Noncommercial, Commercial, Nonreportable и объёмы.

CONTRACTS OF 1,000 BARRELS

2016-12-20 53.52 2029807 603704 167043 631244 1085341 80665 2029807 436661 -454097 17436 108635270640.00 32310238080.00 8940141360.00 33784178880.00 58087450320.00 5250365520.00 4317190800.00 23370096720.00 -24303271440.00 933174720.00
2016-12-27 53.89 2037834 608865 163933 609540 1068910 85744 2037834 444932 -459370 14438 109818874260.00 32811734850.00 8834349370.00 32848110600.00 57603559900.00 5398807980.00 4620744160.00 23977385480.00 -24755449300.00 778063820.00
2017-01-03 52.45 2089324 608117 168043 640178 1106942 83372 2089324 440074 -466764 26690 109585043800.00 31895736650.00 8813855350.00 33577336100.00 58059107900.00 5772751900.00 4372861400.00 23081881300.00 -24481771800.00 1399890500.00
2017-01-10 50.77 2114656 604261 170699 671494 1136894 81332 2114656 433562 -465400 31838 107361085120.00 30678330970.00 8666388230.00 34091750380.00 57720108380.00 5745640900.00 4129225640.00 22011942740.00 -23628358000.00 1616415260.00
2017-01-17 52.53 2179122 631537 166859 677537 1159908 90715 2179122 464678 -482371 17693 114469278660.00 33174638610.00 8765103270.00 35591018610.00 60929967240.00 5694672240.00 4765258950.00 24409535340.00 -25338948630.00 929413290.00
2017-01-24 52.94 2151809 642401 159878 657946 1155886 88654 2151809 482523 -497940 15417 113916768460.00 34008708940.00 8463941320.00 34831661240.00 61192604840.00 5509518740.00 4693342760.00 25544767620.00 -26360943600.00 816175980.00
2017-01-31 52.79 2181656 656710 164018 677456 1186594 91332 2181656 492692 -509138 16446 115169620240.00 34667720900.00 8658510220.00 35762902240.00 62640297260.00 5689600620.00 4821416280.00 26009210680.00 -26877395020.00 868184340.00
2017-02-07 51.69 2191158 661929 184939 683625 1188108 99138 2191158 476990 -504483 27493 113260957020.00 34215110010.00 9559496910.00 35336576250.00 61413302520.00 6545556390.00 5124443220.00 24655613100.00 -26076726270.00 1421113170.00
2017-02-14 53.03 2183943 683254 174798 734170 1260587 88701 2183943 508456 -526417 17961 115814497290.00 36232959620.00 9269537940.00 38933035100.00 66848928610.00 5656285860.00 4703814030.00 26963421680.00 -27915893510.00 952471830.00
2017-02-21 54.25 2103278 712717 156110 659481 1231266 89098 2103278 556607 -571785 15178 114102831500.00 38664897250.00 8468967500.00 35776844250.00 66796180500.00 5656973000.00 4833566500.00 30195929750.00 -31019336250.00 823406500.00
2017-02-28 53.99 2120334 690281 165027 677820 1223836 82294 2120334 525254 -546016 20762 114476832660.00 37268271190.00 8909807730.00 36595501800.00 66074905640.00 5563993440.00 4443053060.00 28358463460.00 -29479403840.00 1120940380.00
2017-03-07 52.80 2137532 682176 173651 682956 1218455 80066 2137532 508525 -535499 26974 112861689600.00 36018892800.00 9168772800.00 36060076800.00 64334424000.00 5651712000.00 4227484800.00 26850120000.00 -28274347200.00 1424227200.00

Что бы действиьельно делать выводы о превышении одних знасений над другими, необходимо нормировать оба числовых ряда что бы привести их к единому числовому разряду по вертикальной оси.

Construction:

This chart shows the net number of contracts (longs minus shorts) held by large commercial hedgers. The green dotted line is 1 standard deviation above the 3-year average; the red dotted line is 1 standard deviation below the 3-year average.

Each week, the Commodity Futures Trading Commission (CFTC) releases information on the long and short positions of three groups of traders in a couple of dozen different futures markets in a report known as the Commitments of Traders.

The three groups are determined by the number of contracts they are currently holding, and are described as follows:

Commercial Hedgers — Commonly believed to be the «smart money», these traders are involved in the day-to-day operations of each commodity. They have an excellent handle on the underlying market, and it typically pays to follow their positions when they reach an extreme.

Large Speculators — This group mostly consists of large pooled funds, and almost always take the opposite side of commercial traders. The are primarily trend-followers, and will accumulate positions as a trend progresses. When their positions reach an extreme, watch for a price reversal in the opposite direction of the existing trend.

Non-Reportables (aka Small Speculators) — These are smaller traders, composed mostly of hedge funds and individual traders. Again, they are mostly trend-following in nature and we often see price reversals (in the opposite direction) when they hit an extreme.

By definition, commercial hedgers take the opposite side of the trades of large and small speculators. Therefore, when hedgers are net long, speculators are net short. Because hedgers tend to drive the market at extremes, we focus on them.

Commercial Hedgers are considered the smart money. When hedgers become net long to an extreme degree above the green dotted line, then we should be looking for the price of the commodity to rise. The opposite is true when they become so hedged that their position falls below the red dotted line.

You also want to look at the absolute level of positions, too — if they're at their greatest extreme in several years (even if they may not exceed the trading bands), then there's no question we're seeing a notable event.

To see small speculator positions, select it from the «Choose A Secondary Indicator» drop-down box near the top of the page. Large speculator positions are not shown due to redundancy.