The Commitments of Traders Report presents a weekly breakdown of the positions of hedge funds in futures and options markets. As a general rule, changes in hedge fund positions are positively correlated with changes in commodity market prices. For example, when hedge funds buy futures, prices tend to go up; when hedge funds sell futures, prices tend to go down. The report tracks the positions of hedge funds to better understand market opportunity and risk.
Report data spans 55 exchange markets in the United States and the European Union. The open interest data are fund commitments that exceed reporting limits and combine positions in both futures and options. Sources include the exchanges and the CFTC.
Hedge fund activity is tracked using the following metrics:
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