um ein für alle Mal klarzustellen: der COT, aufgeteilt in Commercials und Non-Commercials
ist bei einer Auswertung oder Beurteilung für die Tonne.
wenn man sich die Mühe schon macht, dann bitte mit dem disaggregated COT
dieser ist wiederum in zwei Versionen erhältlich. Futures only und Futures+Optionen kombiniert
sehr wichtig, da momentan bei Futures 413083 Kontrakte offen sind, dazu im Kombi Fut+Opt 808120 Kontrakte
also ein himmelweiter unterschied!
weiter die einzelnen Gruppierungen:
A: Producer/Merchant/Processor/User
B: Swap Dealer
C: Managed Money
D: Other Reportables
E: Nonreportables Positions diese müssen keine Aufstellung der Pos. an die CFTC senden
ihre Positionen werden durch Subtraktion vom OpenInterest errechnet. E=OI-(A+B+C+D)
weiter die Definition der einzelnen Gruppierungen:
Producer/Merchant/Processor/User
A “producer/merchant/processor/user” is an entity that predominantly engages in the production,
processing, packing or handling of a physical commodity and uses the futures markets to manage or
hedge risks associated with those activities.
Swap Dealer
A “swap dealer” is an entity that deals primarily in swaps for a commodity and uses the
futures markets to manage or hedge the risk associated with those swaps transactions. The swap
dealer’s counterparties may be speculative traders, like hedge funds, or traditional commercial clients
that are managing risk arising from their dealings in the physical commodity.
Money Manager
A “money manager,” for the purpose of this report, is a registered commodity
trading advisor (CTA); a registered commodity pool operator (CPO); or an unregistered fund
identified by CFTC.7 These traders are engaged in managing and conducting organized futures
trading on behalf of clients.
Other Reportables
Every other reportable trader that is not placed into one of the other three categories is placed into
the “other reportables” category.
weiter mit dem Posten Spreading im disaggregated COT:
Spreading
The Disaggregated COT sets out open interest by long, short, and spreading for the three categories of
traders—“swap dealers,” “managed money,” and “other reportable.” For the
“producer/merchant/processor/user” category, open interest is reported only by long or short
positions. “Spreading” is a computed amount equal to offsetting long and short positions held by a
trader. The computed amount of spreading is calculated as the amount of offsetting futures in
different calendar months or offsetting futures and options in the same or different calendar months.
Any residual long or short position is reported in the long or short column. Inter-market spreads are
not considered.
Numbers of Traders
The sum of the numbers of traders in each separate category typically exceeds the total number of
reportable traders. This results from the fact that, in the “swap dealers,” “managed money,” and
“other reportables” categories, “spreading” can be a partial activity, so the same trader can fall into
either the outright “long” or “short” trader count, as well as into the “spreading” count.
Additionally, a reportable “producer/merchant/processor/user” may be in both the long and the short
position columns.
sehr wichtig: 65 zugelassene Trader in der Kategorie: Swap Dealer !
das sind folgende:
CFTC list of provisionally registered swap dealers:
Bank of America NA,Bank of Montreal,Bank of New York,Mellon Bank of Nova Scotia
Bank of Tokyo Mitsubishi UFJ Ltd.,Barclays Bank Plc,BNP Paribas,Canadian Imperial Bank of Commerce
Citibank NA Citigroup Energy Inc.,Citigroup Global Markets Inc.,Commerzbank AG,Commonwealth Bank of Australia
Credit Agricole,Corporate and Investment Bank,Credit Suisse International,DB Energy Trading LLC
Deutsche Bank AG,Goldman Sachs & Co.,Goldman Sachs Bank USA,Goldman Sachs Financial Markets LP
Goldman Sachs International,Goldman Sachs Mitsui Marine Derivative Products LP
Hongkong & Shanghai Banking Corp. Ltd.,HSBC Bank Plc,SBC Bank USA NA,ING Capital Markets LLC
Intl Hanley LLC,J Aron & Co.,JPMorgan Securities LLC,JPMorgan Ventures Energy Corp.
JPMorgan Chase Bank,Macquarie Bank Ltd.,Macquarie Energy LLC,Merrill Lynch Capital Services Inc.
Merrill Lynch Commodities Inc.,Merrill Lynch Financial Markets Inc.,Merrill Lynch International
Merrill Lynch International Bank Ltd.,Mitsubishi UFJ Securities International Plc
Mizuho Capital Markets Corp.,Mizuho Securities USA Inc.,Morgan Stanley & Co. International Plc
Morgan Stanley & Co. LLC,Morgan Stanley Bank NA,Morgan Stanley Capital Group Inc.
Morgan Stanley Capital Services LLC,Morgan Stanley Derivative Products Inc.
National Australia Bank Ltd.,Natixis Newedge UK Financial Ltd.,Newedge USA LLC
Nomura Derivative Products Inc.,Nomura Global Financial Products Inc.
Nomura International Plc,Royal Bank of Canada,SMBC Capital Markets Inc.
Societe Generale SA,Standard Chartered Bank,State Street Bank And Trust Co.
The Royal Bank Of Scotland Plc,Toronto Dominion Bank
UBS AG
US Bank NA,Wells Fargo Bank NA,Westpac Banking Corp.
Ende Teil 1
Shalom
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