Percents of Open Interest held by the largest eight reportable traders from legacy commitment of traders (COT) report. Computed on a net long and net short basis. For the main symbol but also allows to override it. Also allows to include options in consideration.
does it work for all commodities or only currencies?
motcha1
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Very good work. You never thought of coding a COT index? (weekly net value commercials-lowest net value in 6 months)/(highest net value in 6 months-lowest value in 6 months)*100.