17 July 2024: 10:00 BST
Weekly futures COT data is publicly available, but is published in an unstructured, messy and disaggregated format.
The Onyx Futures COT Report seeks to aggregate ICE and CFTC data and present it in a simple format that is digestible and beneficial to all participants in the oil derivatives space.
Advantages of the Onyx Futures COT Report include:
- Simple charts in a grid
- Aggregation of ICE + CFTC data, to give you the full position picture
- Week-on-week changes represented above each plot
- Futures price overlay for comparative risk management analysis
- Onyx Proprietary CTA Model overlay – COT data is released weekly, and this data is multiple days stale. Onyx’s proprietary CTA model gives you a prediction for where the COT is today
- A “Total” page (WTI + BRT + GO + HO + RBOB) to represent aggregate futures positioning across all contracts and exchanges
- A “Crude” page (WTI + BRT) to represent combined crude oil positioning in an era of increasing connectivity between the two grades
We believe the only reason not to look at COT data is the absence of a well-formatted report. We hope this report can solve this problem for the entire market.
