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Showing posts from March, 2012

COT Proxy Silver Vs ETFS Physical Silver Shares

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Commitments of Traders Proxy Silver Vs ETFS Physical Silver Shares We have looked at how the prices of the Silver ETF move in relative to CFTC Commitments of Traders report. We now look at the COT Proxy. The relation is more obvious. The green line is the trigger for the COT Proxy. Anything above we go long, anything below we go short. The COT Proxy gave us the signal to go long on 23 August 2010 at the closing price of 19.03 and exit signal given on 27 June 2011 at the closing price of 33.66 (based on weekly charts).

Commitment of Traders Report Silver Vs ETFS Physical Silver Shares

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Commitment of Traders Report Silver Vs ETFS Physical Silver Shares Chart I thought it might be interesting to impose the chart of the COT Silver Chart against a relevant instrument. We will take the ETFS Physical Silver Shares (SIVR) as the example. Do you see any correlation? It isn't that obvious isn't it? For those not familiar with ETFs, it is an access for those interested in trading or investing in Silver. The ETF try to mimic the movement of Silver prices. How exactly they do it, I am not really sure. There have been some problems with some ETFs. In some cases, the prices do not correlate with the underlying real instrument themselves / industries themselves.

Commitment of Traders Report COT CFTC - 10 Year U.S Treasury Notes - Chicago Board of Trade - 20 March 2012

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Commitment of Traders Report COT CFTC - 10 Year U.S Treasury Notes - Chicago Board of Trade - 20 March 2012 A major divergence can be seen between the commercials and the large speculators and prices have edged up for the 10 year notes. Good time to go long?

Commitment of Traders Report COT CFTC - Gold - Commodity Exchange Inc - 20 March 2012

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Commitment of Traders Report COT CFTC - Gold - Commodity Exchange Inc - 20 March 2012 Gold has been range-bound after hitting the top. Commercials are still net short, only about 30% of them are taking long positions. However the numbers taking long positions are increasing compared to previous weeks.