Copper: Open Interest Week Ending Closing Price

Jul-2010
Aug-2010
Sep-2010
Oct-2010
Nov-2010
Dec-2010
Jan-2011
Feb-2011
Mar-2011
Apr-2011
May-2011
Jun-2011
Jul-2011
Aug-2011
Sep-2011
Oct-2011
Nov-2011
Dec-2011
Jan-2012
Feb-2012
Mar-2012
Apr-2012
May-2012
Jun-2012
Jul-2012
Aug-2012
Sep-2012
Oct-2012
Nov-2012
Dec-2012
Jan-2013
Feb-2013
Mar-2013
Apr-2013
May-2013
Jun-2013
Jul-2013
Aug-2013
OPEN INTEREST CONTRACTS PLUS DELTA ADJUSTED OPTIONS
Copyright 8/30/2013
All rights reserved
OPEN INTEREST
AND WEEK ENDING CLOSING PRICE
Copper
CORR. COEFF.
220,000
$5.00
200,000
$4.50
180,000
$4.00
160,000
$3.50
140,000
$3.00
120,000
$2.50
100,000
$2.00
PRICE
Copper
-0.58
www.CommitmentsOfTradersAnalytics.com
OpenInterest
COTanalytics,LLC
Email: COTanalytics@gmail.com
9/7/2012
9/14/2012
9/21/2012
9/28/2012
10/5/2012
10/12/2012
10/19/2012
10/26/2012
11/2/2012
11/9/2012
11/16/2012
11/23/2012
11/30/2012
12/7/2012
12/14/2012
12/21/2012
12/28/2012
1/4/2013
1/11/2013
1/18/2013
1/25/2013
2/1/2013
2/8/2013
2/15/2013
2/22/2013
3/1/2013
3/8/2013
3/15/2013
3/22/2013
3/29/2013
4/5/2013
4/12/2013
4/19/2013
4/26/2013
5/3/2013
5/10/2013
5/17/2013
5/24/2013
5/31/2013
6/7/2013
6/14/2013
6/21/2013
6/28/2013
7/5/2013
7/12/2013
7/19/2013
7/26/2013
8/2/2013
8/9/2013
8/16/2013
8/23/2013
8/30/2013
Copper
Copyright 8/30/2013
All rights reserved
NET CONTRACT POSITIONS : MERCANTILE, SWAP, MANAGED MONEY, OTHER, NON REPORT
NET POSITION INDEX VALUATION MODEL WITH 5% ERROR BARS

Copper
(CONTRACTS OF 25,000
POUNDS)
$4.00
$3.90
$3.80
$3.70
P $3.60
R
I $3.50
C
E $3.40
$3.30
$3.20
$3.10
$3.00
NET POSITION INDEX VALUATION MODEL
COTanalytics,LLC
9/7/2012
9/14/2012
9/21/2012
9/28/2012
10/5/2012
10/12/2012
10/19/2012
10/26/2012
11/2/2012
11/9/2012
11/16/2012
11/23/2012
11/30/2012
12/7/2012
12/14/2012
12/21/2012
12/28/2012
1/4/2013
1/11/2013
1/18/2013
1/25/2013
2/1/2013
2/8/2013
2/15/2013
2/22/2013
3/1/2013
3/8/2013
3/15/2013
3/22/2013
3/29/2013
4/5/2013
4/12/2013
4/19/2013
4/26/2013
5/3/2013
5/10/2013
5/17/2013
5/24/2013
5/31/2013
6/7/2013
6/14/2013
6/21/2013
6/28/2013
7/5/2013
7/12/2013
7/19/2013
7/26/2013
8/2/2013
8/9/2013
8/16/2013
8/23/2013
8/30/2013
Copper
Copyright 8/30/2013
All rights reserved
GROSS CONTRACT POSITION VALUATION MODEL (WITH 5% ERROR BARS)
TOTAL CONTRACT POSITIONS BY TRADER CLASSIFICATIONS: OPEN INTEREST, LONG, SHORT, & SPREAD
POUNDS)
$4.30
$4.10
$3.90
P $3.70
R
I
C
$3.50
E
$3.30
$3.10
$2.90
Copper
GROSS CONTRACT POSITION VALUATION MODEL
COTanalytics,LLC
9/7/2012
9/14/2012
9/21/2012
9/28/2012
10/5/2012
10/12/2012
10/19/2012
10/26/2012
11/2/2012
11/9/2012
11/16/2012
11/23/2012
11/30/2012
12/7/2012
12/14/2012
12/21/2012
12/28/2012
1/4/2013
1/11/2013
1/18/2013
1/25/2013
2/1/2013
2/8/2013
2/15/2013
2/22/2013
3/1/2013
3/8/2013
3/15/2013
3/22/2013
3/29/2013
4/5/2013
4/12/2013
4/19/2013
4/26/2013
5/3/2013
5/10/2013
5/17/2013
5/24/2013
5/31/2013
6/7/2013
6/14/2013
6/21/2013
6/28/2013
7/5/2013
7/12/2013
7/19/2013
7/26/2013
8/2/2013
8/9/2013
8/16/2013
8/23/2013
8/30/2013
9/6/2013
9/13/2013
9/20/2013
9/27/2013
10/4/2013
Copper
Copyright 8/30/2013
All rights reserved
TWO PRICE FORECAST MODELS
5 WEEK FORECAST BASED ON GROSS CONTRACT POSITIONS

5 WEEK FORECAST BASED ON NET INDEX POSITIONS
$4.00
$3.80
$3.60
P
R
I $3.40
C
E
$3.20
$3.00
$2.80
Copper
GROSS CONTRACT POSITIONS MODEL T+5
NET POSITION INDEX MODEL T+5
COTanalytics,LLC
Copper
MERCANTILE AND SWAP NET POSITIONS
MercCorrCoeff
-0.85
HISTORICAL CAPACITIES TO BE LONG OR SHORT VERSUS PRICE

THREE YEAR WINDOW INDEXED BETWEEN 0 (min) and 100 (max)
SwapCorrCoeff
-0.76
100.0
$5.00
90.0
80.0
$4.50
70.0
I
N
D
E
X
P
R
I
C
$3.50
E
60.0
$4.00
50.0
40.0
30.0
20.0
$3.00
10.0
$2.50
Jul-2010
Aug-2010
Sep-2010
Oct-2010
Nov-2010
Dec-2010
Jan-2011
Feb-2011
Mar-2011
Apr-2011
May-2011
Jun-2011
Jul-2011
Aug-2011
Sep-2011
Oct-2011
Nov-2011
Dec-2011
Jan-2012
Feb-2012
Mar-2012
Apr-2012
May-2012
Jun-2012
Jul-2012
Aug-2012
Sep-2012
Oct-2012
Nov-2012
Dec-2012
Jan-2013
Feb-2013
Mar-2013
Apr-2013
May-2013
Jun-2013
Jul-2013
Aug-2013
0.0
Copper
Copyright 8/30/2013
All rights reserved
IndexMerc
IndexSwap
COTanalytics,LLC
Copper
MANAGED MONEY AND 'OTHER' NET POSITIONS
MMCorrCoeff
0.79

OtherCorrCoeff
-0.36
100.0
$5.00
90.0
$4.50
80.0
70.0
$4.00
I
N
D
E
X
60.0
P
R
$3.50 I
C
E
50.0
40.0
$3.00
30.0
20.0
$2.50
10.0
$2.00
Jul-2010
Aug-2010
Sep-2010
Oct-2010
Nov-2010
Dec-2010
Jan-2011
Feb-2011
Mar-2011
Apr-2011
May-2011
Jun-2011
Jul-2011
Aug-2011
Sep-2011
Oct-2011
Nov-2011
Dec-2011
Jan-2012
Feb-2012
Mar-2012
Apr-2012
May-2012
Jun-2012
Jul-2012
Aug-2012
Sep-2012
Oct-2012
Nov-2012
Dec-2012
Jan-2013
Feb-2013
Mar-2013
Apr-2013
May-2013
Jun-2013
Jul-2013
Aug-2013
0.0
Copper
Copyright 8/30/2013
All rights reserved
IndexOther
IndexMM
COTanalytics,LLC
Jul-2010
Aug-2010
Sep-2010
Oct-2010
Nov-2010
Dec-2010
Jan-2011
Feb-2011
Mar-2011
Apr-2011
May-2011
Jun-2011
Jul-2011
Aug-2011
Sep-2011
Oct-2011
Nov-2011
Dec-2011
Jan-2012
Feb-2012
Mar-2012
Apr-2012
May-2012
Jun-2012
Jul-2012
Aug-2012
Sep-2012
Oct-2012
Nov-2012
Dec-2012
Jan-2013
Feb-2013
Mar-2013
Apr-2013
May-2013
Jun-2013
Jul-2013
Aug-2013
NET POSITIONS IN CONTRACTS ( + LONG - SHORT )
Copper
Copyright 8/30/2013
All rights reserved
NET POSITIONS BY DISAGGREGATED CLASSIFICATIONS

VERSUS
Copper
netMerc
netSwap
netMM
netOther
POUNDS)
PRICE
$5.00
60,000
40,000
$4.50
20,000
$4.00
-20,000
P
R
$3.50 I
C
E
$3.00
-40,000
-60,000
$2.50
-80,000
$2.00
netNon
COTanalytics,LLC
Copper
POUNDS)
NET POSITIONS IN CONTRACTS ( + LONG - SHORT)
50000
NET POSITIONS BY LEGACY CLASSIFICATION
CommCorrCoeff
-0.86
LgSpecCorrCoeff
0.86
NonReCorrCoeff
0.64
VERSUS
PRICE
LEGACY COMMERCIAL = MERCANTILE + SWAPS
LEGACY LG SPECULATOR = MANAGED MONEY + OTHER
LEGACY NON REPORTS = DISAGREGATED NON REPORTS
$5.00
40000
$4.50
30000
20000
$4.00
P
R
$3.50 I
C
E
10000
0
-10000
$3.00
-20000
-30000
$2.50
-40000
$2.00
Jul-2010
Aug-2010
Sep-2010
Oct-2010
Nov-2010
Dec-2010
Jan-2011
Feb-2011
Mar-2011
Apr-2011
May-2011
Jun-2011
Jul-2011
Aug-2011
Sep-2011
Oct-2011
Nov-2011
Dec-2011
Jan-2012
Feb-2012
Mar-2012
Apr-2012
May-2012
Jun-2012
Jul-2012
Aug-2012
Sep-2012
Oct-2012
Nov-2012
Dec-2012
Jan-2013
Feb-2013
Mar-2013
Apr-2013
May-2013
Jun-2013
Jul-2013
Aug-2013
-50000
Copper
Copyright 8/30/2013
All rights reserved
Commercial
Lg Specs
NonReports
COTanalytics,LLC
Copper
12 MONTH CHART
LEGACY COMMERCIAL AND LARGE SPECULATOR CLASSIFICATIONS
100.0
$3.90
90.0
$3.80
80.0
$3.70
70.0
$3.60
I
N
D
E
X
P
R
I
$3.40 C
E
60.0
$3.50
50.0
40.0
$3.30
30.0
$3.20
20.0
$3.10
10.0
0.0
Sep-2012 Oct-2012 Nov-2012 Dec-2012
Copper
Copyright 8/30/2013
All rights reserved
$3.00
Jan-2013
Feb-2013 Mar-2013 Apr-2013 May-2013 Jun-2013
Comm INDEX
LgSpec INDEX
Jul-2013
Aug-2013
NonReports INDEX
COTanalytics,LLC
36 MONTH CHART
LEGACY COMMERCIAL AND LARGE SPECULATOR CLASSIFICATIONS
Copper

$5.00
100.0
90.0
$4.50
80.0
70.0
$4.00
P
R
I $3.50
C
E
60.0
50.0
40.0
I
N
D
E
X
$3.00
30.0
20.0
$2.50
10.0
Copper
Copyright 8/30/2013
All rights reserved
Comm INDEX
LgSpec INDEX
Aug-2013
Jul-2013
Jun-2013
May-2013
Apr-2013
Feb-2013
Mar-2013
Jan-2013
Dec-2012
Nov-2012
Oct-2012
Sep-2012
Aug-2012
Jul-2012
Jun-2012
May-2012
Apr-2012
Feb-2012
Mar-2012
Jan-2012
Dec-2011
Oct-2011
Nov-2011
Sep-2011
Aug-2011
Jul-2011
Jun-2011
May-2011
Apr-2011
Feb-2011
Mar-2011
Jan-2011
Dec-2010
Nov-2010
Oct-2010
0.0
Sep-2010
$2.00
NonReports INDEX
COTanalytics,LLC
Copyright 8/30/2013
All rights reserved
32237
33200
30512
41429
42111
46597
47502
45002
43632
39694
35512
32746
30809
29778
29202
33312
39284
42233
35797
34694
36715
35789
35415
35221
44912
44964
38179
25833
24573
24540
22064
22684
21304
24749
26087
30291
27705
26935
27503
27848
27120
28533
26035
26878
27035
29465
28384
28748
29208
25644
26763
30485
36260
34638
0.52
0.69
35461
29940
29838
23920
24947
26015
23186
21554
19856
21627
28548
30669
31635
32427
30755
19831
17161
17702
20809
18770
16550
19621
18977
20773
22262
21866
26766
33005
40964
41304
47783
52720
60255
57599
53499
46018
51073
43733
40618
36881
35992
35159
44757
55896
59634
56428
54668
44421
42182
52568
41423
23444
21904
21595
-0.62
-0.78
8536
8445
8321
8120
8894
8008
7313
9603
9144
9081
10077
9286
10756
9843
8924
10979
9288
9284
9798
10777
10299
12283
12775
15400
16922
15060
20298
20937
24740
23598
25705
27027
27418
22971
18977
13114
15573
15673
12451
11661
11667
12980
14899
20938
19867
15435
15880
10668
9444
13658
11107
8323
8156
8139
-0.28
-0.28
18194
19798
19053
23089
23054
23458
22615
21232
21425
20264
19358
13594
14386
10647
10350
15424
18806
18782
17080
17385
18088
16528
19697
20485
23385
22330
22451
14501
13944
12953
16295
17302
15546
17464
14973
17957
15547
17339
16317
15620
15967
15860
13970
18141
18820
16828
17511
17214
19400
17766
17931
22068
22564
22004
-0.28
0.32
13858
11948
11663
10693
11509
11259
11219
12250
12645
11734
12197
13114
18468
14813
16326
11836
10932
10238
10364
9850
11353
10973
10716
11389
12682
12378
13406
11749
10509
10773
11663
11478
11814
14407
14762
10824
10540
9302
10800
11106
11756
12327
14640
14730
10120
9137
8039
8088
7898
8062
9850
10582
7591
5661
-0.26
0.22
12505
11600
10398
13906
14939
15240
15809
16199
15363
16465
16994
15779
16456
14995
13940
12709
14623
15461
15311
14686
18764
18114
19776
21113
21197
20757
22233
19826
15913
16362
20457
17899
20204
19535
15939
15775
14804
13904
14685
16173
17255
15706
18349
18801
14973
13956
14583
15577
15910
19486
16645
15754
14718
15856
0.32
0.05
18968
17541
17817
19163
17663
17962
17821
17534
18501
17428
16302
17247
18679
19305
18041
19510
17139
16746
14280
13861
15199
13814
13544
14036
13462
14839
14707
17125
18026
19344
20278
19394
20261
20921
22119
23315
21478
23148
23505
25013
24497
24807
26130
24907
23179
22102
22255
22053
22362
25713
25040
22376
21831
19954
-0.61
-0.81
(CONTRACTS OF-27628
25,000 POUNDS)
46973
(CONTRACTS OF-31478
25,000 POUNDS)
45513
(CONTRACTS OF-30463
25,000 POUNDS)
47941
(CONTRACTS OF-42179
25,000 POUNDS)
44896
(CONTRACTS OF-44295
25,000 POUNDS)
44016
(CONTRACTS OF-46205
25,000 POUNDS)
43795
(CONTRACTS OF-51118
25,000 POUNDS)
44116
(CONTRACTS OF-53595
25,000 POUNDS)
43110
(CONTRACTS OF-52842
25,000 POUNDS)
44485
(CONTRACTS OF-51506
25,000 POUNDS)
45586
(CONTRACTS OF-47741
25,000 POUNDS)
49366
(CONTRACTS OF-45859
25,000 POUNDS)
49558
(CONTRACTS OF-44191
25,000 POUNDS)
50870
(CONTRACTS OF-43533
25,000 POUNDS)
51296
(CONTRACTS OF-45737
25,000 POUNDS)
52817
(CONTRACTS OF-53033
25,000 POUNDS)
50797
(CONTRACTS OF-58191
25,000 POUNDS)
48103
(CONTRACTS OF-59743
25,000 POUNDS)
45994
(CONTRACTS OF-54447
25,000 POUNDS)
45709
(CONTRACTS OF-56275
25,000 POUNDS)
46133
(CONTRACTS OF-60169
25,000 POUNDS)
44227
(CONTRACTS OF-60237
25,000 POUNDS)
44014
(CONTRACTS OF-59504
25,000 POUNDS)
43755
(CONTRACTS OF-59255
25,000 POUNDS)
42813
(CONTRACTS OF-64244
25,000 POUNDS)
40323
(CONTRACTS OF-60884
25,000 POUNDS)
39139
(CONTRACTS OF-57006
25,000 POUNDS)
40221
(CONTRACTS OF-45290
25,000 POUNDS)
43325
(CONTRACTS OF-37775
25,000 POUNDS)
45483
(CONTRACTS OF-37255
25,000 POUNDS)
46355
(CONTRACTS OF-34304
25,000 POUNDS)
50434
(CONTRACTS OF-31521
25,000 POUNDS)
53327
(CONTRACTS OF-27178
25,000 POUNDS)
54314
(CONTRACTS OF-26042
25,000 POUNDS)
54771
(CONTRACTS OF-26591
25,000 POUNDS)
56180
(CONTRACTS OF-28128
25,000 POUNDS)
56239
(CONTRACTS OF-24899
25,000 POUNDS)
54914
(CONTRACTS OF-27404
25,000 POUNDS)
55112
(CONTRACTS OF-27912
25,000 POUNDS)
53713
(CONTRACTS OF-30841
25,000 POUNDS)
52673
(CONTRACTS OF-31247
25,000 POUNDS)
51662
(CONTRACTS OF-33314
25,000 POUNDS)
51921
(CONTRACTS OF-27998
25,000 POUNDS)
53572
(CONTRACTS OF-21277
25,000 POUNDS)
53603
(CONTRACTS OF-14399
25,000 POUNDS)
54156
(CONTRACTS OF-15069
25,000 POUNDS)
51571
(CONTRACTS OF-16045
25,000 POUNDS)
51631
(CONTRACTS OF-22949
25,000 POUNDS)
51645
(CONTRACTS OF-21954
25,000 POUNDS)
51335
(CONTRACTS OF-13656
25,000 POUNDS)
50915
(CONTRACTS OF-21011
25,000 POUNDS)
50890
(CONTRACTS OF-36282
25,000 POUNDS)
49609
(CONTRACTS OF-41204
25,000 POUNDS)
48370
(CONTRACTS OF-41359
25,000 POUNDS)
46280
-0.68
-0.71
-0.85
-0.76
-3224
3260
674
17509
17164
20582
24316
23448
23776
18067
6964
2077
-826
-2649
-1553
13481
22123
24531
14988
15924
20165
16168
16438
14448
22650
23098
11413
-7172
-16391
-16764
-25719
-30036
-38951
-32850
-27412
-15727
-23368
-16798
-13115
-9033
-8872
-6626
-18722
-29018
-32599
-26963
-26284
-15673
-12974
-26924
-14660
7041
14356
13043
0.68
0.79
-9658
-11353
-10732
-14969
-14160
-15450
-15302
-11629
-12281
-11183
-9281
-4308
-3630
-804
-1426
-4445
-9518
-9498
-7282
-6608
-7789
-4245
-6922
-5085
-6463
-7270
-2153
6436
10796
10645
9410
9725
11872
5507
4004
-4843
26
-1666
-3866
-3959
-4300
-2880
929
2797
1047
-1393
-1631
-6546
-9956
-4108
-6824
-13745
-14408
-13865
0.05
-0.36
-6463
-5941
-7419
-5257
-2724
-2722
-2012
-1335
-3138
-963
692
-1468
-2223
-4310
-4101
-6801
-2516
-1285
1031
825
3565
4300
6232
7077
7735
5918
7526
2701
-2113
-2982
179
-1495
-57
-1386
-6180
-7540
-6674
-9244
-8820
-8840
-7242
-9101
-7781
-6106
-8206
-8146
-7672
-6476
-6452
-6227
-8395
-6622
-7113
-4098
0.61
0.64
3.4825
3.4535
3.6455
3.821
3.7775
3.7565
3.758
3.695
3.6375
3.554
3.483
3.443
3.449
3.539
3.643
3.663
3.6725
3.5655
3.591
3.6975
3.6585
3.6755
3.6565
3.78
3.759
3.7375
3.5425
3.5135
3.5145
3.517
3.4675
3.402
3.343
3.344
3.151
3.1825
3.311
3.38
3.313
3.2965
3.2675
3.267
3.197
3.0985
3.0615
3.105
3.1585
3.146
3.1075
3.164
3.3095
3.36
3.356
3.235
e
CE
Da
t
AT
E
pe
r
Co
p
ne
tN
on
th
er
ne
tO
M
ne
tM
ne
tS
er
c
wa
p
its
_U
n
ne
tM
tra
ct
Co
n
tS
ho
rt
No
nR
ep
tL
on
g
No
nR
ep
ea
d
he
rS
pr
Ot
he
rS
ho
rt
Ot
he
rL
on
g
ea
d
3066
3118
2644
2853
2560
2887
3267
3563
3594
6649
8402
10069
3861
3522
3613
4151
5804
5965
6371
5586
6200
5435
8297
9792
6940
6775
6605
5520
5722
4399
4558
6219
8854
10962
8623
6098
5036
5597
6224
6282
7364
7432
7393
6452
6172
7619
7420
8143
5920
5651
6126
4883
5282
4937
-0.05
-0.39
Ot
M
_S
pr
M
M
_S
ho
rt
M
M
_L
on
g
ad
6661
6990
5813
6222
6131
6505
6909
6969
7122
6617
5400
5701
5356
4815
5270
5628
7477
8112
7475
7014
7562
7701
8839
9313
10026
10416
10817
9500
8958
8793
8289
8242
8670
11062
11412
11585
9426
8723
9387
10665
12317
12557
11918
12096
10233
10044
10653
10557
10843
11893
13111
10348
9376
8313
0.17
-0.66
PR
I
10343
11549
10998
12833
12601
11697
10815
10247
9410
8520
7615
7309
7350
6906
6581
9375
10448
10415
10272
10294
10636
10732
11292
11181
14259
14332
14573
12414
11794
10879
8344
6487
6344
6200
6276
5958
6105
5779
6266
6115
6104
7172
7918
7766
6979
6867
6390
6503
6728
6858
7255
7810
9138
10951
0.50
0.74
Sw
ap
S
pr
e
ho
rt
ap
S
Sw
ap
L
Sw
57316
57062
58939
57729
56617
55492
54931
53357
53895
54106
56981
56867
58220
58202
59398
60172
58551
56409
55981
56427
54863
54746
55047
53994
54582
53471
54794
55739
57277
57234
58778
59814
60658
60971
62456
62197
61019
60891
59979
58788
57766
59093
61490
61369
61135
58438
58021
58148
58063
57773
58145
57419
57508
57231
-0.57
-0.66
RP
TD
42970
44399
38745
48954
50783
52613
56576
58785
57879
60903
58939
57930
52404
55572
54535
58480
63808
66147
62053
63997
70888
71127
70798
71727
81231
71838
69352
57674
49959
50437
52233
52052
49275
45824
57539
52515
48221
46839
48504
52517
53167
54409
55629
56019
44357
42662
42903
47567
47125
38227
43867
60964
63231
63906
0.58
0.53
on
g
or
t
er
cS
h
M
er
cL
on
g
M
en
In
te
re
st
Op
COPPER-GRADE #1 - COMMODITY
149521
EXCHANGE
15342
INC.
145284
EXCHANGE
12921
INC.
136572
EXCHANGE8282
INC.
147726
EXCHANGE6775
INC.
149249
EXCHANGE6488
INC.
152396
EXCHANGE6408
INC.
152408
EXCHANGE5458
INC.
152134
EXCHANGE5190
INC.
150433
EXCHANGE5037
INC.
153742
EXCHANGE9397
INC.
156761
EXCHANGE
11198
INC.
155633
EXCHANGE
12071
INC.
152139
EXCHANGE8213
INC.
148006
EXCHANGE
12039
INC.
145471
EXCHANGE8798
INC.
144234
EXCHANGE5447
INC.
151575
EXCHANGE5617
INC.
154107
EXCHANGE6404
INC.
148703
EXCHANGE7606
INC.
146756
EXCHANGE7722
INC.
156476
EXCHANGE
10719
INC.
155931
EXCHANGE
10890
INC.
162159
EXCHANGE
11294
INC.
168695
EXCHANGE
12472
INC.
184248
EXCHANGE
16987
INC.
174775
EXCHANGE
10954
INC.
178678
EXCHANGE
12346
INC.
161489
EXCHANGE
12384
INC.
159876
EXCHANGE
12184
INC.
158882
EXCHANGE
13182
INC.
169444
EXCHANGE
17929
INC.
173895
EXCHANGE
20531
INC.
181020
EXCHANGE
22097
INC.
184439
EXCHANGE
19782
INC.
189202
EXCHANGE
30948
INC.
174272
EXCHANGE
24387
INC.
167425
EXCHANGE
23322
INC.
160460
EXCHANGE
19435
INC.
161621
EXCHANGE
20592
INC.
164199
EXCHANGE
21676
INC.
167166
EXCHANGE
21920
INC.
169723
EXCHANGE
21095
INC.
182355
EXCHANGE
27631
INC.
196007
EXCHANGE
34742
INC.
179494
EXCHANGE
29958
INC.
171686
EXCHANGE
27593
INC.
169838
EXCHANGE
26858
INC.
164547
EXCHANGE
24618
INC.
162459
EXCHANGE
25171
INC.
166738
EXCHANGE
24571
INC.
164603
EXCHANGE
22856
INC.
162476
EXCHANGE
24682
INC.
160917
EXCHANGE
22027
INC.
157322
EXCHANGE
22547
INC.
3 YR CORREL. W/PRICE
-0.11
-0.53
1 YR CORREL. W/PRICE
-0.58
-0.91
8/21/2012
8/28/2012
9/4/2012
9/11/2012
9/18/2012
9/25/2012
10/2/2012
10/9/2012
10/16/2012
10/23/2012
10/30/2012
11/6/2012
11/13/2012
11/20/2012
11/27/2012
12/4/2012
12/11/2012
12/18/2012
12/24/2012
12/31/2012
1/8/2013
1/15/2013
1/22/2013
1/29/2013
2/5/2013
2/12/2013
2/19/2013
2/26/2013
3/5/2013
3/12/2013
3/19/2013
3/26/2013
4/2/2013
4/9/2013
4/16/2013
4/23/2013
4/30/2013
5/7/2013
5/14/2013
5/21/2013
5/28/2013
6/4/2013
6/11/2013
6/18/2013
6/25/2013
7/2/2013
7/9/2013
7/16/2013
7/23/2013
7/30/2013
8/6/2013
8/13/2013
8/20/2013
8/27/2013
8/24/2012
8/31/2012
9/7/2012
9/14/2012
9/21/2012
9/28/2012
10/5/2012
10/12/2012
10/19/2012
10/26/2012
11/2/2012
11/9/2012
11/16/2012
11/23/2012
11/30/2012
12/7/2012
12/14/2012
12/21/2012
12/27/2012
1/3/2013
1/11/2013
1/18/2013
1/25/2013
2/1/2013
2/8/2013
2/15/2013
2/22/2013
3/1/2013
3/8/2013
3/15/2013
3/22/2013
3/29/2013
4/5/2013
4/12/2013
4/19/2013
4/26/2013
5/3/2013
5/10/2013
5/17/2013
5/24/2013
5/31/2013
6/7/2013
6/14/2013
6/21/2013
6/28/2013
7/5/2013
7/12/2013
7/19/2013
7/26/2013
8/2/2013
8/9/2013
8/16/2013
8/23/2013
8/30/2013
COTanalytics,LLC
Scatter Diagram
Copper
52 Wk Correlation Coefficient
Open Interest
-0.58
versus
Price
$5.00
Price (Y)
$4.50
$4.00
$3.50
$3.00
$2.50
100,000
120,000
140,000
160,000
180,000
200,000
220,000
Number of Combined Contracts (includes Delta Adjusted Options) (X)

Wks -156 thru -50
Last 3 Weeks
- - - LAST 52 WEEKS LR LINE
Wks -49 thru -3
Copyright 8/30/2013
All rights reserved
COTanalytics,LLC
Scatter Diagram
Copper
Mercantile Long Positions
-0.91
versus
Price
$5.00
$4.50
Price (Y)
$4.00
$3.50
$3.00
$2.50
0
5,000
10,000
15,000
20,000
25,000
30,000
35,000
40,000

Wks -156 thru -50
Wks -49 thru -3
Last 3 Weeks
Copyright 8/30/2013
All rights reserved
COTanalytics,LLC
Scatter Diagram
Copper
Mercantile Short Positions
0.53
versus
Price
$5.00
$4.50
Price (Y)
$4.00
$3.50
$3.00
$2.50
25,000
35,000
45,000
55,000
65,000
75,000
85,000
95,000

Wks -156 thru -50
Last 3 Weeks
Wks -49 thru -3
Copyright 8/30/2013
All rights reserved
COTanalytics,LLC
Copper
Scatter Diagram
Swap Long Positions
-0.66
versus
Price
$5.00
Price (Y)
$4.50
$4.00
$3.50
$3.00
$2.50
40,000
45,000
50,000
55,000
60,000
65,000

Wks -156 thru -50
Last 3 Weeks
Wks -49 thru -3
Copyright 8/30/2013
All rights reserved
COTanalytics,LLC
Scatter Diagram
Copper
Swap Short Positions
0.74
versus
Price
$5.00
Price (Y)
$4.50
$4.00
$3.50
$3.00
$2.50
5,000
7,000
9,000
11,000
13,000
15,000
17,000

Wks -156 thru -50
Wks -49 thru -3
Last 3 Weeks
Copyright 8/30/2013
All rights reserved
COTanalytics,LLC
Scatter Diagram
Copper
Swap Spread Positions
-0.66
versus
Price
$5.00
$4.50
Price (Y)
$4.00
$3.50
$3.00
$2.50
4,000
6,000
8,000
10,000
12,000
14,000
16,000
18,000
20,000
22,000

Wks -49 thru -3
Wks -156 thru -50
Last 3 Weeks
Copyright 8/30/2013
All rights reserved
COTanalytics,LLC
Scatter Diagram
Copper
Money Manager Long Positions
0.69
versus
Price
$5.00
$4.50
Price (Y)
$4.00
$3.50
$3.00
$2.50
15,000
20,000
25,000
30,000
35,000
40,000
45,000
50,000
55,000
60,000

Wks -156 thru -50
Last 3 Weeks
Wks -49 thru -3
Copyright 8/30/2013
All rights reserved
COTanalytics,LLC
Copper
Scatter Diagram
-0.78
Money Manager Short Positions

versus
Price
$5.00
$4.50
Price (Y)
$4.00
$3.50
$3.00
$2.50
10,000
20,000
30,000
40,000
50,000
60,000
70,000

Wks -156 thru -50
Last 3 Weeks
Wks -49 thru -3
Copyright 8/30/2013
All rights reserved
COTanalytics,LLC
Copper
Scatter Diagram
-0.39
Money Manager Spread Positions

versus
Price
$5.00
Price (Y)
$4.50
$4.00
$3.50
$3.00
$2.50
0
2,000
4,000
6,000
8,000
10,000
12,000

Wks -156 thru -50
Last 3 Weeks
Wks -49 thru -3
Copyright 8/30/2013
All rights reserved
COTanalytics,LLC
Scatter Diagram
Copper
"Other" Long Positions
-0.28
versus
Price
$5.00
$4.50
Price (Y)
$4.00
$3.50
$3.00
$2.50
0
5,000
10,000
15,000
20,000
25,000
30,000

Wks -156 thru -50
Last 3 Weeks
Wks -49 thru -3
Copyright 8/30/2013
All rights reserved
COTanalytics,LLC
Copper
Scatter Diagram
"Other" Short Positions
0.32
versus
Price
$5.00
Price (Y)
$4.50
$4.00
$3.50
$3.00
$2.50
0
5,000
10,000
15,000
20,000
25,000

Wks -156 thru -50
Last 3 Weeks
Wks -49 thru -3
Copyright 8/30/2013
All rights reserved
COTanalytics,LLC
Scatter Diagram
"Other" Spread Positions
Copper
0.22
versus
Price
$5.00
$4.50
Price (Y)
$4.00
$3.50
$3.00
$2.50
3,000
5,000
7,000
9,000
11,000
13,000
15,000
17,000
19,000
21,000

Wks -156 thru -50
Last 3 Weeks
Wks -49 thru -3
Copyright 8/30/2013
All rights reserved
COTanalytics,LLC
Scatter Diagram
Copper
0.05
Non Report Long Positions

versus
Price
$5.00
$4.50
Price (Y)
$4.00
$3.50
$3.00
$2.50
8,000
10,000
12,000
14,000
16,000
18,000
20,000
22,000
24,000

Wks -156 thru -50
Last 3 Weeks
Wks -49 thru -3
Copyright 8/30/2013
All rights reserved
COTanalytics,LLC
Scatter Diagram
Copper
-0.81
Non Report Short Positions

versus
Price
$5.00
$4.50
Price (Y)
$4.00
$3.50
$3.00
$2.50
10,000
12,000
14,000
16,000
18,000
20,000
22,000
24,000
26,000
28,000

Wks -156 thru -50
Last 3 Weeks
Wks -49 thru -3
Copyright 8/30/2013
All rights reserved
COTanalytics,LLC
Copper
LEGACY Commercial Net Positions
52 Week Correlation Coefficient
-0.86
Legacy Commercial = Mercantile + Swap

10,000
15,000
20,000
72
3.27
Jun-07
25,000
90
3.10
Jun-21
86
3.11
Jul-26
30,000
97
3.16
100
3.06
Aug-02
Jun-28
5,000
95
3.16
35,000
Mar-15
96
3.11
Jul-05
40,000
0
45,000
-5,000
85
3.15
87
3.31
Jul-19
Aug-09
Weekly Change
81
3.20
Jun-14
-10,000
-15,000
-20,000
Total Net Positions
INDEX PRICE
DATE
Copyright 8/30/2013
All rights reserved
COTanalytics, LLC
COTanalytics@gmail.com
Copper
MERCANTILE Net Positions
-0.85
12,000
76
3.20
Jun-14
7,000
2,000
-35,000
-33,000
67
3.27
Jun-07
-31,000
-29,000
-27,000
-25,000
-23,000
86
3.11
Jul-26
-21,000
-3,000
84
3.15
Jul-19
88
3.31
Aug-09
Weekly Change
87
3.10
Jun-21
-8,000
-13,000
-18,000
INDEX PRICE
DATE
Copyright 8/30/2013
All rights reserved
Total Net Positions

COTanalytics, LLC
Copper
SWAP Net Positions
-0.76
2,000
89
3.20
Jun-14
1,500
1,000
50,000
53,000
89
3.10
Jun-21
54,000
500
0
55,000
-500
Weekly Change
49,000
82
3.27
Jun-07
81
3.16
81
78
3.31
Mar-153.15
Jul-19 52,000
51,000
Aug-09
80
3.11
78
3.16
Jul-26
Aug-02
91
3.06
Jun-28
-1,000
73
3.36
Aug-16
-1,500
-2,000
81
3.11
Jul-05
-2,500
-3,000
INDEX PRICE
DATE
Copyright 8/30/2013
All rights reserved
Total Net Positions

COTanalytics, LLC
Copper
LEGACY Lg Speculators Net Positions
0.86
Legacy Lg Speculators = Managed Money + Other

20,000
10,000
16
3.31
Aug-09
49
3.36
Aug-23
5,000
15
3.15
Jul-19
35
3.27
Jun-07
5
3.11
Jul-05
-35,000
-30,000
6
3.16
Mar-15
3.11
-25,000 14
Jul-26
-20,000
-15,000
-10,000
-5,000
0
48
3.24
0
Aug-30
-5,000
0
3.06
Jun-28
1
3.16
Aug-02
15,000
Weekly Change
39
3.36
Aug-16
8
3.10
Jun-21
22
3.20
Jun-14
-10,000
Total Net Positions

Copyright 8/30/2013
All rights reserved
COTanalytics, LLC
Copper
Managed Money Net Positions
0.79
25,000
59
3.36
Aug-16
20,000
31
3.31
30 Aug-09
3.15
Jul-19
10,000
68
3.36
Aug-23
15
3.11
Jul-05
33
3.11
Jul-26
16
3.16
Mar-15
-40,000
-30,000
-20,000
41
3.27
Jun-07
-10,000
8
3.06
Jun-28
3.24
10,00067
Aug-30
5,000
0
20,000
Weekly Change
15,000
-5,000
13
3.10
Jun-21
15
3.16
Aug-02
-10,000
26
3.20
Jun-14
-15,000
-20,000
Total Net Positions

Copyright 8/30/2013
All rights reserved
COTanalytics, LLC
Copper
Other Net Positions
-0.36
8,000
6,000
42
3.16
Aug-02
-16,000
6
3.24
Aug-30
4 -14,000
3.36
Aug-23
67
3.10
Jun-21
46
3.27
Jun-07
-12,000
-10,000
20
3.11
Jul-26
-8,000
-6,000
-4,000
32
3.31
Aug-09
51
3.16
-2,000
Mar-15
51
3.11
Jul-05
2,000
60
3.06
Jun-28
2,000
0
4,000
Weekly Change
4,000
60
3.20
Jun-14
-2,000
-4,000
33
3.15
Jul-19
-6,000
6
3.36
Aug-16
-8,000
Total Net Positions

Copyright 8/30/2013
All rights reserved
COTanalytics, LLC
Copper
Non Reports Net Positions
0.64
4,000
42
3.24
Aug-30
3,000
24
3.20
Jun-14
-10,000
-9,000
24
3.16
Mar-15
31
3.16
22
3.11
30 Aug-02
3.11
Jul-05
-8,000
-7,000 Jul-26 -6,000
27
3.36
Aug-23
1,000
0
-5,000
-4,000
-3,000
-2,000
-1,000
Weekly Change
2,000
29
3.36
32
3.10
Aug-16
Jun-21
30
3.15
Jul-19
-1,000
17
3.27
3.06
Jun-07 21 21 3.31
Jun-28
Aug-09
-2,000
-3,000
Total Net Positions

Copyright 8/30/2013
All rights reserved
COTanalytics, LLC
Copyright 8/30/2013
All Rights Reserved
COTanalytics, LLC

Copper: Open Interest Week Ending Closing Price

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Copper: Open Interest Week Ending Closing Price

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Verfügbare Formate

Jul-2010

OPEN INTEREST CONTRACTS PLUS DELTA ADJUSTED OPTIONS

NET POSITION INDEX VALUATION MODEL WITH 5% ERROR BARS

NET POSITION INDEX VALUATION MODEL

GROSS CONTRACT POSITION VALUATION MODEL (WITH 5% ERROR BARS)

TWO PRICE FORECAST MODELS

5 WEEK FORECAST BASED ON GROSS CONTRACT POSITIONS

MERCANTILE AND SWAP NET POSITIONS

HISTORICAL CAPACITIES TO BE LONG OR SHORT VERSUS PRICE

MANAGED MONEY AND 'OTHER' NET POSITIONS

HISTORICAL CAPACITIES TO BE LONG OR SHORT VERSUS PRICE

NET POSITIONS IN CONTRACTS ( + LONG - SHORT )

NET POSITIONS BY DISAGGREGATED CLASSIFICATIONS

NET POSITIONS IN CONTRACTS ( + LONG - SHORT)

NET POSITIONS BY LEGACY CLASSIFICATION

Feb-2013 Mar-2013 Apr-2013 May-2013 Jun-2013

HISTORICAL CAPACITIES TO BE LONG OR SHORT VERSUS PRICE

Number of Combined Contracts (includes Delta Adjusted Options) (X)

- - - LAST 52 WEEKS LR LINE

Wks -49 thru -3

Mercantile Long Positions

Number of Combined Contracts (includes Delta Adjusted Options) (X)

Wks -49 thru -3

- - - LAST 52 WEEKS LR LINE

Mercantile Short Positions

Number of Combined Contracts (includes Delta Adjusted Options) (X)

- - - LAST 52 WEEKS LR LINE

Wks -49 thru -3

Swap Long Positions

Number of Combined Contracts (includes Delta Adjusted Options) (X)

- - - LAST 52 WEEKS LR LINE

Wks -49 thru -3

Swap Short Positions

Number of Combined Contracts (includes Delta Adjusted Options) (X)

Wks -49 thru -3

- - - LAST 52 WEEKS LR LINE

Swap Spread Positions

Number of Combined Contracts (includes Delta Adjusted Options) (X)

Wks -156 thru -50

- - - LAST 52 WEEKS LR LINE

Money Manager Long Positions

Number of Combined Contracts (includes Delta Adjusted Options) (X)

- - - LAST 52 WEEKS LR LINE

Wks -49 thru -3

Money Manager Short Positions

Number of Combined Contracts (includes Delta Adjusted Options) (X)

- - - LAST 52 WEEKS LR LINE

Wks -49 thru -3

Money Manager Spread Positions

Number of Combined Contracts (includes Delta Adjusted Options) (X)

- - - LAST 52 WEEKS LR LINE

Wks -49 thru -3

"Other" Long Positions

Number of Combined Contracts (includes Delta Adjusted Options) (X)

- - - LAST 52 WEEKS LR LINE

Wks -49 thru -3

"Other" Short Positions

Number of Combined Contracts (includes Delta Adjusted Options) (X)

- - - LAST 52 WEEKS LR LINE

Wks -49 thru -3

Number of Combined Contracts (includes Delta Adjusted Options) (X)

- - - LAST 52 WEEKS LR LINE

Wks -49 thru -3