This report shows the net difference between long and short positions held by speculative (non-commercial) traders in the silver futures market. It is part of the Commitments of Traders (COT) report and is used to gauge market sentiment and potential trend reversals. Extreme positions in either direction can often signal that a market is overbought or oversold.
The CFTC aggregates data from clearing members, futures commission merchants, and foreign brokers. Speculative net positions are calculated by subtracting total short contracts from total long contracts held by non-commercial traders.
No historical data available
