Currently for Forex trading, COT data is only available for currency pairs that are tied to the U.S. Dollar (the Euro/Yen being the only exception). This is because in the U.S. futures markets, futures contracts are traded against the U.S. Dollar. With the U.S. Dollar being the world's reserve currency, two non-U.S. countries can make a sale/purchase hedging against the dollar by placing the trade in dollars and both sides are protected. The Commitments of Traders data for these contracts based on the U.S. Dollar are collected and distributed. COT data is available for the representative currency pairs:

USDCHF U.S. Dollar/Swiss Franc
USDJPY U.S. Dollar/Japanese Yen
EURUSD Euro/U.S. Dollar
GBPUSD British Pound/U.S. Dollar
USDCAD U.S. Dollar/Canadian Dollar
AUDUSD Australian Dollar/U.S. Dollar
NZDUSD New Zealand Dollar/U.S. Dollar
USDMXN U.S. Dollar/Mexican Peso

EURJPY Euro/Japanese Yen (This is the only exception to the U.S. Dollar)

Current Forex trading no longer relies the U.S. Dollar as an intermediary, but most futures transactions are still based on it for large-scale systems and hedging. This still results in a lack of COT data available for non-U.S. based currency pairs in the Forex market.

Shatterfield has solved this problem...

COT Synthetics^™ are a set of artificial COT data that presents a fairly accurate (if not completely accurate) representation of what would be true COT data for a non-U.S. Dollar based currency pair. This data allows COT analysis to be performed using all of the same methods reserved for regular COT data, including: Net Positions, COT Strength, COT Index, Contract Open Interest, Group Open Interest, Group Positions Held, etc.

In the case of the EURJPY (Euro/Japanese Yen), since it is not a heavily traded contract, the COT data is not clearly representative of the behavior of the chart. Shatterfield's COT Synthetics^™ are actually more accurate to the price behavior than the original EuroYen COT data, as can be seen here:

The top indicator is the actual Net Positions for the EuroYen contract. The bottom indicator is the Shatterfield EuroYen Synthetic Net Positions. There is clearly a difference in their appearance, but most notably in how they represent the data. The original Net Positions have little to do with the behavior of the underlying contract, but the synthetics follow the behavior that would be expected of COT information.

Shatterfield has made these synthetics available for the following currency pairs:

EURJPY
EURCHF
EURGBP
GBPJPY
CHFJPY
GBPCHF
EURAUD
EURCAD
AUDCAD
AUDJPY
AUDNZD
NZDJPY

NOTICE: COT Synthetics are artificially created contract information, not real contract information. This should be considered when analyzing information using the COT Synthetics.