Commitments of Traders
Commitments of Traders
The Commitments of Traders (COT) reports provide a breakdown of each Tuesday’s open interest for market reports in which 20 or more traders hold positions equal to or above the reporting levels established by the CFTC.
Please see the official Release Schedule for a calendar of release dates.
Reports are available in both a short and long format. The short report shows open interest separately by reportable and nonreportable positions. For reportable positions, additional data is provided for commercial and non-commercial holdings, spreading, changes from the previous report, percents of open interest by category, and numbers of traders.
The long report, in addition to the information in the short report, groups the data by crop year, where appropriate, and shows the concentration of positions held by the largest four and eight traders.
Supplemental reports show aggregate futures and option positions of Noncommercial, Commercial, and Index Traders in 12 selected agricultural commodities.
January 2, 2009
December 22, 2008 reports for NYME Henry Hub Gas Swap futures (CFTC ID 03565B), NYME Henry Hub Penultimate Gas Swap futures (CFTC ID 03565C), and NYME European Style Natural Gas options (CFTC ID 02365U) are now available.
December 29, 2008
Due to a clearing member reporting problem on December 22, 2008 in NYME Henry Hub Gas Swap futures (CFTC ID 03565B), NYME Henry Hub Penultimate Gas Swap futures (CFTC ID 03565C), and NYME European Style Natural Gas options (CFTC ID 02365U), these contracts will not be published December 29, 2008. We expect to publish with corrected open interest figures on or before January 2, 2009.
Holiday Release Schedule
As noted on the Commitment of Traders (COT) Report Release Schedule, Federal holidays delay the release by one day. As a result, the next two releases will be on Monday, December 29, and Monday, January 5 at 3:30 p.m. In addition, the COT report released on December 29 will be for the prior Monday’s open interest positions instead of the usual Tuesday’s.
Revised Data: Week of November 14, 2008
Due to a position reporting error in ICE Futures U.S. coffee option positions, the Futures-and-Options Combined Report and the CIT Report for November 14, 2008 contained incorrect information. Commission staff has corrected the error and has revised the reports for this date to reflect this change.
Current Reports: Week of January 9, 2009
Futures Only |
Futures-and-Options-Combined | |||
Chicago Board of Trade |
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Chicago Mercantile Exchange |
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Chicago Board Options Exchange |
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Chicago Climate Futures Exchange |
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Kansas City Board of Trade |
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Minneapolis Grain Exchange |
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Commodity Exchange Incorporated |
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ICE Futures U.S. |
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New York Mercantile Exchange |
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Supplemental Commodity Index |
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Other Available Formats
These text-only files contain the most recent Futures-only and Futures-and-Options-Combined long form data in a comma delimited format for easy loading into a spreadsheet.
- Futures-Only Commitments of Traders Comma Delimited
- Options and Futures Commitments of Traders Comma Delimited
- Supplement: Commodity Index Report Comma Delimited
Supplemental Report
In a December 5, 2006 press release, the CFTC announced that, in addition to the existing weekly Commitments of Traders reports, a supplemental report would be published beginning January 5, 2007.
The Commission’s actions in response to its comprehensive review of the Commitments of Traders Reporting program are summarized in Comprehensive Review of the Commitments of Traders Reporting Program published December 5, 2006. An Executive Summary of the December 5, 2006 report is also available.
Send comments to marketreports@cftc.gov.