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CFTC Commitments Of Traders Report

Date 14/09/2012

The Commitments of Traders (COT) reports provide a breakdown of each Tuesday’s open interest for markets 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..

History of Disaggregated COT data - October 20, 2009:

CFTC will make available more than three years of history of disaggregated data included in the weekly Commitments of Traders (COT) reports. History for the 22 commodity futures markets currently contained in the weekly disaggregated COT reports, first published on September 4, 2009, will be available starting Tuesday, October 20, 2009.

Machine-readable files will be located on the CFTC website, with data dating back to June 13, 2006. One type is a zipped, comma-delimited text file Historical Compressed; while the other type is a zipped Excel file. Historical Compressed In addition, the 3-year history will be available in a “viewable” file on the CFTC website, by commodity group, and, within group, by commodity. Historical Viewables These viewable files will only be available in the “long format.”

Please note: CFTC does not maintain a history of large trader classifications. Therefore, current classifications are used to classify the historical positions of each reportable trader (this approach is commonly referred to as ”backcasting;” see the D-COT Explanatory Notes at, Disaggregated Explanatory Notes.)

Special Announcement

No special announcements.

Reports Dated September 11, 2012 - Current Disaggregated Reports:

 

         
 

Disaggregated Futures Only

Disaggregated Futures-and-Options -Combined

Agriculture

Long Format

Short Format

Long Format

Short Format

Petroleum and Products

Long Format

Short Format

Long Format

Short Format

Natural Gas and Products

Long Format

Short Format

Long Format

Short Format

Electricity

Long Format

Short Format

Long Format

Short Format

Metals and Other

Long Format

Short Format

Long Format

Short Format

Current Traders in Financial Futures Reports:

 

         
 

Traders in Financial Futures ; Futures Only

Traders in Financial Futures; Futures-and-Options -Combined

Financial

Long Format

 

Long Format

 

Current Legacy Reports:

 

         
 

Futures Only

Futures-and-Options-Combined

Chicago Board of Trade

Long Format

Short Format

Long Format

Short Format

Chicago Mercantile Exchange

Long Format

Short Format

Long Format

Short Format

Chicago Board Options Exchange

Long Format

Short Format

Long Format

Short Format

Chicago Climate Futures Exchange

Long Format

Short Format

Long Format

Short Format

Kansas City Board of Trade

Long Format

Short Format

Long Format

Short Format

Minneapolis Grain Exchange

Long Format

Short Format

Long Format

Short Format

Commodity Exchange Incorporated

Long Format

Short Format

Long Format

Short Format

ICE Futures U.S.

Long Format

Short Format

Long Format

Short Format

ICE Futures Europe

Long Format

Short Format

Long Format

Short Format

ICE - OTC

Long Format

Short Format

Long Format

Short Format

New York Mercantile Exchange

Long Format

Short Format

Long Format

Short Format

NYSE Liffe

Long Format

Short Format

Long Format

Short Format

New York Portfolio Clearing

Long Format

Short Format

Long Format

Short Format

Supplemental Commodity Index

CIT Report

 

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.

Variable Names for Long COT Legacy Reports

Variable Names for Long Commodity Index Trader Supplemental Report

Variable Names for Disaggregated COT Reports

Variable Names for Traders in Financial Futures Reports

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.



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