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Historical Special Announcements

  • January 31, 2014: Due to a different open interest calculation methodology used at the exchange for last trading day that does not align with large trader open interest reporting, data for the February 2014 Natural Gas Penultimate ICE contract (CFTC ID 023392) for January 28, 2014 (last trading date) has been omitted from this report.

    December 30, 2013: The Nodal Exchange was closed Christmas Eve. As a result, no data is available for that day and accordingly the CFTC will resume publication of data for Nodal next week.

    December 18, 2013: Corrections for the futures-only and the options and futures combined commitment reports dated December 10, 2013 for contract market IFED NYISO Zone A Day Ahead Peak MI  (CFTC ID 064C74) were made today.

    Five Nodal Exchange contracts that were published for the first time last week have incorrect large trader position information. We have removed these reports and will issue reports for these contract markets in the near future.

    July 19, 2013: Effective with this week’s Commitments of Traders report, the Commission staff has reclassified certain positions in the ICE Cocoa futures and options markets from the Noncommercial category to the Commercial category. Commission staff periodically evaluates these classifications and will change a classification in light of new or additional information.

    June 28, 2013: Due to a different open interest calculation methodology used at the exchange for last trading day that does not align with large trader open interest reporting, data for the July 2013 Natural Gas Penultimate ICE contract (CFTC ID 023392) for June 25, 2013 (last trading date) has been omitted from this report.

    April 17, 2013: Due to position reporting errors in ICUS Frozen Concentrated Orange Juice (CFTC #040701) caused by account transfers, we have published updated commitment reports for this contract market today.

    April 5, 2013: CBT Soybean Meal has been added to the Commitment of Traders Index Supplement due to the addition of soybean meal to more indices.

    January 15, 2013

    Corrections for the futures-only and the options and futures combined commitment reports dated January 8, 2013 for contract market IFED PG&E CITYGATE FIN BASIS (CFTC ID 023394) were made today. 

    January 11, 2013

    IFED PG&E CITYGATE FIN BASIS (CFTC ID 023394) reports will not be published for data date January 8, 2013. We expect to publish with corrected information on or before January 18, 2013.

    December 5, 2012:

    Updated commitments reports for 11/27/2012 were published at 15:30 Eastern Time today.

    December 4, 2012:

    Some account transfers were not classified in time, thus the reports for 11/27/2012 did not include the classification of all trader positions. Therefore, we will publish updated commitments reports for 11/27/2012 on 12/05/2012 at 15:30 Eastern Time.

    November 9, 2012:

    Corrections for the options and futures combined commitment reports dated 10/30/2012 for contract market CFTC ID #067411 - IFEU Crude Oil, Light Sweet were made today.  Only the reports that include option information were affected.

    November 2, 2012:

    Due to the CBOE being closed Monday, October 29, 2012 and Tuesday, October 30, 2012 the CBOE VIX Futures (CFTC ID #1170E1) report dated October 30, 2012 actually reflects positions as of Friday, October 26, 2012.

    June 6, 2012

    CME Lean Hogs (CFTC ID #054642) has the old-other marketing year split restored for the reports dated 05/29/2012.

    May 18, 2012

    Today’s published reports for CME Cash-Settled Cheese (CFTC Code 063642) contain errors due to reporting firm problems.  Revised reports will be published upon receipt and validation of corrected data.

    May 21, 2012

    The report for CME Cash-Settled Cheese (CFTC Code 063642) has been corrected.

    January 13, 2012

    Due to a clearing system problem for trade date 01/10/2012 in the ICE OTC NATURAL GAS ICE HENRY HUB contract (CFTC ID 023391) the Commission adjusted the exchange reported open interest for the report published today.

    November 18, 2011

    Due to reporting firm problems in the NYL MSCI Emerging Markets Mini Index (CFTC ID #244042), this market has been deleted from the reports dated November 15, 2011.

    November 14, 2011

    MF Global (MFG) was a major source of data in the Commission’s Large-Trader Reporting System, and accounts reported to the Commission through MFG were in various stages of transfer this week.  Commission staff is working diligently with FCMs that are receiving former MFG accounts in order to get the accounts identified and properly classified.

    There are known problems with the following markets which will not have reports dated November 8, 2011 published: NYME SING GASOIL SWAP (CFTC ID #02265J), NYME PJM WESTERN PEAK REAL TIME (#064A58), NYME DUBAI CRUDE OIL CALENDAR SWAP (#06765G), ICE AECO FIN BASIS (#023396), ICE CHICAGO FIN BASIS (#023397), and ICE MID-C FINANCIAL OFF-PEAK OTC (#064392).

    November 10, 2011

    NYL MSCI Emerging Markets Mini Index (CFTC ID 244042) reports for trade date November 1, 2011 are now published.

    November 4, 2011

    MF Global has been a major source of data in the Commission’s Large-Trader Reporting System, and accounts reported to the Commission through MFG were/are in various stages  of lock down and transfer this week.  [See information on MF Global at: Intermediaries - CFTC]  Potentially, issues may arise for data that we are scheduled  to publish on Monday, November 14, for the week of Tuesday, November 8.  Commission staff is  re-directing staff resources in a diligent effort to work with FCMs that are receiving former  MFG accounts in order to get the accounts identified and properly classified in time for this  and ensuing COT reports.

    November 4, 2011

    NYL MSCI Emerging Markets Mini Index (CFTC ID 244042) reports will not be published on November 4, 2011. We expect to publish with corrected large trader information on or before November 9, 2011.

    October 14, 2011

    Due to reporting firm problems for trade date 10/11/2011 in the following contracts: CME LEAN HOGS (CFTC ID 054642), CME LIVE CATTLE (057642), and CBT CORN (002602), the Commission adjusted the exchange reported open interest for the reports published today.

    September 2, 2011

    Due to reporting firm problems for trade date 8/30/2011 in the CME NIKKEI STOCK AVERAGE YEN DENOM contract (CFTC ID 240743), ICE PG&E Citygate Fin Basis (023394), ICE AECO FIN BASIS (023396), ICE HSC Fin Basis (023998), ICE WAHA Fin Basis (023399), ICE MID-C FINANCIAL PEAK OTC (064391) and ICE.

    July 8, 2011

    In this week’s Commitments of Traders report, the Commission staff notes that an account transfer resulted in a large shift from the Noncommercial category to the Commercial category in the CME Brazilian Real (CFTC #102741) futures and options markets. This change affects the legacy reports but does not affect the traders in financial futures reports.

    July 1, 2011

    Due to a different open interest calculation methodology used at the exchange for last trading day that does not align with large trader open interest reporting, data for the July 2011 Henry Financial LD1 Fixed Price contract (CFTC ID 023391) for June 28, 2011 (last trading date) has been omitted from this report.

    June 24, 2011

    Due to a clearing system problem for trade date 6/21/2011 in the CME Mini NASDAQ 100 Stock Index contract (CFTC ID 209742) the Commission adjusted the exchange reported open interest for the report published today.

    June 8, 2011

    Due to position reporting errors in NYMEX European Style Natural Gas Options (CFTC Code No. 02365U) and NYMEX Natural Gas Options (CFTC Code No. 023651), the Legacy and the Disaggregated Futures and Options Combined Reports with a trade date of May 31, 2011 contained incorrect information for these contracts. Commission staff has corrected the errors and revised the reports.

    May 27, 2011

    Due to a clearing system problem for trade date 5/24/2011 in NYMEX Dubai Crude Oil Calendar Swap (CFTC ID 06765G), NYMEX Singapore Jet Kero Gasoil Spr Swap (CFTC ID 86465C) and CME Russian Ruble (089741), the Commission adjusted the exchange reported open interest for the report published today.

    May 6, 2011

    Due to a different open interest calculation methodology used at the exchange for last trading day that does not align with large trader open interest reporting, May 3, 2011 (last trading date) data for the May 2011 expiration month has been omitted for the following contracts: SoCal Border Fin Basis (023393), PG&E Citygate Fin Basis (023394), NPW Rockies Fin Basis (023995), Chicago Fin Basis (023397), HSC Fin Basis (023998), WAHA Fin Basis (023399).

    April 8, 2011

    The COT reports and Bank Participation Report will not be published for any week in which a funding lapse (Federal government shutdown) results in the furlough of CFTC employees on a Wednesday, Thursday or Friday. Other CFTC reports may also be affected.

    April 1, 2011

    Due to a different open interest calculation methodology used at the exchange for last trading day that does not align with large trader open interest reporting, data for the April 2011 Henry Financial LD1 Fixed Price contract (CFTC ID 023391) for March 29, 2010 (last trading date) has been omitted from this report.

    March 11, 2011

    Due to a clearing system problem for trade date 03/08/2011 in NYMEX Platinum (CFTC ID 076651), the Commission adjusted the exchange reported open interest for the report published today.


    January 3, 2011

    Due to a different open interest calculation methodology used at the exchange for last trading day that does not align with large trader open interest reporting, data for the Jan 2011 Henry Financial LD1 Fixed Price contract (CFTC ID 023391) for December 28, 2010 (last trading date) has been omitted from this report.

    December 3, 2010

    The CFTC is publishing the historical Traders in Financial Futures-COT data, back to June 2006, for the financial commodity markets. Historical files are available at the Historical Compressed link on the left side of this page.

    October 1, 2010

    Due to a different open interest calculation methodology used at the exchange for last trading day that does not align with large trader open interest reporting, data for the Oct 2010 Henry Financial LD1 Fixed Price contract (CFTC ID 023391) for September 28, 2010 (last trading date) has been omitted from this report.

    September 2, 2010

    Due to a reporting firm problem for trade date August 17, 2010, additional options positions have been added to the CBT Corn report published on August 20, 2010.

    June 18, 2010

    Due to user requests, beginning today we are publishing new ‘consolidated’ commitments reports for three pairs of fungible stock index markets. No reports are being eliminated; these three “markets” are being added in the “Futures Only” and “Futures-and-Options-Combined” formats. The new “CME S&P 500 Consolidated (CFTC ID 13874+)” is the aggregate of positions in the “CME S&P 500 Stock Index (CFTC ID 138741)” and the “CME E-Mini S&P 500 Stock Index (CFTC ID 13874A)” contracts.  The new “CME NASDAQ-100 Consolidated (CFTC ID 20974+)” is the aggregate of positions in the “CME NASDAQ-100 Stock Index (CFTC ID 209741)” and the “CME NASDAQ-100 Stock Index Mini (CFTC ID 209742)” contracts.  The new “CBT DJIA Consolidated (CFTC ID 12460+)” is the aggregate of positions in the “CBT Dow Jones Industrial Average (CFTC ID 124601)” and the “CBT Dow Jones Industrial Avg. x $5 (CFTC ID 124603)” contracts.  In all three cases the “mini” positions are adjusted to the size of the standard contracts before combining with positions of the standard size. The “consolidated” reports treat the fungible markets as if they were one and, therefore, the positions of a “noncommercial” trader that is, for example, long in the CME S&P 500 Stock Index and short an equivalent amount in the CME E-Mini S&P 500 Stock Index will show up in the CME S&P 500 Consolidated report as “spreads.”

    May 27, 2010

    Due to a reporting firm problem for trade date May 18, 2010, additional positions have been added to the following contracts in the reports published on May 21, 2010:  ICE Futures U.S. Cocoa (CFTC ID 073732) and Coffee (CFTC ID 083731); CME Group Russian Ruble (CFTC ID 089741), Canadian Dollar (CFTC ID 090741), Swiss Franc (CFTC ID 092741), Mexican Peso (CFTC ID 095741), British Pound Sterling (CFTC ID 096742), Japanese Yen (CFTC ID 097741), Euro FX (CFTC ID 099741), New Zealand Dollar (CFTC ID 112741), and Australian Dollar (CFTC ID 232741).

    May 7, 2010

    CFTC is publishing the historical Disaggregated-COT (D-COT) data, back to June 2006, for the remaining physical commodity markets.  CFTC began publishing Disaggregated-COT data for these markets in December 2009. Historical data for all of the D-COT markets is on the Commission’s website at Commitments of Traders - CFTC in various formats.

    April 28, 2010

    The reports published on April 23, 2010 for trade date April 20, 2010 now include ICE OTC Henry Hub Natural Gas (CFTC ID 023391) and ICE Futures U.S. Cocoa (CFTC ID 073732).

    April 23, 2010

    Due to a clearing member reporting problem for trade date April 20, 2010 in ICE OTC Henry Hub Natural Gas (CFTC ID 023391) and ICE Futures U.S. Cocoa (CFTC ID 073732), these contracts will not be published April 23, 2010. We expect to publish these contracts when correct data has been supplied to the Commission and the data has passed all quality assurance checks.

    January 7, 2010
    The Commission’s COT data published on January 4 (as of December 29) contained an error in the data for the Henry Hub Swap market traded on the New York Mercantile Exchange (CFTC Code #03565B). One or more reporting firms misreported large-trader data for that date in that commodity. The associated reports for that market have now been revised and are available on the Commission’s website. The error was associated with the improper accounting of positions at a contract expiration. Going forward, in order to detect this type of error before the data is published, the Commission staff is working to improve procedures and create additional data checks to those already performed.

    December 8, 2009
    Due to large trader account reporting errors in the Chicago Board Options Exchange VIX futures contract, corrections to the VIX COT reports have been made for the 2009 as-of dates November 17, November 24, and December 1.

    November 13, 2009
    Effective with this week’s Disaggregated Commitments of Traders report, the Commission staff has reclassified certain commercial positions in the copper futures and options markets from the Swap Dealers category to the Producer/Merchant/Processor/User category. Commission staff periodically evaluates these classifications and will change a classification in light of new or additional information. This does not affect the traditional Commitments of Traders report.

    August 21, 2009
    Effective with this week’s Commitments of Traders report, the Commission staff has reclassified certain positions in the copper futures and options markets from the Noncommercial category to the Commercial category. Commission staff periodically evaluate these classifications and will change a classification in light of new or additional information.

    July 6, 2009
    The ICE Futures U.S. cocoa commitment reports for June 23, 2009 have been revised (futures-only and combined futures and options). One or more reportable accounts were not in the database when the reports were originally run. These positions are included in the revised reports in the appropriate category or categories.

    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.

    Week of November 14, 2008: Revised Data
    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.

    July 25, 2008: Revised Historical Data
    As indicated in last Friday’s Special Announcement (July 18, 2008), the Commission has now revised Commitments reports for markets affected by reclassified positions, for reports as of July 3, 2007, to date.  Today we are releasing the revised data, so that the historical Compressed Reports (in text and EXCEL formats) found on our website now reflect the improved data. We continue to work on revising each individual week’s historical report in viewable (html) format.  As a result, we have removed the NYMEX weekly reports (for July 3, 2007, through July 8, 2008) in html format; and, after we have made the adjustments to the html reports, we will repost those individual reports.

    July 18, 2008
    Effective with this week’s Commitments of Traders (COT) report, the Commission staff has reclassified certain positions in the energy futures and options markets from the Commercial category to the Noncommercial category. As described in the Backgrounder for the COT report, reportable traders provide information to the Commission, on a market-by-market basis, on whether they use a market for commercial purposes, i.e., use a market for hedging or risk-management. This information is normally the basis used for determining a trader's classification as a commercial trader in the COT report. However, Commission staff periodically evaluate these classifications and will change a classification in light of new or additional information. In this instance, information provided as part of a Commission Special Call to select market participants improved the Commission’s knowledge of certain business operations, resulting in the reclassification of certain positions because commercial hedging or risk management activities did not constitute a significant part of the overall trading activity.

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