This Month In Futures Markets reports are released at 3.30 p.m. Eastern time on a Wednesday following the last weekly COT report for that month. (When the last day of the month is a Tuesday, the Report will be available on the second Wednesday following.)

Release Date Month Ending This Month in Futures Markets
Dec 3, 2008 November, 2008 This Month in Futures Markets, November 2008
January 7, 2009 December, 2008 This Month in Futures Markets, December 2008
February 4, 2009 January, 2009 This Month in Futures Markets, January 2009
March 4, 2009 February, 2009 This Month in Futures Markets, February 2009
April 8, 2009 March, 2009 This Month in Futures Markets, March 2009
May 6, 2009 April, 2009 This Month in Futures Markets, April 2009
June 3, 2009 May, 2009 This Month in Futures Markets, May 2009
July 9, 2009 June, 2009 This Month in Futures Markets, June 2009
August 5, 2009 July, 2009 This Month in Futures Markets, July 2009
September 2, 2009 August, 2009 This Month in Futures Markets, August 2009
October 7, 2009 September, 2009 This Month in Futures Markets, September 2009
November 4, 2009 October, 2009 This Month in Futures Markets, October 2009
December 2, 2009 November, 2009 This Month in Futures Markets, November 2009
January 7, 2010 December, 2009 This Month in Futures Markets, December 2009
February 3, 2010 January, 2010 This Month in Futures Markets, January 2010
March 3, 2010 February, 2010 This Month in Futures Markets, February 2010
April 7, 2010 March, 2010 This Month in Futures Markets, March 2010
May 5, 2010 April, 2010 This Month in Futures Markets, April 2010
June 2, 2010 May, 2010 This Month in Futures Markets, May 2010
July 7, 2010 June, 2010 This Month in Futures Markets, June 2010
August 4, 2010 July, 2010 This Month in Futures Markets, July 2010
September 8, 2010 August, 2010 This Month in Futures Markets, August 2010
October 6, 2010 September, 2010 This Month in Futures Markets, September 2010
November 3, 2010 October, 2010 This Month in Futures Markets, October 2010
December 8, 2010 November, 2010 This Month in Futures Markets, November 2010
January 5, 2011 December, 2010 This Month in Futures Markets, December 2010
February 2, 2011 January, 2011 This Month in Futures Markets, January 2011
March 2, 2011 February, 2011 This Month in Futures Markets, February 2011
April 6, 2011 March, 2011 This Month in Futures Markets, March 2011
May 4, 2011 April, 2011 This Month in Futures Markets, April 2011
June 8, 2011 May, 2011 This Month in Futures Markets, May 2011
July 7, 2011 June, 2011 This Month in Futures Markets, June 2011
August 3, 2011 July, 2011 This Month in Futures Markets, July 2011
September 7, 2011 August, 2011 This Month in Futures Markets, August 2011
October 5, 2011 September, 2011 This Month in Futures Markets, September 2011
November 2, 2011 October, 2011 This Month in Futures Markets, October 2011
December 7, 2011 November, 2011 This Month in Futures Markets, November 2011
January 5, 2012 December, 2011 This Month in Futures Markets, December 2011