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Large Trader Reporting Program

Speculative Limits


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.

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 - 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.

Reports Dated November 17, 2009 - Current Disaggregated Reports:

 

Disaggregated Futures Only

Disaggregated Futures-and-Options -Combined

Agriculture

Energy

Other

Current Legacy Reports:

 

Futures Only

Futures-and-Options-Combined

Chicago Board of Trade

Chicago Mercantile Exchange

Chicago Board Options Exchange

Chicago Climate Futures Exchange

Kansas City Board of Trade

Minneapolis Grain Exchange

Commodity Exchange Incorporated

ICE Futures U.S.

ICE Futures Europe

New York Mercantile Exchange

Supplemental Commodity Index

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.

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.

Last Updated: November 20, 2009