Release Number 5607-09

Release: 5607-09
For Release: February 4, 2009

CFTC Launches New Monthly Report

Report Will Enhance Market Transparency and Promote Protection of Market Participants

Washington, D.C. – The Commodity Futures Trading Commission (CFTC) announced today that it has launched, on a six-month trial basis, a new monthly report: “This Month in Futures Markets.” The report, produced by the Commission’s Office of the Chief Economist, will add transparency to the information the Commission provides the public concerning regulated futures markets by providing graphical and tabular displays on the Commission’s website.

CFTC Acting Chairman Michael V. Dunn commented:

“This report is part of the CFTC’s ongoing efforts to bring more transparency to the markets we regulate. In addition, the report will help market participants to make more informed decisions and avoid being the victims of unscrupulous advice.”

The report will draw from the Commission’s Commitment of Traders data and display various market statistics for 22 actively-traded commodity markets, including four each from:

  • Energy,
  • 2) Agriculture,

    3) Metals,

    4) Financials

    5) Soft commodities, and two from

    6) Livestock markets.

The report will contain a “Market Summary” page that will present graphical and tabular displays for open interest separately for futures markets alone and for the combined positions in futures markets and option-market equivalents, including changes from the previous month and year. The market summary page will also provide market shares (percentages of open interest by category) as well as net positions of commercials, non-commercials, and non-reportable traders.

For each of the 22 individual commodity markets, the report will display detailed data for commercial and non-commercial holdings, position and net position percentages of open interest by category, spreading, and concentration ratios for the positions held by the largest four and eight traders. These data will be displayed for futures markets alone and for the combined positions in futures markets and option-market equivalents, along with benchmark levels for the previous month and year for perspective.

Media Contact
R. David Gary
202-418-5085

Last Updated: February 4, 2009