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..

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.)

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.

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 New Format of Long COT Reports and Supplemental Reports

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.