May 5, 2023: The respective Consolidated Reports combine their associated e-micro contracts S&P 500 (13874+), Nasdaq100 (20974+), DJIA (12460+)
- 2023
-
March 21, 2023: The cyber-related incident at ION prevented the submission of timely and accurate data to the CFTC last month. As a result, the weekly CFTC Commitments of Traders (CoT) report had been delayed. Today, staff is issuing the Commitments of Traders report that was originally scheduled to be published on March 17, 2023.
March 17, 2023: The cyber-related incident at ION prevented the submission of timely and accurate data to the CFTC last month. As a result, the weekly CFTC Commitments of Traders (CoT) report has been delayed. Today, staff will not issue the Commitments of Traders report as data for this week will need to be reviewed and validated.The CFTC intends to sequentially issue the missed COT reports, subject to reporting firms submitting accurate and complete data.
March 16, 2023: The cyber-related incident at ION prevented the submission of timely and accurate data to the CFTC last month. As a result, the weekly CFTC Commitments of Traders (CoT) report had been delayed. Today, staff is issuing the Commitments of Traders report that was originally scheduled to be published on March 10, 2023.
March 14, 2023: The cyber-related incident at ION prevented the submission of timely and accurate data to the CFTC last month. As a result, the weekly CFTC Commitments of Traders (CoT) report had been delayed. Today, staff is issuing the Commitments of Traders report that was originally scheduled to be published on March 03, 2023.
March 10, 2023: The cyber-related incident at ION prevented the submission of timely and accurate data to the CFTC last month. As a result, the weekly CFTC Commitments of Traders (CoT) report had been delayed. Today, staff is issuing the Commitments of Traders report that was originally scheduled to be published on February 24, 2023. Staff has adjusted today’s CoT report to account for reporting discrepancies, specifically, open interest in the IFED PJM Western Hub Day-Ahead Peak, IFED MISO Indiana Real-Time Off-Peak Fixed Price, IFED MISO Indiana Hub Day-Ahead Peak, IFED Fuel Oil Crack-Marine Fuel 0.5% FOB USGC Barges (Platts) vs Brent Crude 1st Line, and IFED Condensate Diff-TMX C5 1A Index contract markets have been modified to provide the best estimate of positions for the report dated February 21, 2023.
March 8, 2023: The cyber-related incident at ION prevented the submission of timely and accurate data to the CFTC last month. As a result, the weekly CFTC Commitments of Traders (CoT) report had been delayed. Today, staff is issuing the Commitments of Traders report that was originally scheduled to be published on February 17, 2023. Staff has adjusted today’s CoT report to account for reporting discrepancies, specifically, open interest in the CME 1 Month SOFR, CME S&P 500 Annual Dividend Index, IFED PJM Western Hub Day-Ahead Peak, IFED PJM Western Hub Real-Time Off-Peak Fixed Price, IFED MISO Indiana Real-Time Off-Peak Fixed Price, IFED MISO Indiana Hub Day-Ahead Peak, IFED Palo Verde Day-Ahead Off-Peak Fixed Price, and IFED Condensate Diff-TMX C5 1A Index contract markets have been modified to provide the best estimate of positions for the report dated February 14, 2023.
March 3, 2023: The cyber-related incident at ION prevente the submission of timely and accurate data to the CFTC last month. As a result, the weekly CFTC Commitments of Traders (CoT) report had been delayed. Today, staff is issuing the Commitments of Traders report that was originally scheduled to be published on February 10, 2023. Staff has adjusted today’s CoT report to account for reporting discrepancies, specifically, open interest in the CME 3 Month SOFR, IFED Mid-Columbia Day-Ahead Peak, and IFED PJM Western Hub Real-Time Off-Peak Fixed Price contract markets have been modified to provide the best estimate of positions for the report dated February 7, 2023.
February 24, 2023: The cyber-related incident at ION prevented the submission of timely and accurate data to the CFTC. As a result, the weekly CFTC Commitments of Traders (CoT) report had been delayed. Today, staff is issuing the Commitments of Traders report that was originally scheduled to be published on February 3, 2023. Staff will issue Commitments of Traders reports on an expedited basis going forward and continues to expect that publication of backlogged reports will be complete by mid-March. In addition, staff has adjusted today’s CoT report to account for reporting discrepancies resulting from the cyber-related incident at ION. Specifically, open interest in the IFED MISO IN RT Off-Peak and CME USD Malaysian Crude Palm Oil Calendar Spread contract markets has been modified to provide the best estimate of positions for the week ending January 31, 2023. In addition, open interest in the Dow Jones U.S. Real Estate Index appears to have been impacted for report dated January 31, 2023 as a result of the ION incident; however, the reportable position data has been confirmed to be accurate.
February 16, 2023: Following the ION cyber-related incident, reporting firms are continuing to experience some issues submitting timely and accurate data to the CFTC. As a result, the weekly Commitments of Traders (CoT) report will be postponed. CFTC staff intends to resume publishing the CoT report as early as Friday, February 24, 2023.
February 10, 2023: The impact of the cyber-related incident at ION is being mitigated. However, multiple reporting firms continue to experience technical issues that prevent submission of timely and accurate data to the CFTC. As a result, the weekly CFTC Commitments of Traders report will continue to be delayed until the receipt and validation of all reportable data is completed.
February 2, 2023: An ongoing issue with a third-party service provider is impacting some reporting firms’ ability to provide the Commission with timely and accurate data. As a result, the Commitments of Traders report for publication date February 3, 2023, will be delayed. A report will be published upon receipt and validation of data from those firms.
- 2022
-
February 11, 2022: The reports this week will have shorter names for some contract markets, which allows CFTC to streamline and enhance our reporting capabilities. The contract market codes and other data elements are unaffected. This is a list of the changing names, in alphabetical order of the old name.
Contract
Exchange
Old Name
New Name
022651
NYME
#2 HEATING OIL NY HARBOR ULSD
NY HARBOR USLD
043602
CBT
10 YEAR U.S. TREASURY NOTES
UST 10Y NOTE
134742
CME
1 MONTH SOFR
SOFR 1M
042601
CBT
2 YEAR U.S. TREASURY NOTES UST
2Y NOTE
045601
CBT
30 DAY FEDERAL FUNDS
FED FUNDS
132741
CME
3 MONTH EURODOLLARS
EURODOLLARS 3M
134741
CME
3 MONTH SOFR
SOFR 3M
044601
CBT
5 YEAR U.S. TREASURY NOTES
UST 5Y NOTE
191693
CMX
ALUMINUM MW US TR PLATTS
ALUMINUM MWP
221602
CBT
BLOOMBERG COMMODITY INDEX
BBG COMMODITY
06765T
NYME
BRENT CRUDE OIL LAST DAY
BRENT LAST DAY
096742
CME
BRITISH POUND STERLING
BRITISH POUND
0063D9
IFED
CALIF CARBON ALLOWANCE V2022
CALIF CARBON 22
0063DX
IFED
CALIF CARBON ALLOWANCE V2023
CALIF CARBON 23
0063CJ
IFED
CALIF CARBON VINTAGE 2021
CALIF CARBON 21
025651
NYME
CHICAGO ETHANOL
ETHANOL
085692
CMX
COPPERGRADE #1
COPPER #1
067651
NYME
CRUDE OIL, LIGHT SWEET
WTI PHYSICAL
124603
CBT
DOW JONES INDUSTRIAL AVG x $5
DJIA x $5
239742
CME
EMINI RUSSELL 2000 INDEX
RUSSELL EMINI
13874A
CME
EMINI S&P 500 STOCK INDEX
EMINI S&P 500
111659
NYME
GASOLINE BLENDSTOCK (RBOB)
GASOLINE RBOB
244041
ICUS
MSCI EAFE MINI INDEX
MSCI EAFE
244042
ICUS
MSCI EMERGING MKTS INDEX
MSCI EM INDEX
06665O
NYM
MT BELVIEU LDH PROPANE (OPIS)
PROPANE
209742
CME
NASDAQ100 STOCK INDEX (MINI)
NASDAQ MINI
023391
IFED
NATURAL GAS HENRY LD1 FIXED NAT
GAS ICE LD1
023392
IFED
NATURAL GAS PENULTIMATE ICE NAT
GAS ICE PEN
112741
CME
NEW ZEALAND DOLLAR
NZ DOLLAR
0063DZ
IFED
RGGI VINTAGE 2022
RGGI V2022 ICE
122741
CME
SOUTH AFRICAN RAND SO
AFRICAN RAND
098662
ICUS
U.S. DOLLAR INDEX
USD INDEX
020601
CBT
U.S. TREASURY BONDS
UST BOND
043607
CBT
ULTRA 10YEAR U.S. TNOTES
ULTRA UST 10Y
020604
CBT
ULTRA U.S. TREASURY BONDS
ULTRA UST BOND
192651
CMX
US MIDWEST DOMESTIC HOTROLL
STEEL HRC
- 2021
-
June 17, 2021: Due to the observance of a new federal holiday on Friday, June 18th, the COT report, with data from Tuesday June 15th, due to be published on Friday June 18, 2021 will instead be published on Monday June 21, 2021.
- 2020
-
December 28, 2020: Due to the additional federal holiday on December 24th, we published data dated Monday December 21, 2020 on Monday December 28, 2020.
May 29, 2020: Due to timing differences that may arise on rare occasions in open interest calculations between the exchanges and various reporting firms on the last trading day, data for the June 2020 Natural Gas Penultimate ICE contract (CFTC ID 023392) for May 26, 2020 (last trading date) has been omitted from this report.
- 2019
-
October 24, 2019: Due to a reporting firm problem for trade date October 15, 2019, significant reportable positions have been added to the following contracts in the reports published on October 18, 2019:
CBT Corn (CFTC ID 002602) CBT Soybeans (CFTC ID 005602) CBT Soybean Oil (CFTC ID 007601) CBT Soybean Meal (CFTC ID 026603) ICUS Canola (CFTC ID 135731) April 3, 2019: Due to a reporting firm problem for trade date March 26, 2019, additional reportable positions have been added to the following contracts in the reports published on March 29, 2019:
CBT Wheat SRW (CFTC ID 001602) CBT Wheat HRW (CFTC ID 001612) CBT Corn (CFTC ID 002602) CBT Soybeans (CFTC ID 005602) CBT Soybean Oil (CFTC ID 007601) CBT Soybean Meal (CFTC ID 026603) CBT 10 Year U.S. Treasury Notes (CFTC ID 043602) CBOE VIX Futures (CFTC ID 1170E1) CME Lean Hogs (CFTC ID 054642) CME Mexican Peso (CFTC ID 095741) CME E-Mini S&P 500 Stock Index (CFTC ID 13874A) CME NASDAQ-100 Stock Index (Mini) (CFTC ID 209742) NYME Ethanol T2 FOB Incl Duty (CFTC ID 025608) NYME Propane Non-LDH Mt Bel (CFTC ID 06665G) NYME Palladium (CFTC ID 075651) NYME Platinum (CFTC ID 076651) CMX Silver (CFTC ID 084691) CMX Gold (CFTC ID 088691) ICUS Cotton No. 2 (CFTC ID 033661) ICUS Cocoa (CFTC ID 073732) ICUS Sugar No. 11 (CFTC ID 080732) ICUS Coffee C (CFTC ID 083731) January 30, 2019: During the lapse in appropriations, the CFTC suspended publication of the weekly COT report, see the new schedule at https://www.cftc.gov/PressRoom/PressReleases/7864-19.
- 2018
-
December 22, 2018: During the shutdown of the federal government, the Commitments of Traders report will not be published. When the federal government operations return to normal, CFTC will resume publication of the Commitments of Traders report.
December 21, 2018: Since December 25, 2018 and January 1, 2019 (both Federal Holidays) are on Tuesday, the next two releases of Commitment of Traders will use Monday data while the publication date will be Friday as usual.
December 4, 2018: To honor the memory of President George H. W. Bush, December 5, 2018 is a National Day of Mourning, and the U.S. Government will be closed.
September 26, 2018: Corrections for the concentration ratios in the Legacy commitment reports dated September 18, 2018 were made today.
September 25, 2018: The concentration ratios published on September 21, 2018 for records dated September 18, 2018 are incorrect for the legacy futures only and legacy options and futures combined series. The concentration ratios for the disaggregated and traders in financial futures reports are accurate.
Revised legacy reports will be published tomorrow with corrected concentration ratios.
August 10, 2018: In the special announcement of August 3, 2018 ‘Canola Oil’ should be ‘Canola’ as the seed is traded not the oil.
August 3, 2018: The CFTC is now including ICUS Canola Oil (CFTC ID 135731) in the Legacy and Disaggregated Commitment reports. This contract has just been transferred from ICE Canada to ICE U.S. The default trader classification for the Legacy report is “Non Commercial”. For the Disaggregated report, traders default to “Other Reportable” if no information about the trader has been received by the CFTC. The CFTC has not currently received new or updated Form 40s (Statement of Reporting Trader) to classify canola oil traders. Traders currently classed as commercial in soybean oil have been classed as commercial in canola oil for these reports. The current classification of canola oil traders may change upon the receipt and processing of new or updated Form 40s and/or other information as appropriate.
July 25, 2018: Effective with last week’s Commitments of Traders report, Commission staff had reclassified some traders, removing some from the index classification while adding others. These positions were fairly small but in the aggregate they were noticeable. Only the Supplemental Commodity Index report was affected by these revisions. Commission staff periodically evaluates these classifications and will change a classification in light of new or additional information.
January 3, 2018: Corrections for the options and futures combined Legacy and Disaggregated commitment reports dated December 26, 2017 for NYMEX contract market Eur Style Natural Gas Options (CFTC ID 02365U) were made today.
- 2017
-
December 22, 2017: The CFTC is now including the CBOE Futures Exchange’s Bitcoin contract (CFTC ID 1330E1) in the Legacy and Traders in Financial Futures (TFF) reports. The CFTC has 3 choices when classifying new products per the current COT process: financial, agriculture, and natural resources. Based on these three choices, financial best captures the nature of bitcoin contracts. The default trader classification for the Legacy report is “Non Commercial”. For the TFF report, a trader’s classification is the same for all published contracts. Therefore, a trader who already has a classification in another published financial contract will also have this same classification for bitcoin contracts. Otherwise, traders default to “Other Reportable” if either the other TFF categories do not apply or no information about the trader has been received by the CFTC. The CFTC has not currently received new or updated Form 40s (Statement of Reporting Trader) to classify bitcoin traders and the Form 40s will need to be reviewed and potentially updated to account for bitcoin trader classifications. As a result, the current classification of traders may change upon the receipt and processing of new or updated Form 40s and/or other information as appropriate.
June 1, 2017: Due to a data reporting problem, open interest numbers for the Nodal Exchange contracts dated May 23, 2017 have been corrected. Only reports for the Nodal Exchange were updated.
April 4, 2017: Due to position reporting errors affecting several contract markets caused by account transfers and other updates, today we have published updated commitment reports for as of date March 28, 2017. The following markets are affected:
- CBT Wheat – SRW (CFTC ID 001602)
- MGE Wheat – HR Spring (CFTC ID 001626)
- CBT Corn (CFTC ID 002602)
- CBT Soybeans (CFTC ID 005602)
- IFED NJ SRECs Vintage 2017 (CFTC ID 00639W)
- IFED Calif Carbon All Vintage 2017 (CFTC ID 00639Y)
- CBT U.S. Treasury Bonds (CFTC ID 020601)
- CBT 2-Year U.S. Treasury Notes (CFTC ID 042601)
- CBT 10-Year U.S. Treasury Notes (CFTC ID 043602)
- CBT 5-Year U.S. Treasury Notes (CFTC ID 044601)
- CBT 30-Day Federal Funds (CFTC ID 045601)
- ICUS Sugar #11 (CFTC ID 080732)
- ICUS U.S. Dollar Index (CFTC ID 098662)
- CME 3-Month Eurodollars (CFTC ID 132741)
- CME S&P 500 Consolidated (CFTC ID 13874+)
- CME E-Mini S&P Stock Index (CFTC ID 13874A)
- 2016
-
No special announcements issued.
- 2015
-
July 6, 2015: A premature and incomplete COT release was published on Friday July 3. Per the previously published release schedule, the complete COT report will be released today at 3:30 p.m.
July 2, 2015: The column heading for the “Report Date” field in the Historical Compressed reports will be corrected to match previous years’ reports. Additionally, the Consolidated contract markets will revert back to their correct names in the “Market_and_Exchange_Names” column of reports. Both corrections will be available on the next publication date of the Commitments Of Traders report, Monday, July 6, 2015.
July, 1, 2015: The index supplement commitment reports dated 06/23/2015 have been revised to include additional index positions.
June 30, 2015: The next publication date for the Commitment of Traders will be Monday, July 6, 2015 because of the Federal Holiday celebrated on July 3, 2015. The commitment release schedule can be found at http://www.cftc.gov/MarketReports/CommitmentsofTraders/ReleaseSchedule/index.htm.
June 22, 2015: The Commitments of Traders (COT) report for June 16, 2015 included changes in formatting to the Comma Delimited and Historical Compressed files that has caused some issues with automated data readers. CFTC is correcting the formatting for these files and will release a revised COT report on Tuesday, June 23.
- 2014
-
December 19, 2014: The next publication date for the Commitment of Traders will be Tuesday, December 30, 2014 because of the Federal Holidays on December 25-26, 2014.
November 10, 2014: Commitment reports (legacy futures only, legacy options and futures combined, disaggregated futures only, and disaggregated options and futures combined) dated 11/04/2014 for contract market CFTC ID #02339U – IFED COLORADO INTERSTATE - MAINLINE (BASIS) have been revised to include additional futures positions.
November 7, 2014: Commitment reports (legacy futures only, legacy options and futures combined, disaggregated futures only, and disaggregated options and futures combined) dated 11/04/2014 for contract market CFTC ID #02339U – IFED COLORADO INTERSTATE - MAINLINE (BASIS) have incomplete futures positions. The nonreportable positions are known to be too large. Corrections will be made next week.
July 7, 2014: Reports scheduled to be published today at 3:30 pm (EDT) were inadvertently published on Friday, July 4, 2014 at 3:30 pm (EDT) time due to an error in a new automated process for commitment releases. The data contained in the early published reports are identical with the data that was scheduled for publication today.
April 28, 2014: The Traders in Financial Futures – Futures and Options Combined Reports - for reports dated April 22, 2014 are now available.
March 18, 2014: The options and futures combined commitment reports (legacy options and futures combined, index supplement, and disaggregated options and futures combined) dated 03/11/2014 for contract market CFTC ID #005602 – CBT Soybeans have been revised to include additional option positions. Only the reports that included option information for CBT Soybeans were affected.
March 14, 2014: The options and futures combined commitment reports (legacy options and futures combined, index supplement, and disaggregated options and futures combined) dated 03/11/2014 for contract market CFTC ID #005602 – CBT Soybeans have incomplete option positions. The nonreportable positions are known to be too large. Only the reports that include option information for CBT Soybeans were affected. Corrections will be made next week.
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.
- 2013
-
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.
- 2012
-
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.
- 2011
-
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.
- 2010
-
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.
- 2009
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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.
- 2008
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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.