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AUD · 2001 Annual Commitments of Traders · Net Position Changes Data


*** Commitments of Traders (COT) Reports.

The Commodity Futures Trading Commission (Commission or CFTC) publishes the Commitments of Traders (COT) reports to help the public understand market dynamics. Specifically, the COT reports provide a breakdown of each Tuesday’s open interest for futures and options on futures markets in which 20 or more traders hold positions equal to or above the reporting levels established by the CFTC.

Generally, the data in the COT reports is from Tuesday and released Friday. The CFTC receives the data from the reporting firms on Wednesday morning and then corrects and verifies the data for release by Friday afternoon.


Week Date All Long Short Spread
48 2001/12/11 2043 -800 1414 0 -800 +1414 0
47 2001/12/4 -894 -973 100 200 -973 +100 +200
46 2001/11/27 -575 -92 0 0 -92 0 0
45 2001/11/20 -368 701 -2588 -1 +701 -2588 -1
44 2001/11/13 2591 394 1378 0 +394 +1378 0
43 2001/11/6 200 424 -32 0 +424 -32 0
42 2001/10/30 115 613 -574 0 +613 -574 0
41 2001/10/23 -367 -20 -315 0 -20 -315 0
40 2001/10/16 -1950 -564 -2134 0 -564 -2134 0
39 2001/10/9 -72 -441 866 0 -441 +866 0
38 2001/10/2 1150 538 -73 1 +538 -73 +1
37 2001/9/25 389 -468 -482 0 -468 -482 0
36 2001/9/18 -6285 -2207 3326 -43 -2207 +3326 -43
35 2001/9/10 2243 -918 -688 38 -918 -688 +38
34 2001/9/4 -1500 -1018 -965 5 -1018 -965 +5
33 2001/8/28 1931 720 1458 0 +720 +1458 0
32 2001/8/21 3307 4075 -767 0 +4075 -767 0
31 2001/8/14 1479 400 -72 0 +400 -72 0
30 2001/8/7 -2318 -1123 -1300 0 -1123 -1300 0
29 2001/7/31 1664 -42 -433 0 -42 -433 0
28 2001/7/24 52 672 -23 0 +672 -23 0
27 2001/7/17 3486 293 1621 0 +293 +1621 0
26 2001/7/10 -484 0 -186 0 0 -186 0
25 2001/7/3
24 2001/6/12 2994 -95 669 0 -95 +669 0
23 2001/6/5 -1970 -773 -1000 0 -773 -1000 0
22 2001/5/29 -302 -382 510 0 -382 +510 0
21 2001/5/22 1653 930 -1937 0 +930 -1937 0
20 2001/5/15 1383 470 1085 0 +470 +1085 0
19 2001/5/8 -774 0 -41 0 0 -41 0
18 2001/5/1 586 25 -413 0 +25 -413 0
17 2001/4/24 -845 30 -1816 0 +30 -1816 0
16 2001/4/17 -871 0 -576 0 0 -576 0
15 2001/4/10 528 0 513 0 0 +513 0
14 2001/4/3 529 43 547 0 +43 +547 0
13 2001/3/27 642 76 -464 0 +76 -464 0
12 2001/3/20 -16624 -1333 347 -27 -1333 +347 -27
11 2001/3/13 6304 679 630 -223 +679 +630 -223
10 2001/3/6 9214 44 180 250 +44 +180 +250
9 2001/2/27 684 157 343 0 +157 +343 0
8 2001/2/20 1710 -333 1194 0 -333 +1194 0
7 2001/2/13 752 -1123 396 -14 -1123 +396 -14
6 2001/2/6 150 460 503 14 +460 +503 +14
5 2001/1/30 -2190 -470 493 0 -470 +493 0
4 2001/1/23 -1058 -886 -464 0 -886 -464 0
3 2001/1/16 572 -114 -41 0 -114 -41 0
2 2001/1/9 2504 181 -105 0 +181 -105 0
1 2001/1/2 1624 550 -25 0 +550 -25 0
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