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AUD · 2002 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
44 2002/12/31 -836 -1588 0 0 -1588 0 0
43 2002/12/23 -2330 -2580 -577 0 -2580 -577 0
42 2002/12/17 -5906 3715 577 -351 +3715 +577 -351
41 2002/12/10 6298 -2135 0 351 -2135 0 +351
40 2002/12/3 -2674 -1903 0 0 -1903 0 0
39 2002/11/26 -892 -1889 0 0 -1889 0 0
38 2002/11/19 -2469 -438 0 0 -438 0 0
37 2002/11/12 934 -218 -240 -228 -218 -240 -228
36 2002/11/5 5313 5342 240 -394 +5342 +240 -394
35 2002/10/29 2653 2080 -563 0 +2080 -563 0
34 2002/10/22 9493 5292 563 622 +5292 +563 +622
33 2002/10/15 366 -603 0 0 -603 0 0
32 2002/10/8 5300 3503 0 0 +3503 0 0
31 2002/10/1    
30 2002/9/10 1857 -39 -396 24 -39 -396 +24
29 2002/9/3 2645 0 -257 0 0 -257 0
28 2002/8/27 583 -30 613 0 -30 +613 0
27 2002/8/20 -879 -127 511 0 -127 +511 0
26 2002/8/13 -1760 80 0 0 +80 0 0
25 2002/8/6 -4836 -2798 -3160 0 -2798 -3160 0
24 2002/7/23 -2718 -3178 452 0 -3178 +452 0
23 2002/7/16 -1237 -554 1404 0 -554 +1404 0
22 2002/7/9 -139 -67 -182 0 -67 -182 0
21 2002/7/2 189 393 733 0 +393 +733 0
20 2002/6/25 -372 -1961 -87 0 -1961 -87 0
19 2002/6/18 -17705 -2698 215 -29 -2698 +215 -29
18 2002/6/11 5896 -2974 -294 29 -2974 -294 +29
17 2002/6/4 3087 1211 -996 0 +1211 -996 0
16 2002/5/28 1128 2793 -958 0 +2793 -958 0
15 2002/5/21 -3665 -2448 818 0 -2448 +818 0
14 2002/5/14 -3005 -4273 -281 0 -4273 -281 0
13 2002/5/7 425 -1006 286 0 -1006 +286 0
12 2002/4/30 -1791 -2216 514 0 -2216 +514 0
11 2002/4/23 1276 1646 -538 0 +1646 -538 0
10 2002/4/16 -5252 -6419 451 0 -6419 +451 0
9 2002/4/9 10539 9734 0 0 +9734 0 0
8 2002/4/2 2767 2298 255 0 +2298 +255 0
7 2002/3/26 7550 3775 -1610 0 +3775 -1610 0
6 2002/3/19 -7141 1004 -445 0 +1004 -445 0
5 2002/3/12 18344 6960 1619 0 +6960 +1619 0
4 2002/2/26 -2003 -388 -3310 0 -388 -3310 0
3 2002/2/12 1810 12 3235 0 +12 +3235 0
2 2002/2/5 -1213 -235 356 0 -235 +356 0
1 2002/1/29    
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