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AUD · 2003 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                     
52 2003/12/30 791 -1102 102 -6 -1102 102 -6
51 2003/12/22 1387 2094 -52 2 2094 -52 2
50 2003/12/16 -17001 -980 -512 -826 -980 -512 -826
49 2003/12/9 10120 -387 397 860 -387 397 860
48 2003/12/2 1283 1219 22 -8 1219 22 -8
47 2003/11/25 -1638 -2089 -1133 -1 -2089 -1133 -1
46 2003/11/18 2794 2153 698 12 2153 698 12
45 2003/11/11 1545 -585 0 0 -585 0 0
44 2003/11/4 3552 3164 0 0 3164 0 0
43 2003/10/28 1604 1365 -401 0 1365 -401 0
42 2003/10/21 3281 2669 401 0 2669 401 0
41 2003/10/14 749 958 -421 0 958 -421 0
40 2003/10/7 7192 5036 -288 0 5036 -288 0
39 2003/9/30 1463 1629 55 0 1629 55 0
38 2003/9/23 5182 -31 21 0 -31 21 0
37 2003/9/16 -848 6844 381 -2201 6844 381 -2201
36 2003/9/9 3357 -2561 -1292 2181 -2561 -1292 2181
35 2003/9/2 1708 -86 1710 0 -86 1710 0
34 2003/8/26 -2440 -2927 894 20 -2927 894 20
33 2003/8/19 1089 -258 0 0 -258 0 0
32 2003/8/12 -139 -807 0 -116 -807 0 -116
31 2003/8/5 -2651 -822 0 116 -822 0 116
30 2003/7/29 2494 586 0 -124 586 0 -124
29 2003/7/22 -716 -612 0 0 -612 0 0
28 2003/7/15 -2137 -1942 0 124 -1942 0 124
27 2003/7/8 -2389 -1049 0 0 -1049 0 0
26 2003/7/1 2500 2424 0 0 2424 0 0
25 2003/6/24 -347 1844 0 0 1844 0 0
24 2003/6/17 -7618 -2382 -431 -694 -2382 -431 -694
23 2003/6/10 2124 -810 2 694 -810 2 694
22 2003/6/3 4657 2263 0 0 2263 0 0
21 2003/5/27 -1970 -1486 0 0 -1486 0 0
20 2003/5/20 -1887 -1718 0 0 -1718 0 0
19 2003/5/13 -525 102 0 0 102 0 0
18 2003/5/6 -1298 -248 0 0 -248 0 0
17 2003/4/29 1529 316 -708 0 316 -708 0
16 2003/4/22 6051 3965 1137 0 3965 1137 0
15 2003/4/15 4989 4148 0 0 4148 0 0
14 2003/4/8 -1834 790 0 0 790 0 0
13 2003/4/1 231 -137 0 0 -137 0 0
12 2003/3/25 -2489 -3716 0 0 -3716 0 0
11 2003/3/18 -18843 -8218 -89 -1295 -8218 -89 -1295
10 2003/3/11 5166 -499 -342 1274 -499 -342 1274
9 2003/3/4 1211 125 0 12 125 0 12
8 2003/2/25 -102 -53 0 1 -53 0 1
7 2003/2/18 316 -1552 0 0 -1552 0 0
6 2003/2/11 -2216 -3215 0 0 -3215 0 0
5 2003/2/4 2876 2912 0 0 2912 0 0
4 2003/1/28 727 581 0 0 581 0 0
3 2003/1/21 -406 -626 0 8 -626 0 8
2 2003/1/14 2078 674 30 0 674 30 0
1 2003/1/7 9248 8820 401 0 8820 401 0
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