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CAD· 1992 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
31 1992/12/29 1590 1545 -124 -14 +1545 -124 -14
30 1992/12/22 -12011 735 -3235 119 +735 -3235 +119
29 1992/12/15 1783 50 -622 -9 +50 -622 -9
28 1992/12/8 -3140 -288 -2690 -93 -288 -2690 -93
27 1992/12/1 -29 -1383 304 156 -1383 +304 +156
26 1992/11/24 1605 935 1178 -288 +935 +1178 -288
25 1992/11/17 4348 348 840 -263 +348 +840 -263
24 1992/11/10 1624 -769 -287 66 -769 -287 +66
23 1992/11/3 -1761 369 -1156 -165 +369 -1156 -165
22 1992/10/27 -2188 -374 -369 -27 -374 -369 -27
21 1992/10/20 -534 1162 -1416 155 +1162 -1416 +155
20 1992/10/13 -1442 -260 -1768 112 -260 -1768 +112
19 1992/10/6 1659 -844 -451 15 -844 -451 +15
18 1992/9/30 -3101 758 -1155 1322 +758 -1155 +1322
17 1992/9/15 4854 -4654 3962 -762 -4654 +3962 -762
16 1992/8/31 -604 -2577 1036 340 -2577 +1036 +340
15 1992/8/14 -3418 -3716 -779 226 -3716 -779 +226
14 1992/7/31 5888 4651 229 -219 +4651 +229 -219
13 1992/7/15 4473 2864 998 197 +2864 +998 +197
12 1992/6/30 -4214 502 -394 39 +502 -394 +39
11 1992/6/15 -1380 1469 -2683 140 +1469 -2683 +140
10 1992/5/29 -1284 1590 -1250 -290 +1590 -1250 -290
9 1992/5/15 6329 -626 6974 -282 -626 +6974 -282
8 1992/4/30
7 1992/4/15 607 1482 -2336 23 +1482 -2336 +23
6 1992/3/31 -7978 -117 -899 483 -117 -899 +483
5 1992/3/13 6479 1481 1644 -908 +1481 +1644 -908
4 1992/2/28 -990 638 -2349 1528 +638 -2349 +1528
3 1992/2/14 826 -49 -683 -335 -49 -683 -335
2 1992/1/31 4812 78 3024 32 +78 +3024 +32
1 1992/1/15 -2284 -54 -2607 19 -54 -2607 +19
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