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CAD· 1997 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
53 1997/12/30 942 -1045 -32 42 -1045 -32 +42
52 1997/12/23 -18850 941 5116 190 +941 +5116 +190
51 1997/12/19 -23199 339 489 138 +339 +489 +138
50 1997/12/16 -2944 24 -2545 1022 +24 -2545 +1022
49 1997/12/9 11129 -27 -757 487 -27 -757 +487
48 1997/12/2 -1871 -379 -1788 -838 -379 -1788 -838
47 1997/11/25 3104 327 -487 274 +327 -487 +274
46 1997/11/18 2678 130 -235 70 +130 -235 +70
45 1997/11/11 -2149 -441 -3848 38 -441 -3848 +38
44 1997/11/4 1133 448 -115 361 +448 -115 +361
43 1997/10/28 17812 -2308 15603 319 -2308 +15603 +319
42 1997/10/21 958 -5006 5189 1 -5006 +5189 +1
41 1997/10/14 -4785 -6762 1489 -541 -6762 +1489 -541
40 1997/10/7 9579 9399 -2621 551 +9399 -2621 +551
39 1997/9/30 -522 3009 -5333 7 +3009 -5333 +7
38 1997/9/23 -13025 -500 441 -124 -500 +441 -124
37 1997/9/16 1170 -336 5881 95 -336 +5881 +95
36 1997/9/9 -1001 1391 -1451 438 +1391 -1451 +438
35 1997/9/2 -7616 -164 -9597 -1181 -164 -9597 -1181
34 1997/8/26 6009 34 790 -2 +34 +790 -2
33 1997/8/19 7264 602 6086 -78 +602 +6086 -78
32 1997/8/12 11255 466 5251 123 +466 +5251 +123
31 1997/8/5 540 -286 -1057 16 -286 -1057 +16
30 1997/7/29 1840 -69 3791 -620 -69 +3791 -620
29 1997/7/22 -79 368 -1106 326 +368 -1106 +326
28 1997/7/15 376 -298 1154 174 -298 +1154 +174
27 1997/7/8 -56 1669 -840 -393 +1669 -840 -393
26 1997/7/1 267 511 463 -55 +511 +463 -55
25 1997/6/24 -24576 -982 926 518 -982 +926 +518
24 1997/6/17 140 74 -1195 890 +74 -1195 +890
23 1997/6/10 -2694 -2294 687 -1509 -2294 +687 -1509
22 1997/6/3 534 -944 -450 -128 -944 -450 -128
21 1997/5/27 883 -844 -4568 -19 -844 -4568 -19
20 1997/5/20 -8160 2275 -4544 274 +2275 -4544 +274
19 1997/5/13 448 -507 1035 -239 -507 +1035 -239
18 1997/5/6 -6433 645 -5285 -83 +645 -5285 -83
17 1997/4/29 -1682 267 -1441 30 +267 -1441 +30
16 1997/4/22 373 -181 -243 -88 -181 -243 -88
15 1997/4/15 2740 1527 518 21 +1527 +518 +21
14 1997/4/8 2705 -1846 670 220 -1846 +670 +220
13 1997/4/1 3906 -133 68 61 -133 +68 +61
12 1997/3/25 -1046 53 2598 11 +53 +2598 +11
11 1997/3/18 1499 -8 2244 1176 -8 +2244 +1176
10 1997/3/11 11458 2159 1188 -282 +2159 +1188 -282
9 1997/3/4 6401 378 8030 -282 +378 +8030 -282
8 1997/2/25 -167 -2164 2055 -280 -2164 +2055 -280
7 1997/2/18 2422 1283 45 217 +1283 +45 +217
6 1997/2/11 -1247 -2473 -435 -234 -2473 -435 -234
5 1997/2/4 958 -394 1024 -558 -394 +1024 -558
4 1997/1/28 2238 -379 -20 176 -379 -20 +176
3 1997/1/21 -1780 -128 -2069 185 -128 -2069 +185
2 1997/1/14 -6593 603 -5428 8 +603 -5428 +8
1 1997/1/7 -8173 -11825 -6878 5 -11825 -6878 +5
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