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CAD· 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
53 2001/12/28 8405 -1228 7282 0 -1228 +7282 0
52 2001/12/21 -23984 -779 412 0 -779 +412 0
51 2001/12/18 -2430 1516 -1378 -650 +1516 -1378 -650
50 2001/12/11 2646 -318 -494 606 -318 -494 +606
49 2001/12/4 -12487 1984 -16718 -381 +1984 -16718 -381
48 2001/11/27 4079 0 1297 425 0 +1297 +425
47 2001/11/20 -46 -65 -2779 -10 -65 -2779 -10
46 2001/11/13 4885 23 1680 -5 +23 +1680 -5
45 2001/11/6 5978 701 6560 15 +701 +6560 +15
44 2001/10/30 1662 -581 188 -360 -581 +188 -360
43 2001/10/23 2683 -2090 5096 355 -2090 +5096 +355
42 2001/10/16 -4117 1208 -6463 -330 +1208 -6463 -330
41 2001/10/9 -815 706 -9344 335 +706 -9344 +335
40 2001/10/2 5174 107 2509 0 +107 +2509 0
39 2001/9/25 -15866 383 1742 -322 +383 +1742 -322
38 2001/9/18 4170 -228 1083 -294 -228 +1083 -294
37 2001/9/10 13943 -409 9331 565 -409 +9331 +565
36 2001/9/4 7564 -413 8239 36 -413 +8239 +36
35 2001/8/28 932 759 500 0 +759 +500 0
34 2001/8/21 5096 -1175 4308 15 -1175 +4308 +15
33 2001/8/14 -710 40 131 0 +40 +131 0
32 2001/8/7 1207 -351 -166 -420 -351 -166 -420
31 2001/7/31 -5625 716 -10100 -364 +716 -10100 -364
30 2001/7/24 2166 -1608 6420 500 -1608 +6420 +500
29 2001/7/17 1929 -1632 4003 118 -1632 +4003 +118
28 2001/7/10 -399 -428 224 0 -428 +224 0
27 2001/7/3 106 -146 -5677 -133 -146 -5677 -133
26 2001/6/26 -16390 1006 -397 0 +1006 -397 0
25 2001/6/19 -419 -767 -1466 -43 -767 -1466 -43
24 2001/6/12 5593 245 -5775 -338 +245 -5775 -338
23 2001/6/5 -936 2984 471 667 +2984 +471 +667
22 2001/5/29 901 -683 1857 13 -683 +1857 +13
21 2001/5/22 -1116 2007 -1345 0 +2007 -1345 0
20 2001/5/15 -212 -1007 713 -27 -1007 +713 -27
19 2001/5/8 2749 -499 479 0 -499 +479 0
18 2001/5/1 -1154 942 -419 27 +942 -419 +27
17 2001/4/24 929 442 -1643 -311 +442 -1643 -311
16 2001/4/17 -774 -968 -388 1 -968 -388 +1
15 2001/4/10 -2133 110 -4232 -690 +110 -4232 -690
14 2001/4/3 458 489 -1179 -48 +489 -1179 -48
13 2001/3/27 -12233 -5844 514 869 -5844 +514 +869
12 2001/3/20 -2059 -1100 155 -375 -1100 +155 -375
11 2001/3/13 9560 1448 1387 539 +1448 +1387 +539
10 2001/3/6 916 1113 1644 -1072 +1113 +1644 -1072
9 2001/2/27 8326 -623 8028 1048 -623 +8028 +1048
8 2001/2/20 4107 -1495 2828 -328 -1495 +2828 -328
7 2001/2/13 5526 -1017 7610 0 -1017 +7610 0
6 2001/2/6 1391 607 -821 10 +607 -821 +10
5 2001/1/30 -2367 -1726 967 0 -1726 +967 0
4 2001/1/23 -4740 600 -5343 -2 +600 -5343 -2
3 2001/1/16 -18 1613 -340 60 +1613 -340 +60
2 2001/1/9 4754 4775 -1069 0 +4775 -1069 0
1 2001/1/2 -2755 1169 -6538 299 +1169 -6538 +299
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