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CAD· 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
52 2002/12/31 -5293 -8207 3336 25 -8207 +3336 +25
51 2002/12/23 -21117 -1039 -488 -8 -1039 -488 -8
50 2002/12/17 11242 5419 488 0 +5419 +488 0
49 2002/12/10 13188 1406 -634 -287 +1406 -634 -287
48 2002/12/3 5720 8568 -3772 300 +8568 -3772 +300
47 2002/11/26 -2049 -1465 -1277 -857 -1465 -1277 -857
46 2002/11/19 1219 -3276 3959 270 -3276 +3959 +270
45 2002/11/12 -1399 -3636 255 587 -3636 +255 +587
44 2002/11/5 3437 2298 -733 -321 +2298 -733 -321
43 2002/10/29 1516 5032 13 321 +5032 +13 +321
42 2002/10/22 -942 2122 -5854 0 +2122 -5854 0
41 2002/10/15 1254 73 536 0 +73 +536 0
40 2002/10/8 3518 1560 1093 0 +1560 +1093 0
39 2002/10/1 476 -520 506 0 -520 +506 0
38 2002/9/24 -21219 -2422 -860 0 -2422 -860 0
37 2002/9/17 -2369 -5072 3357 -771 -5072 +3357 -771
36 2002/9/10 5601 31 -52 771 +31 -52 +771
35 2002/9/3 8657 8078 325 0 +8078 +325 0
34 2002/8/27 -2099 532 -1678 0 +532 -1678 0
33 2002/8/20 845 137 641 0 +137 +641 0
32 2002/8/13 -3400 -503 -330 0 -503 -330 0
31 2002/8/6 2822 -3082 -111 0 -3082 -111 0
30 2002/7/30 -7191 -5274 -373 0 -5274 -373 0
29 2002/7/23 -7543 -5441 1675 0 -5441 +1675 0
28 2002/7/16 -3210 -5644 450 0 -5644 +450 0
27 2002/7/9 2748 41 1137 0 +41 +1137 0
26 2002/7/2 2232 4383 -854 0 +4383 -854 0
25 2002/6/25 -18596 -1406 -636 0 -1406 -636 0
24 2002/6/18 -616 -2527 3217 0 -2527 +3217 0
23 2002/6/11 6881 -3087 -4498 -235 -3087 -4498 -235
22 2002/6/4 1257 662 -4411 -248 +662 -4411 -248
21 2002/5/28 3936 3562 558 -45 +3562 +558 -45
20 2002/5/21 2610 1248 -3430 197 +1248 -3430 +197
19 2002/5/14 3190 2708 -1633 331 +2708 -1633 +331
18 2002/5/7 6200 5756 1881 -240 +5756 +1881 -240
17 2002/4/30 2068 3075 299 0 +3075 +299 0
16 2002/4/23 5148 4773 -3580 217 +4773 -3580 +217
15 2002/4/16 -7804 -277 -12217 -4 -277 -12217 -4
14 2002/4/9 6160 -667 7609 0 -667 +7609 0
13 2002/4/2 2923 -2018 5912 0 -2018 +5912 0
12 2002/3/26 -13625 -2477 -212 -528 -2477 -212 -528
11 2002/3/19 242 216 407 -10 +216 +407 -10
10 2002/3/12 4402 2984 -5010 128 +2984 -5010 +128
9 2002/3/5 -9129 723 -9143 -510 +723 -9143 -510
8 2002/2/26 9462 -1912 8710 348 -1912 +8710 +348
7 2002/2/19 610 2595 -1663 145 +2595 -1663 +145
6 2002/2/12 2739 531 -1299 444 +531 -1299 +444
5 2002/2/5 -4893 821 -917 -6 +821 -917 -6
4 2002/1/29 -3525 -986 -5867 -3 -986 -5867 -3
3 2002/1/22 9002 643 7243 19 +643 +7243 +19
2 2002/1/15 5971 882 994 -8 +882 +994 -8
1 2002/1/8 2025 471 1203 8 +471 +1203 +8
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