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CHF · 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 3786 -5183 6506 0 -5183 +6506 0
52 2001/12/21 -3163 -3560 1323 0 -3560 +1323 0
51 2001/12/18 -22637 6096 -1503 -1083 +6096 -1503 -1083
50 2001/12/11 5792 -1544 -1283 1083 -1544 -1283 +1083
49 2001/12/4 -2274 -39 -4418 0 -39 -4418 0
48 2001/11/27 1551 -2104 2719 0 -2104 +2719 0
47 2001/11/20 -4054 -3916 1064 -49 -3916 +1064 -49
46 2001/11/13 2461 -2941 3876 6 -2941 +3876 +6
45 2001/11/6 661 -1496 -1103 17 -1496 -1103 +17
44 2001/10/30 3576 2109 -877 -5 +2109 -877 -5
43 2001/10/23 1317 -3197 4321 8 -3197 +4321 +8
42 2001/10/16 -296 -506 -385 0 -506 -385 0
41 2001/10/9 -294 407 483 0 +407 +483 0
40 2001/10/2 -461 -1364 -183 0 -1364 -183 0
39 2001/9/25 -780 -2735 594 0 -2735 +594 0
38 2001/9/18 -17766 4737 -2165 -170 +4737 -2165 -170
37 2001/9/10 4223 -1504 -908 164 -1504 -908 +164
36 2001/9/4 -1766 -2699 2118 -1 -2699 +2118 -1
35 2001/8/28 1359 33 557 -5 +33 +557 -5
34 2001/8/21 3153 1390 -2182 -1 +1390 -2182 -1
33 2001/8/14 5389 3804 -2328 -23 +3804 -2328 -23
32 2001/8/7 4033 3718 -612 -3 +3718 -612 -3
31 2001/7/31 -1197 973 -869 -7 +973 -869 -7
30 2001/7/24 2999 9152 -13793 -39 +9152 -13793 -39
29 2001/7/17 -8004 254 -7946 33 +254 -7946 +33
28 2001/7/10 -1880 39 -2058 32 +39 -2058 +32
27 2001/7/3 13847 378 11432 0 +378 +11432 0
26 2001/6/26 394 -419 -1550 0 -419 -1550 0
25 2001/6/19 -33933 -1457 -4734 0 -1457 -4734 0
24 2001/6/12 19601 318 -1255 -43 +318 -1255 -43
23 2001/6/5 1338 494 132 43 +494 +132 +43
22 2001/5/29 236 -101 -740 0 -101 -740 0
21 2001/5/22 2605 -491 1855 43 -491 +1855 +43
20 2001/5/15 3542 1819 3392 0 +1819 +3392 0
19 2001/5/8 4902 1217 953 -43 +1217 +953 -43
18 2001/5/1 3285 183 2849 43 +183 +2849 +43
17 2001/4/24 2209 17 1294 -44 +17 +1294 -44
16 2001/4/17 339 -495 689 8 -495 +689 +8
15 2001/4/10 543 -108 137 8 -108 +137 +8
14 2001/4/3 -1799 -40 245 -5 -40 +245 -5
13 2001/3/27 3514 -452 -51 3 -452 -51 +3
12 2001/3/20 -10319 -4783 7929 -100 -4783 +7929 -100
11 2001/3/13 4373 256 2370 103 +256 +2370 +103
10 2001/3/6 2759 2586 298 -1 +2586 +298 -1
9 2001/2/27 113 745 1504 0 +745 +1504 0
8 2001/2/20 -3528 -7576 1344 28 -7576 +1344 +28
7 2001/2/13 -1798 -1323 -485 -5 -1323 -485 -5
6 2001/2/6 -4199 -2006 406 -19 -2006 +406 -19
5 2001/1/30 -1841 -2268 563 -24 -2268 +563 -24
4 2001/1/23 3061 253 -102 -5 +253 -102 -5
3 2001/1/16 1861 1465 111 48 +1465 +111 +48
2 2001/1/9 96 320 -153 -146 +320 -153 -146
1 2001/1/2 4477 317 -15 62 +317 -15 +62
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