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EUR · 2006 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 2006/12/26 -7324 -10034 1966 267 -10034 1966 267
51 2006/12/19 -36166 -1195 3518 -4368 -1195 3518 -4368
50 2006/12/12 6512 -3013 -1431 -476 -3013 -1431 -476
49 2006/12/5 16160 7829 -842 1329 7829 -842 1329
48 2006/11/28 28881 22655 -1633 1876 22655 -1633 1876
47 2006/11/21 8083 2805 -2026 -87 2805 -2026 -87
46 2006/11/14 -7628 -14826 -6376 -97 -14826 -6376 -97
45 2006/11/7 16007 12175 3298 -134 12175 3298 -134
44 2006/10/31 4196 13629 -19268 594 13629 -19268 594
43 2006/10/24 3424 1084 525 339 1084 525 339
42 2006/10/17 3815 745 10681 -269 745 10681 -269
41 2006/10/10 8593 -6944 12745 1465 -6944 12745 1465
40 2006/10/3 5247 8627 2352 531 8627 2352 531
39 2006/9/26 5557 -1775 -603 -403 -1775 -603 -403
38 2006/9/19 -37085 -10429 5174 -819 -10429 5174 -819
37 2006/9/12 -2543 -6597 1702 -723 -6597 1702 -723
36 2006/9/5 858 -2200 2421 1109 -2200 2421 1109
35 2006/8/29 -5775 -1571 262 855 -1571 262 855
34 2006/8/22 -2818 -9056 -322 113 -9056 -322 113
33 2006/8/15 998 -2083 -179 149 -2083 -179 149
32 2006/8/8 19907 16061 -2618 -108 16061 -2618 -108
31 2006/8/1 11402 18385 -4743 -42 18385 -4743 -42
30 2006/7/25 -6341 -1129 264 238 -1129 264 238
29 2006/7/18 -15274 -24475 1726 172 -24475 1726 172
28 2006/7/11 5965 5203 -4147 -241 5203 -4147 -241
27 2006/7/3 13938 9146 5271 122 9146 5271 122
26 2006/6/27 15562 11925 -255 15 11925 -255 15
25 2006/6/20 -69790 -6715 2641 -992 -6715 2641 -992
24 2006/6/13 -7158 -29828 -3478 194 -29828 -3478 194
23 2006/6/6 14050 5696 -2616 -67 5696 -2616 -67
22 2006/5/30 -2304 9503 1695 -1071 9503 1695 -1071
21 2006/5/23 2552 -75 1225 486 -75 1225 486
20 2006/5/16 -3247 -539 -1004 51 -539 -1004 51
19 2006/5/9 11427 -2640 -1077 434 -2640 -1077 434
18 2006/5/2 9834 10774 1825 633 10774 1825 633
17 2006/4/25 11499 9822 -361 -607 9822 -361 -607
16 2006/4/18 6431 11302 -2410 -692 11302 -2410 -692
15 2006/4/11 -2611 -9142 1620 1357 -9142 1620 1357
14 2006/4/4 21206 11523 -58 -155 11523 -58 -155
13 2006/3/28 -821 -2041 -1400 325 -2041 -1400 325
12 2006/3/21 6666 3319 -10149 -950 3319 -10149 -950
11 2006/3/14 -42525 5181 -8925 -1155 5181 -8925 -1155
10 2006/3/7 17714 -1005 3519 1108 -1005 3519 1108
9 2006/2/28 8381 8785 468 -252 8785 468 -252
8 2006/2/21 10342 -1182 689 46 -1182 689 46
7 2006/2/14 837 -2343 4666 26 -2343 4666 26
6 2006/2/7 -7832 -12942 4475 -720 -12942 4475 -720
5 2006/1/31 3345 1730 2812 -933 1730 2812 -933
4 2006/1/24 15043 15627 -626 585 15627 -626 585
3 2006/1/17 2179 -889 -139 275 -889 -139 275
2 2006/1/10 8148 6083 -4647 35 6083 -4647 35
1 2006/1/3 6868 10076 3423 36 10076 3423 36
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