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GBP · 1987 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.


Semimonthly Date All Long Short Spread
24 1987/12/31 2901 2238 -531 -4 +2238 -531 -4
23 1987/12/15 -20444 -7039 -351 -293 -7039 -351 -293
22 1987/11/30 3579 4390 572 39 +4390 +572 +39
21 1987/11/13 990 181 310 56 +181 +310 +56
20 1987/10/30 -4348 -10916 -1104 202 -10916 -1104 +202
19 1987/10/15 19621 13921 90 -107 +13921 +90 -107
18 1987/9/30 3058 -405 -530 77 -405 -530 +77
17 1987/9/15 -20049 -1627 573 -248 -1627 +573 -248
16 1987/8/31 185 1653 -2677 106 +1653 -2677 +106
15 1987/8/14 3342 -2357 1520 95 -2357 +1520 +95
14 1987/7/31 1319 1387 794 76 +1387 +794 +76
13 1987/7/15 5429 -2703 -480 1 -2703 -480 +1
12 1987/6/30 -18471 317 -6501 -816 +317 -6501 -816
11 1987/6/15 8746 308 2144 476 +308 +2144 +476
10 1987/5/29 -2385 -5808 -840 6 -5808 -840 +6
9 1987/5/15 4869 1442 2687 113 +1442 +2687 +113
8 1987/4/30 1100 -842 4044 10 -842 +4044 +10
7 1987/4/15 1348 -416 0 -989 -416 0 -989
6 1987/3/31 -20412 -1935 -400 1180 -1935 -400 +1180
5 1987/3/13 16820 2408 -280 -680 +2408 -280 -680
4 1987/2/27 14707 10034 -123 700 +10034 -123 +700
3 1987/2/13 -931 560 -391 0 +560 -391 0
2 1987/1/30 218 -659 -28 0 -659 -28 0
1 1987/1/15 4252 -1356 366 0 -1356 +366 0
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