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JPY · 2003 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 2003/12/30 7343 -469 2 67 -469 2 67
51 2003/12/22 -8296 -10101 0 23 -10101 0 23
50 2003/12/16 -31137 -92 -1592 -523 -92 -1592 -523
49 2003/12/9 27913 8774 -1776 -383 8774 -1776 -383
48 2003/12/2 9220 5966 2320 241 5966 2320 241
47 2003/11/25 -10088 -11905 -683 35 -11905 -683 35
46 2003/11/18 105 -3907 128 24 -3907 128 24
45 2003/11/11 7467 7406 -47 23 7406 -47 23
44 2003/11/4 -16984 -15283 -10717 503 -15283 -10717 503
43 2003/10/28 1490 1668 -4938 29 1668 -4938 29
42 2003/10/21 -2886 -1885 -10980 0 -1885 -10980 0
41 2003/10/14 -4733 -4759 5757 24 -4759 5757 24
40 2003/10/7 14578 6781 -2079 21 6781 -2079 21
39 2003/9/30 8931 8137 20820 8 8137 20820 8
38 2003/9/23 8839 1367 2466 0 1367 2466 0
37 2003/9/16 -45127 621 -1181 -1549 621 -1181 -1549
36 2003/9/9 2204 6068 178 985 6068 178 985
35 2003/9/2 37846 31316 -2407 -1233 31316 -2407 -1233
34 2003/8/26 13694 7591 -14993 1121 7591 -14993 1121
33 2003/8/19 2463 1617 1029 -18 1617 1029 -18
32 2003/8/12 -9839 2804 -23555 444 2804 -23555 444
31 2003/8/5 22168 -8444 34163 -84 -8444 34163 -84
30 2003/7/29 -909 2044 2528 272 2044 2528 272
29 2003/7/22 -9808 -7166 1867 -49 -7166 1867 -49
28 2003/7/15 9535 10060 -5657 -195 10060 -5657 -195
27 2003/7/8 250 4874 -8631 -225 4874 -8631 -225
26 2003/7/1 5892 -17129 13404 -257 -17129 13404 -257
25 2003/6/24 6376 1434 -4840 135 1434 -4840 135
24 2003/6/17 -29505 1628 2522 -392 1628 2522 -392
23 2003/6/10 22908 2902 -1294 903 2902 -1294 903
22 2003/6/3 -11330 -16825 5058 -57 -16825 5058 -57
21 2003/5/27 -2121 -1126 -799 10 -1126 -799 10
20 2003/5/20 -2170 -604 -912 -71 -604 -912 -71
19 2003/5/13 14210 18635 -8159 -990 18635 -8159 -990
18 2003/5/6 13578 10212 -2636 1116 10212 -2636 1116
17 2003/4/29 2387 -4884 1113 -22 -4884 1113 -22
16 2003/4/22 4707 4588 -646 30 4588 -646 30
15 2003/4/15 4164 -1094 2689 -409 -1094 2689 -409
14 2003/4/8 -5048 -1454 277 479 -1454 277 479
13 2003/4/1 -4321 1705 -7375 -34 1705 -7375 -34
12 2003/3/25 1798 -19609 16692 36 -19609 16692 36
11 2003/3/18 -50439 -12011 890 -491 -12011 890 -491
10 2003/3/11 16477 1678 -2509 65 1678 -2509 65
9 2003/3/4 -1744 -4325 -603 -55 -4325 -603 -55
8 2003/2/25 4512 7301 -10020 367 7301 -10020 367
7 2003/2/18 3578 7370 -354 -833 7370 -354 -833
6 2003/2/11 19027 10695 5580 -130 10695 5580 -130
5 2003/2/4 -17603 -16847 3169 703 -16847 3169 703
4 2003/1/28 -10679 -7935 -252 -11 -7935 -252 -11
3 2003/1/21 -866 64 -285 400 64 -285 400
2 2003/1/14 3841 4911 -806 -8 4911 -806 -8
1 2003/1/7 -3126 -1178 -271 -357 -1178 -271 -357
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