Friday, June 18 has been declared a national US holiday. The Commitments Report will be released and our charts and data will be updated on Monday afternoon, June 21, when my grandfather would be 121 if he had quit smoking and and drinking taken better care of himself.
If you find charts or data not up-to-date by Saturday noon (NY), there may have been a holiday delay, You can check the CFTC’s release date schedule here: https://www.cftc.gov/MarketReports/CommitmentsofTraders/ReleaseSchedule/index.htm
The history files have been error checked and cleaned up. It is recommended that you download new history files, which current (updated through February 28).
That said, This week’s COT data was tabulated on Tuesday, February 25. A lot of water has gone over the dam since, affecting trader positions in many markets and making this week’s COT report of questionable forecasting value. It is not unusual to see traders close profitable positions to cover losses elsewhere. We cannot assume that any market’s report escaped this week’s volatility unaffected.
The CFTC typically schedules weekly Commitments of Traders data releases for Fridays at 3:30 pm Eastern Time (US). Historically there have been numerous delayed releases due to unanticipated events such as government shutdowns, terrorist attacks, unscheduled federal holidays, etc. The scheduled changes for 2020 have been released are shown below with holiday-related delayed releases–moved to the following Monday–marked with an asterisk (*).
Last week’s update and historical COT files and charts have been revised and reposted. NOTE: These changes were made prior to CFTC’s 25 Oct 2019 data release.
IF YOU DO NOT SEE THIS UNTIL SATURDAY 26 OCT 2019, YOU SHOULD DOWNLOAD REPLACEMENT HISTORICAL FILES (Not today’s update files).
Commodity Futures Trading Commission Notice:
October 24, 2019: Due to a reporting firm problem for trade date October 15, 2019, significant reportable positions have been added to the following contracts in the reports published on October 18, 2019:
CBT Corn (CFTC ID 002602) CBT Soybeans (CFTC ID 005602) CBT Soybean Oil (CFTC ID 007601) CBT Soybean Meal (CFTC ID 026603) ICUS Canola (CFTC ID 135731)
All COT charts and data files have been updated with revised COT data per the CFTC announcement:
April 3, 2019
Due to a reporting firm problem for trade date March 26, 2019, additional reportable positions have been added to the following contracts in the reports published on March 29, 2019:
CBT Wheat SRW (CFTC ID 001602)
CBT Wheat HRW (CFTC ID 001612)
CBT Corn (CFTC ID 002602)
CBT Soybeans (CFTC ID 005602)
CBT Soybean Oil (CFTC ID 007601)
CBT Soybean Meal (CFTC ID 026603)
CBT 10 Year U.S. Treasury Notes (CFTC ID 043602)
CBOE VIX Futures (CFTC ID 1170E1)
CME Lean Hogs (CFTC ID 054642)
CME Mexican Peso (CFTC ID 095741)
CME E-Mini S&P 500 Stock Index (CFTC ID 13874A)
CME NASDAQ-100 Stock Index (Mini) (CFTC ID 209742)
NYME Ethanol T2 FOB Incl Duty (CFTC ID 025608)
NYME Propane Non-LDH Mt Bel (CFTC ID 06665G)
NYME Palladium (CFTC ID 075651)
NYME Platinum (CFTC ID 076651)