COT Data File History File Update

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.

CFTC Corrects COT Data Released 18 Oct 2019

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. 


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)

Current COT Reports Now Available

For the first time since the government shutdown began in December 2018, the Commodity Futures Trading Commission (CFTC) has released current Commitments of Traders (COT) data. Per their standard schedule, the data in the current report was tabulated on Tuesday, March 5, 2019, and released on Friday, March 18, 2019, at 2:30 pm Eastern time.

All COT data and charts on this site were up-to-date on Saturday, March 9, 2019, per our standard schedule. Data and charts include both the current report and all weekly data released on a delayed basis in January and February.

Charts and Data Updated Through February 29, 2019

Expect regular delayed updates each Wednesday & Saturday until March 9, when the CFTC expects to catch up with current reports. (Schedule in the previous post.)

Since changes in trader positions are cumulative, there is no other way for the CFTC to release current data without creating each delayed weekly report in sequence.

January 29, 2019: CFTC’s Release Schedule for Delayed COT Reports

Washington, DC – The Commodity Futures Trading Commission’s (CFTC) Market Intelligence Branch of the Division of Market Oversight today announced an updated release schedule for CFTC weekly Commitments of Traders (COT) reports that were delayed during the government shutdown. The goal of the new report schedule, per the CFTC, is to provide market participants with data as quickly as possible, within the agency’s resource constraints.

While we may be anxious to see the current data, keep in mind that the weekly reports are cumulative. The CFTC has no choice in the order of compilation. We should be thankful that they release missing data points as they collate them. They have a near-perfect reporting record since the COT report was reintroduced in 1983. The only missing data in these 36 years is the New York markets for the week of 9/11, when the CFTC’s NY office (along with many of the reporting brokers) was located in the World Trade Center.

COT reports are typically compiled on Tuesday’s for the previous week, and released on Fridays. The last COT report was published on December 21, 2018. Reports going forward from that date will be published in chronological order beginning with the report previously scheduled for release on Friday, December 28, 2018, based on data from Monday (due to Christmas holiday), December 24, 2018. The CFTC expects to publish this report on Friday, February 1, 2019.  After this, the CFTC expects to publish one report on Tuesday and another on Friday of each week until the reports are current as per the normal schedule. Based on the announcement (and barring another government shutdown), the schedule–as I calculate it–going forward should be:

Previous Schedule Data as of New Release Date
Friday, Dec 28, 2018 Monday, Dec 24, 2018 Friday, Feb 1, 2019
Friday, Jan 4, 2019 Monday, Dec 31, 2018 Tuesday, Feb 5, 2019
Friday, Jan 11, 2019 Tuesday, Jan 8, 2019 Friday, Feb 8, 2019
Friday Jan 18, 2019 Tuesday, Jan 15, 2019 Tuesday, Feb 12, 2019
Friday Jan 25, 2019 Tuesday, Jan 22, 2019 Friday, Feb 15, 2019
Friday, Feb 1, 2019 Tuesday, Jan 29, 2019 Tuesday, Feb 19, 2019
Friday Feb 8, 2019 Tuesday, Feb 5, 2019 Friday, Feb 22, 2019
Friday, Feb 15, 2019 Tuesday, Feb 12, 2019 Tuesday, Feb 26, 2019
Friday, Feb 22, 2019 Tuesday, Feb 19, 2019 Friday, Mar 1, 2019
Friday, Mar 1, 2019 Tuesday, Feb 26, 2019 Tuesday, Mar 5, 2019
Friday Mar 8, 2019 Tuesday, March 5, 2019 Friday, Mar 8, 2019 Back On Schedule will publish individual weekly update batch files, updated history files, and updated charts as each COT report is released. Check this page for any schedule changes.