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 |
CommitmentsOfTraders.org 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.