If you wish to maintain your own Commitments of Traders data base instead of using the charts provided at this website, these files can be downloaded into any desired directory on your harddisk. Download the self-extracting history file for the Futures Only, Options and Futures Combined, and/or CIT-Supplemental data bases. Historical data is available from 1983 forward for Futures Only data, from May 1995 for Options and Futures Combined data, from January 2006 for CIT. Weekly updates are available as .bat files. Download these into the same directory as the history files. IF DOWNLOADING CURRENT HISTORY FILES: DO NOT DOWNLOAD CURRENT UPDATE FILES AS THIS WILL CAUSE A DUPLICATION OF THE CURRENT DATA IN YOUR HISTORY FILES. Alternatively, the weekly batch files which will automatically update the history files stored on your directory.
[Note: These instructions assume you keep your historical data on "c:\cot" directory, however, you are free to use the directory of your choice.] We currently support only dos file formats for IBM & compatible computers. SuperCharts & TradeStation users note: Some users have reported difficulties with these graphics products recognizing ascii files, particularly with 8-digit date field. This difficulty has been overcome by using "\cot" as the folder name, rather than a longer name.
BEFORE BEGINNING: Check the blog for latest announcements on data delays, errors and corrections.
Download a new historical data base. Unzip files into c:\cot c:\opt c:\cit (or directories of choice).
BEFORE BEGINNING: Check the for latest announcements on data delays, errors and corrections.
Save the file to c:\cot c:\opt c:\cit or custom directories that contain the historical files. The file name will be either COT_UPD.BAT, OPT_UPD.BAT, and CIT_UPD.BAT.
Use Windows Explorer to locate the bat file in the respective directory, check that the file date is current, and double click on it. This will open a dos window and automatically update all of the data files in that directory.
DO NOT DUPLICATE UPDATE.
The file format is standard price format comma delimited, 7 field ASCII, suitable for importing into spreadsheet or graphing software. The field substitutions are as follows: Briese %CoT Index files are named with the symbol (below) preceded by "cot" (e.g. Soybeans is "COTS.PRN")
DATE OPEN HIGH LOW CLOSE VOLUME OI
---- ---- ---- --- ----- ------ --
DATE WEEK* LARGE COMMERCIAL SMALL TRADER ZERO ZERO
SPECULATOR HEDGER INDEX ** **
INDEX INDEX
*WEEK Since 2 weekly reports have been issued on alternate Fridays since 10-6-92, the WEEK field is used to determine if the data is (1) the current week or (2) one week old. This would be important if the data were used in system trading, since the week old data would not be available any earlier than the current week's data. In general, you can assume that data with a WEEK code of 1, was available approximately 1 week after the compilation date carried in the DATE field.
*WEEK = 1 IF LATEST REPORT
= 2 IF REPORT IS 1 WEEK OLD (BEGINNING 10-6-92)
** ZEROS are carried for Volume & Open Interest fields to facilitate importing into graphing packages as 7 field ASCII.
Futures Only Commitments of Traders Data files are named with the symbol preceded by the letter "q" (e.g. Soybeans is "QS.PRN"). The futures + options data files are preceded with the letter "u" (e.g. Soybeans is "US.PRN"). The format for both files is identical:
DATE OPEN HIGH LOW CLOSE VOLUME OI
---- ---- ---- --- ----- ------ --
DATE LARGE SPECULATOR COMMERCIAL HEDGER SMALL TRADER
LONG SHORT LONG SHORT LONG SHORT
The file format is standard price format comma delimited, 7 field ASCII, suitable for importing into spreadsheet or graphing software. The field substitutions are as follows: Briese %CoT Index files are named with the symbol (below) preceded by "OPT" (e.g. Soybeans is "OPTS.PRN")
DATE OPEN HIGH LOW CLOSE VOLUME OI
---- ---- ---- --- ----- ------ -----
DATE LARGE COMMERCIAL SMALL LARGE COMMERCIAL SMALL
SPECULATOR HEDGER TRADER SPECULATOR HEDGER TRADER
Net Posit. Net Pos. Net Pos. COT INDEX COT INDEX INDEX
Options and Futures Combined raw position files are named with the symbol preceded by the letter "u" (e.g. Soybeans is "US.PRN"):
DATE OPEN HIGH LOW CLOSE VOLUME OI
---- ---- ---- --- ----- ------ --
DATE LARGE SPECULATOR COMMERCIAL HEDGER SMALL TRADER
LONG SHORT LONG SHORT LONG SHORT
Briese %CoT Index files are named with the symbol (below) preceded by "CIT" (e.g. Soybeans is "OPTS.PRN"). There are 8 fields plus the date
DATE LARGE COMMERCIAL SMALL CIT LARGE COMMERCIAL SMALL CIT
SPECULATOR HEDGER TRADER Net SPECULATOR HEDGER TRADER COT
Net Posit. Net Posit. Net Posit. Pos. COT INDEX COT INDEX INDEX INDEX
Options and Futures Combined raw position files are named with the symbol preceded by the letter "t" (e.g. Soybeans is "TS.PRN"):
DATE LARGE SPECULATOR COMMERCIAL HEDGER SMALL TRADER Commodity Index Trader
LONG SHORT LONG SHORT LONG SHORT LONG SHORT
1. Set up a multi-data window with a WEEKLY S&P price chart.
2. Import %COTSP.PRN and display as "invisible bars".
THIS SHOULD BE IMPORTED AS DATE,OPEN,HIGH,LOW,VOLUME,OPEN INTEREST
ASCII FORMAT WITH PRICE DISPLAY "AS IS".
3. Create an indicator that displays 3 lines as follows:
LOW (low price field contains Commercial COT Index)
90 (90% major buy signal line)
5 (5% major sell signal line)
TO DISPLAY A NET POSITION CHART:
1. Import QSP.PRN
2. Set up the following indicators:
Large Speculator = OPEN - HIGH
Commercial = LOW - CLOSE
Small Trader = Volume - OI
ZERO = 0
CRB CR BRIESE CRB INDEX
DowInd DJ DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
YN Dow E-mini
NASDAQ ND NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
EN NASDAQ E-mini
NIKKEI NK NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
S&P500 SP S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
EP S&P500 E-mini
GOLD GC GOLD - COMMODITY EXCHANGE INC. COPPER HG COPPER-GRADE #1 - COMMODITY EXCHANGE INC. PLATIN PL PLATINUM - NEW YORK MERCANTILE EXCHANGE SILVER SI SILVER - COMMODITY EXCHANGE INC.
AUSSI$ AD AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE POUND BP BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE CANAD$ CD CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE EUROFX CU EURO FX - CHICAGO MERCANTILE EXCHANGE $INDEX DI U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE YEN JY JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE PESO PE MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE SWISS SF SWISS FRANC - CHICAGO MERCANTILE EXCHANGE BITCOIN BT BITCOIN - CHICAGO MERCANTILE EXCHANGE
EUROS ED 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE LIBOR EM 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE 5YR-TN FV 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE 2YR-TN TU 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE 10Y-TN TY 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE T-BOND US U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
SB-OIL BO SOYBEAN OIL - CHICAGO BOARD OF TRADE CORN C CORN - CHICAGO BOARD OF TRADE KC-WHT KW WHEAT - KANSAS CITY BOARD OF TRADE MN-WHT MW WHEAT - MINNEAPOLIS GRAIN EXCHANGE OATS O OATS - CHICAGO BOARD OF TRADE RRICE RC ROUGH RICE - CHICAGO BOARD OF TRADE BEANS S SOYBEANS - CHICAGO BOARD OF TRADE S-MEAL SM SOYBEAN MEAL - CHICAGO BOARD OF TRADE WHEAT W WHEAT - CHICAGO BOARD OF TRADE CHEESE $C CHEESE (CASH SETTLED) CHICAGO MECANTILE EXCHANGE
FEEDER FC FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE CATTLE LC LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE HOGS LH LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
COCOA CC COCOA - NEW YORK BOARD OF TRADE COTTON CT COTTON NO. 2 - NEW YORK BOARD OF TRADE COFFEE KC COFFEE C - NEW YORK BOARD OF TRADE LUMBER LB RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE OJ OJ FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE SUGAR SB SUGAR NO. 11 - NEW YORK BOARD OF TRADE
CRUDE CL CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE H-OIL HO NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANG NATGAS NG NATURAL GAS - NEW YORK MERCANTILE EXCHANGE GASOLI RB GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE
CBT SI AG 1000 TROY OUNCE SILVER - CHICAGO BOARD OF TRADE CMX_AL AL ALUMINUM - COMMODITY EXCHANGE INC. ARG-BB AT ARGENTINE FRB BRADY BOND - INTERNATIONAL MONETARY MARKET BRAZBD BF BRAZILIAN C BRADY BOND - INTERNATIONAL MONETARY MARKET B-REAL BR BRAZILIAN REAL - INTERNATIONAL MONETARY MARKET Crude$ C$ Combined Crude Oil Maxi/Mini CRBACT CB CRB/BRIDGE INDEX - NEW YORK FUTURES EXCHANGE WTICFI CF WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE COTLOO CK COTLOOK WORLD COTTON - NEW YORK COTTON EXCHANGE CAN_BD CN CANADIAN BONDS - CHICAGO BOARD OF TRADE ELECCO CO ELECTRICITY (CA-OR BORDER) - NEW YORK MERCANTILE EXCHANGE 90_CD CX 90-DAY DOMESTIC BANK CD'S - INTERNATIONAL MONETARY MARKET CYIELD CY IOWA CORN YIELD INSURANCE - CHICAGO BOARD OF TRADE MlkIII D3 MILK, Class III - CHICAGO MERCANTILE EXCHANGE DowAll DA Dow $5 & $10 DM-BP DB DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE D-MARK DM DEUTSCHE MARK - INTERNATIONAL MONETARY MARKET PHOSPH DP DIAMMONIUM PHOSPHATE - CHICAGO BOARD OF TRADE U.S.$ DX BRIESE US DOLLAR INDEX DM/JY DY YEN/MARK CROSSRATE - INTERNATIONAL MONETARY MARKET MINICL EC E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE NGMINI EG E-MINY NATURAL GAS - NEW YORK MERCANTILE EXCHANGE EURYEN EJ EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE EURODM EK 3-MO. EUROMARK TIME DEPOSITS - INTERNATIONAL MONETARY MARKET NASD-E EN NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE S&P-E EP E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE EUROTP ER STOCK INDEX FUT, EUROTOP 100 - COMMODITY EXCHANGE INC. CEC_EU EU EUROPEAN CURRENCY UNIT - NEW YORK COTTON EXCHANGE EUROJY EY HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE CHEESE EZ CHEDDAR CHEESE - COFFEE, SUGAR & COCOA EXCHANGE FBROIL FB FRESH BROILERS - CHICAGO MERCANTILE EXCHANGE FF-DM FD FRENCH FRANC/DMARK XRATE - NEW YORK COTTON EXCHANGE IMM-FF FE 30-DAY FED FUND RATES - INTERNATIONAL MONETARY MARKET 30D-FF FF 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE DM-FOR FM DEUTSCHE MARK, FORWARD - INTERNATIONAL MONETARY MARKET FFRANC FN FRENCH FRANC - INTERNATIONAL MONETARY MARKET CEC5YR FY 5 YEAR U.S. TREASURY NOTES - NEW YORK COTTON EXCHANGE CBOTGC GB GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE IMM_GC GD GOLD - INTERNATIONAL MONETARY MARKET GSCI GI S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE GNMA GN GNMA (MORTGAGES) CDR - CHICAGO BOARD OF TRADE GULFUG GU UNLEADED GASOLINE, GULF COAST - NEW YORK MERCANTILE EXCHANGE CORNSY HF HIGH FRUCTOSE CORN SYRUP, 55% - MINNEAPOLIS GRAIN EXCHANGE UNLEAD HU UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANG 5-30SW I5 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE SWAPS IR INTEREST RATE SWAPS - 3 YEAR - CHICAGO BOARD OF TRADE SWAPS5 IS INTEREST RATE SWAPS - 5 YEAR - CHICAGO BOARD OF TRADE DMROLL JD DEUTSCHE MARK, ROLLING SPOT - INTERNATIONAL MONETARY MARKET PJMEle JM PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE NYISOA KA ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE KC-GAS KG NATURAL GAS - KANSAS CITY BOARD OF TRADE ELECPV KV ELECTRICITY (PALO VERDE) - NEW YORK MERCANTILE EXCHANGE 10-AGY LF TEN-YEAR AGENCY NOTE - CHICAGO BOARD OF TRADE LEADGA LG LEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE MM-All MA S&P 400 All Markets MUNIS MB MUNICIPAL BOND INDEX - CHICAGO BOARD OF TRADE S&P400 MC S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE WWHEAT MD WHITE WHEAT - MINNEAPOLIS GRAIN EXCHANGE SP400E ME E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE TIBOR MI 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE DM-YEN MJ MARK/YEN CROSSRATE - INTERNATIONAL MONETARY MARKET ITL-DM ML ITAL. LIRA/MARK XRATE - NEW YORK COTTON EXCHANGE MAXI M MM AMEX MAJOR MARKET INDEX - INTERNATIONAL MONETARY MARKET BRADYB MN MEXICO BRADY BOND - INTERNATIONAL MONETARY MARKET DM/SF MR SFRANK/DMARK CROSSRATE - NEW YORK COTTON EXCHANGE KR/DM MS SWEDISH KRONA/DMARK XRATE - NEW YORK COTTON EXCHANGE MILK MU MILK - COFFEE, SUGAR & COCOA EXCHANGE MINIVL MV STOCK INDEX FUTURE, MVL - KANSAS CITY BOARD OF TRADE NikYen N1 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE ALB-NG NA ALBERTA NATURAL GAS - NEW YORK MERCANTILE EXCHANGE NYFE NC STOCK INDEX, NYSE CMP NEW - NEW YORK FUTURES EXCHANGE NASDAQ NE NASDAQ-ALL 10Swap NI INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE NYMARK NM W. GERMAN DEUTSCHE MARK - NEW YORK FUTURES EXCHANGE HenryH NN HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANG NZEAL$ NW NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE M3Swap NX CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE AMMONI NZ ANHYDROUS AMMONIA - CHICAGO BOARD OF TRADE IMM_OC OC S&P OVER THE COUNTER INDEX - INTERNATIONAL MONETARY MARKET PALLAD PA PALLADIUM - NEW YORK MERCANTILE EXCHANGE BELLYS PB FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE PLYWOO PI STRUCTURAL PLYWOOD PANEL INDEX - CHICAGO BOARD OF TRADE PHI-JY PJ JAPANESE YEN - PHILADELPHIA BOARD OF TRADE COMXPL PM PLATINUM - COMMODITY EXCHANGE INC. PROPAN PN PROPANE GAS - NEW YORK MERCANTILE EXCHANGE SARAND RA SOUTH AFRICAN RAND - INTERNATIONAL MONETARY MARKET RusAll RI Russell 2000 & Emini RuMini RM RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE RUSSEL RR RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE RU3000 RS RUSSEL 3000 STOCK INDEX FUTURE - NEW YORK FUTURES EXCHANGE RUBLE RU RUSSIAN RUBLE - INTERNATIONAL MONETARY MARKET Beans$ S$ Soybeans Mini/Maxi NYRESW S1 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE MICHSW S2 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE PERMSW S3 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE M-3SWP S4 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE TCOSWP S5 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE MALISW S6 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE PG&ESP S7 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE NGPLSP S8 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE SUMASW S9 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE SCRUDE SC CRUDE OIL, SOUR - NEW YORK MERCANTILE EXCHANGE SP-ALL SE S&P-ALL SUGA14 SU SUGAR NO. 14 - COFFEE, SUGAR AND COCOA EXCHANGE STOCKS ST All stock indexes adjusted for contract size & combined CBTSIL SV SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE NGPLSW T1 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE VENTSW T2 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE DOMISW T3 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE WAHASW T4 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE CIGSWP T5 CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE HHISWP T6 HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE ALBSWP T7 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE CHISWP T8 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE HHBASW T9 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE T-BILL TB 13-WEEK U.S. TREASURY BILLS - INTERNATIONAL MONETARY MARKET PSE-IN TK HIGH TECHNOLOGY INDEX - NEW YORK FUTURES EXCHANGE CEC2YR TW 2 YEAR U.S. TREASURY NOTES - NEW YORK COTTON EXCHANGE HOUSWP U1 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE NWPSWP U2 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE PANSWP U3 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE SOCASW U4 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE TRA6SW U5 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE HHGASW U6 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE HHPESW U7 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANG NYISWP U8 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE NYIGSW U9 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Unlead UL Unleaded Gasoline Continuous Series NYIJSW V1 NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE ISONES V2 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE AEPDSW V3 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE PFMMOS V4 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE ISOOPS V5 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE PJMELS V9 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE KC-VAL VL VALUE LINE STOCK INDEX - KANSAS CITY BOARD OF TRADE VIX VX VIX FUTURES - CBOE FUTURES EXCHANGE GU63%S W1 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANG NILMOS W2 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE NILOPS W3 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE SINGSW W4 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE NY-HDD W5 NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE HSSSWP W6 HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANG SJNSWP W7 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE NYASWP W8 NYISO ZONE A OFF PK LBMP SWAP - NEW YORK MERCANTILE EXCHANGE WTICAL W9 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE SMALLC WC WILSHIRE SMALL CAP INDEX - CHICAGO BOARD OF TRADE POTATO WP ROUND WHITE POTATOES - NEW YORK MERCANTILE EXCHANGE WSUGAR WS WHITE SUGAR - COFFEE, SUGAR & COCOA EXCHANGE MACETB XB U.S. TREASURY BONDS - MIDAMERICA COMMODITY EXCHANGE MACORN XC CORN - MIDAMERICA COMMODITY EXCHANGE MACELH XH LIVE HOGS - MIDAMERICA COMMODITY EXCHANGE MCE-RR XR ROUGH RICE - MIDAMERICA COMMODITY EXCHANGE MINI-S XS MINI SOYBEANS - CHICAGO BOARD OF TRADE MACE_W XW WHEAT - MIDAMERICA COMMODITY EXCHANGE YldCur YC YIELD CURVE 30-10 - CHICAGO BOARD OF TRADE YEN-DM YD YEN/MARK CROSSRATE - NEW YORK COTTON EXCHANGE Dow $5 YN DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Y.C.2 YT YIELD CURVE 30-2 - CHICAGO BOARD OF TRADE NYFE YX STOCK INDEX FUTURE, NYSE CMP - NEW YORK FUTURES EXCHANGE PHI_DM ZD W. GERMAN DEUTSCHE MARK - PHILADELPHIA BOARD OF TRADE PHI_FF ZF FRENCH FRANC - PHILADELPHIA BOARD OF TRADE PHILSF ZS WHEAT - KANSAS CITY BOARD OF TRADE