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EUR · 1987 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.


Semimonthly Date All Long Short Spread
20 1987/11/30 26 0 0 0 0 0 0
19 1987/11/13 303 0 0 272 0 0 +272
18 1987/10/15 -6 0 0 0 0 0 0
17 1987/9/30 620 319 -267 293 +319 -267 +293
16 1987/9/15 -266 -60 293 -294 -60 +293 -294
15 1987/8/31 217 -528 0 397 -528 0 +397
14 1987/8/14 298 588 0 -381 +588 0 -381
13 1987/7/31 24 0 -42 -16 0 -42 -16
12 1987/7/15 280 -294 0 294 -294 0 +294
11 1987/6/30 -1231 294 -27 -288 +294 -27 -288
10 1987/6/15 -208 0 -328 -27 0 -328 -27
9 1987/5/29 -292 0 299 -288 0 +299 -288
8 1987/5/15 869 0 -309 311 0 -309 +311
7 1987/4/30 232 0 71 0 0 +71 0
6 1987/4/15 458 0 336 22 0 +336 +22
5 1987/3/31 -471 0 -268 210 0 -268 +210
4 1987/3/13 -103 0 208 -192 0 +208 -192
3 1987/2/27 -60 -192 60 192 -192 +60 +192
2 1987/2/13 69 192 -50 -157 +192 -50 -157
1 1987/1/30 492 0 31 -113 0 +31 -113
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