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GBP · 2006 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.


Week Date All Long Short Spread                     
52 2006/12/26 -9511 -12198 -444 -340 -12198 -444 -340
51 2006/12/19 -31780 -5327 -11756 -2709 -5327 -11756 -2709
50 2006/12/12 29621 7050 3713 1218 7050 3713 1218
49 2006/12/5 -2122 -4353 441 1015 -4353 441 1015
48 2006/11/28 13494 10928 -609 288 10928 -609 288
47 2006/11/21 3987 7454 617 129 7454 617 129
46 2006/11/14 -15430 -21507 521 233 -21507 521 233
45 2006/11/7 25352 23680 -736 -5 23680 -736 -5
44 2006/10/31 25002 24304 1605 -395 24304 1605 -395
43 2006/10/24 -6834 -242 -4102 568 -242 -4102 568
42 2006/10/17 6662 12014 -1456 -308 12014 -1456 -308
41 2006/10/10 -2817 -18267 6844 308 -18267 6844 308
40 2006/10/3 -17457 -11942 79 0 -11942 79 0
39 2006/9/26 17867 14424 410 -92 14424 410 -92
38 2006/9/19 -23378 9959 4587 -5333 9959 4587 -5333
37 2006/9/12 -4203 -13328 3023 5405 -13328 3023 5405
36 2006/9/5 1297 -3089 -896 -60 -3089 -896 -60
35 2006/8/29 2596 90 781 27 90 781 27
34 2006/8/22 -8001 -7566 -1186 3 -7566 -1186 3
33 2006/8/15 7832 8924 1354 47 8924 1354 47
32 2006/8/8 14037 8931 -1692 -40 8931 -1692 -40
31 2006/8/1 11971 21612 -732 40 21612 -732 40
30 2006/7/25 14024 6225 643 -2 6225 643 -2
29 2006/7/18 2409 3192 -136 3 3192 -136 3
28 2006/7/11 7013 3099 1213 1 3099 1213 1
27 2006/7/3 66 4460 -832 -41 4460 -832 -41
26 2006/6/27 101 -11301 5530 -88 -11301 5530 -88
25 2006/6/20 -47552 -5211 -6519 -560 -5211 -6519 -560
24 2006/6/13 20729 450 642 609 450 642 609
23 2006/6/6 -6785 -18194 -783 31 -18194 -783 31
22 2006/5/30 -2673 9037 -102 -66 9037 -102 -66
21 2006/5/23 4766 3570 -2716 -314 3570 -2716 -314
20 2006/5/16 5998 -1713 -218 332 -1713 -218 332
19 2006/5/9 14935 6938 -205 14 6938 -205 14
18 2006/5/2 -4589 -872 -7206 65 -872 -7206 65
17 2006/4/25 10380 7703 507 -285 7703 507 -285
16 2006/4/18 4155 10331 -387 304 10331 -387 304
15 2006/4/11 -244 2956 -2104 0 2956 -2104 0
14 2006/4/4 11372 1524 5924 -274 1524 5924 -274
13 2006/3/28 -100 -692 357 247 -692 357 247
12 2006/3/21 -1918 2194 -7203 17 2194 -7203 17
11 2006/3/14 -35149 -3992 -1704 -2 -3992 -1704 -2
10 2006/3/7 6410 -74 4081 -119 -74 4081 -119
9 2006/2/28 1539 333 -11359 89 333 -11359 89
8 2006/2/21 -2470 2703 -2060 -161 2703 -2060 -161
7 2006/2/14 5894 -3473 7109 162 -3473 7109 162
6 2006/2/7 -298 -5804 6348 -70 -5804 6348 -70
5 2006/1/31 4554 -732 4026 76 -732 4026 76
4 2006/1/24 6402 4617 -1534 29 4617 -1534 29
3 2006/1/17 6056 337 -1133 0 337 -1133 0
2 2006/1/10 7488 4048 -6200 -81 4048 -6200 -81
1 2006/1/3 6855 3552 6980 87 3552 6980 87
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