It is used by many futures traders as a market signal on which to trade. The Commitment of Traders (COT) report is a weekly publication that shows the aggregate holdings of different participants in the U.S. futures market. COT reports detail how many long, short, and spread positions make up the open interest.
How often does the CFTC publish the commitments of Traders report?
Over the years, the CFTC has improved the Commitments of Traders reports in several ways as part of its continuing effort to better inform the public about futures markets. The COT report is published more often—switching to mid-month and month-end in 1990, to every two weeks in 1992, and to weekly in 2000.
Where can I find the CFTC commitments of traders data?
Current and historical Commitments of Traders data is available on CFTC.gov, as is historical COT data going back to 1986 for Futures-Only reports, to 1995 for option-and-futures-combined reports, and to 2006 for the Supplemental report.
