Also available in PDF format. The Commodity Futures Trading Commission Commission began publishing a Disaggregated Commitments of Traders Disaggregated COT report on September 4, The first iteration of the report covered 22 major physical commodity markets; on December 4, , the remaining physical commodity markets were included.

The Disaggregated COT report increases transparency from the legacy COT reports by separating traders into the following four categories of traders: All of the COT reports provide a breakdown of each Tuesday's open interest for markets in which 20 or more traders hold positions equal to or above the reporting levels established by the CFTC.

The reports are published in futures-only formats as well as futures-and-options combined formats. The data are available in both a short format and a long format. The Disaggregated COT report is being published side-by-side with the legacy COT formats at least through the end of The Commission is soliciting comment on the new report and will review whether to continue to publish both side-by-side or to replace the legacy report with the new report.

Remove Swap Dealer from Commercial Category and Create New Swap Dealer Classification for Reporting Purposes: The Commission, by regulation, collects confidential daily large-trader data as part of its market surveillance program.

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The data, which also support the legacy COT report, is separated into the following categories: Some multi-service or multi-functional organizations have centralized their futures trading. In such cases, their Form 40 may show more than one of the new categories.

Division of Market Oversight staff place each reportable trader in the most appropriate category based on their predominant activity.

The Commitment of Traders (COT) Reports

Some parent organizations set up separately reportable trading entities to handle their different businesses or locations. A trader may change the different ways it uses the markets, may trade additional or fewer commodities, and may find that its client base evolves.

The computed amount of spreading is calculated as the amount of offsetting futures indifferent calendar months or offsetting futures and options in the same or different calendar months.

Any residual long or short position is reported in the long or short column. Inter-market spreads are not considered.

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Numbers of Traders The sum of the numbers of traders in each separate category typically exceeds the total number of reportable traders. Historical data for the Disaggregated COT report are or soon will be available back to June 13, Note that CFTC does not maintain a history of large-trader classifications, so, recent classifications had to be used to classify the historical positions of each reportable trader.

Nonetheless, the data back as far as should be reasonably representative of trader classifications over that period. As described above, the actual placement of a trader in a particular classification based upon their predominant business activity may involve some exercise of judgment on the part of Commission staff. Moreover, it has always been true that the staff classifies traders not their trading activity. Staff is working on improvements to the Form 40 and other methodologies in order to improve the accuracy of the trader classifications.

When large reporting or classification issues are found, an announcement is made and corrections are published as quickly as possible.

Comparison of the Disaggregated Commitments of Traders Report to the Legacy Commitments of Traders Report and the Commodity Index Trader Supplement to the COT Report.

It has also included swap dealers that may have incurred a risk in the over-the-counter OTC market and then offset that risk in the futures markets, regardless of whether their OTC counterparty was a commercial trader or a speculator. The commodity index trader CIT supplement to the COT has been published for 12 agricultural commodities since January This may be different than the disaggregation being applied to the physical markets.

The data show, for each specific category of traders, the positions, the changes from the previous report, the percents of open interest, and the numbers of traders.

The long format, in addition to the information in the short format, shows the total size of positions held by nonreportable traders derived by subtracting total long and short "Reportable Positions" from the total open interest ; the data by crop year, where appropriate; and shows the concentration of positions held by the largest four and eight traders.

Failure to file a Form 40, or failure to answer truthfully, is a violation of the Commodity Exchange Act and CFTC regulations, and violators are subject to criminal or administrative sanctions. An updated Form 40 is requested of a trader every 2 years, or more often at the discretion of CFTC staff, if the trader remains reportable. The Form 40 is subject to audits or spot checks as conditions warrant.

CFTC staff members are available to large traders and their representatives to answer questions about the proper way to complete a Form 40 and to help interpret it in unusual circumstances.

Commodity Futures Trading Commission. Transparency International Contact Us. Commitments of Traders Historical Viewable Historical Compressed About the COT Reports Release Schedule Explanatory Notes Disaggregated Explanatory Notes Historical Special Announcements.

Also available in PDF format The Commodity Futures Trading Commission Commission began publishing a Disaggregated Commitments of Traders Disaggregated COT report on September 4, The Disaggregated Commitments of Traders Report The Commission, by regulation, collects confidential daily large-trader data as part of its market surveillance program. Historical Data Historical data for the Disaggregated COT report are or soon will be available back to June 13, Footnotes 1 As a separate endeavor, staff is working to create a new disaggregated COT for all of the financial markets in a form that will improve the transparency of those markets.

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