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New Data: U.S. - CFTC COT [2018]
Friday, 14 Dec 2018 18:00 ET
By Phillip Thorne
Summary
April 2018 -- The corpus of the Commodity Futures Trading Commission (CFTC) Commitments of Traders (COT) weekly "Combined Options-and-Futures Report" is subject to ongoing change. [Updated 14 December 2018.]
Detail

The "Commitments of Traders" dataset is inherently intermittent (i.e., not every contract will have a reportable position every week), so expect to see scattered "ND" (missing) values in each time series. When converting to a lower frequency (which aggregates the counts of contracts), use the Data Buffet "ignore missing values" option; otherwise any aggregate period that contains "ND" will itself be "ND".

Our mnemonics embed the six-character CFTC contract market code, e.g., 0063CD in CFTC0063CDCPRSTW.IUSA. There are ten position-indicators per code, e.g., PRST

The series reside in the historical catalog (United States » Financial » Commitments of Traders (CFTC) » Combined futures and options report). Please consult the catalog for a full list, alphabetic by contract name.We periodically tidy the catalog by moving terminated contracts to the adjacent "Discontinued" node.

Additions by week

DateCodeDescription
23 Mar 0063CD ICE Futures Energy Div; Futures and options combined, (1000 RGGI CO2 allowances)
30 Mar 067A71 WTI Midland Argus Vs WTI Trade - New York Mercantile Exchange, (1000 barrels)
13 Apr 133741 Bitcoin - Chicago Mercantile Exchange, (5 bitcoins)
27 Apr 0063B1 PJM TRI-RECs CLASS 1 Vin 2021 - ICE Futures Energy Div, (10 SRECs)
27 Apr 06742U ARGUS WTI Mid/WTI TRADE MONTH - ICE Futures Energy Div, (1000 barrels)
11 May 00160F BLACK SEA WHEAT FINANCIAL - Chicago Board of Trade, (50 Metric Tons)
18 May 111415 GASOLINE CRK-RBOB/BRENT 1st - ICE Futures Energy Div - IFED, (1000 barrels)
15 Jun 0063AS CALIF CARBON ALL VINTAGE 2019 - ICE Futures Energy Div, (1000 California carbon allowances)
22 Jun 138747 E-MINI S&P CONSUMER DISC INDEX - Chicago Mercantile Exchange, ($100 x S&P Select Sector Consumer Discr)
6 Jul 134742 1-MONTH SOFR - Chicago Mercantile Exchange, ($4,167 x Contract IMM Index)
20 Jul 261P05 NFX CS5TC Capesize 5T/C AVG - NASDAQ Futures, (1 Day)
20 Jul 261P07 NFX PM4TC Panamax 4T/C AVG - NASDAQ Futures, (1 Day)
20 Jul 261P09 NFX SM6TC Supramax 6T/C AVG - NASDAQ Futures, (1 Day)
27 Jul 134741 3-MONTH SOFR - Chicago Mercantile Exchange, ($2,500 x Contract IMM Index)
3 Aug 0233BY SOCAL CITYGATE FINANCIAL BASIS - ICE Futures Energy Div, (MMBTU)
3 Aug 0233E5 TRANSCO Leidy Index - ICE Futures Energy Div, (2500 MMBTU)
3 Aug 135731 Canola oil - ICE Futures U.S., (20 metric tonnes)
10 Aug ZB9105 5-Year Eris Standard - Initial - Eris Futures Exchange, (1 Mil. USD notional principal)
21 Aug 13874F E-MINI S&P Industrial Index - CME, ($100 x S&P Select Sector Industrial Ind)
18 Sep 06641H Propane Argus Saudi CP FP - ICE Futures Energy Div, (1000 metric tonnes)
25 Sep 0233CV Transco Zone 6 Monthly Index - ICE Futures Energy Div, (MMBTU)
9 Oct 13874N S&P 500 total return index - CME, (S&P 500 total return index x $25)
9 Oct 86465K Jet Up-Down Balmo - New York Mercantile Exchange, (Contracts of 42,000 gallons)
2 Nov 0233DW TETCO M2 Index [receipts] - ICE Futures Energy Div, (2500 MMBTU)
2 Nov 13874H E-MINI S&P Materials Index - CME, ($100 x S&P Select Sector Materials Index)
16 Nov 261P08 NFX SM10TC Supramax 10T/C Avg - Nasdaq Futures, (1 day)
14 Dec 064HRZ MISO AMIL.BGS6 DAY-AHEAD PEAK - ICE Futures Energy Div, (1 MW)
Other
Related ReleaseCommitments of Traders (COT) Futures-and-Options Combined Report
SourceCommodity Futures Trading Commission (CFTC)
FrequencyWeekly Friday
GeographyUnited States
Catalog
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