Commodity Futures Trading Commission

Indicator Reports

(None)

Other Reports

Commitments of Traders - 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. (Weekly)

Weekly Swaps Report - These data reflect pricing information, contract terms, notional value, and more, and are published at the transaction level and in real-time (more frequently than the weekly production of the CFTC Swaps Report) (Weekly)

Bank Participation Report - Separate reports are generated for futures and for gross options (not delta adjusted). The as-of date of the monthly BPR is typically the first Tuesday of each month, and publication on the Commission’s website occurs on the following Thursday or Friday. The BPR includes data for every market where five or more banks hold reportable positions. The BPR breaks the banks’ positions into two categories—U.S. Banks and Non-U.S. Banks—and shows for each type their aggregate gross long and short market positions. (Monthly)

Cotton On-Call - The Cotton On-Call Report shows the quantity of call cotton bought or sold on which the price has not been fixed, together with the respective futures on which the purchase or sale is based. Call cotton refers to physical cotton bought or sold, or contracted for purchase or sale at a price to be fixed later based upon a specified delivery month future’s price. (Weekly)

Financial Data for Futures Commission Merchants - Futures commission merchants (FCMs) and retail foreign exchange dealers (RFEDs) must file monthly financial reports with the CFTC's Division of Swap Dealer and Intermediary Oversight (DSIO) within 17 business days after the end of the month. Selected financial information from these reports is published below. The most recent month-end information generally is added within 12 business days after FCMs and RFEDs file their reports, but occasionally may be added later. (Monthly)

Net Position Changes Data - The Large Trader Net Position Changes and the Trading Account Net Position Changes data provides the public with a view of the amount of trading that results in net changes to positions at the trader level and at the account level. The data reflects trading that changes or creates an end-of-day position, as contrasted with trading that does not change a trader’s end-of-day net position, such as spread or day trading. This data release should provide the public, academia and traders with further insight into market liquidity. (Weekly)

CFTC Staff Reports - The CFTC produces market and staff reports that provides information to the public about the futures, options and swaps markets. This section also includes research reports by CFTC economists and various staff reports. (N/A)

Cleared Margin Reports - Derivatives clearing organizations (DCOs) are required to file daily initial margin with the CFTC's Division of Clearing and Risk (DCR). Aggregate initial margin summary information for Chicago Mercantile Exchange (CME), ICE Clear Credit (ICC), ICE Clear US (ICUS), ICE Clear Europe (ICEU), LCH Ltd., and LCH SA is published below. The information will generally be updated within ten business days of the end of each month. (Monthly)