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CFTC Commitment of Traders Report |
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| The CFTC's Commitments of Traders Report is issued on a bi-weekly basis, (Friday afternoon for the "futures only report" and Monday afternoon for "all options and futures combined"). These reports provide a breakdown of each Tuesday's open interest for markets in which five or more traders hold positioins equal to or above the reporting levels established by the CFTC and the exchanges. |
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Open Interest |
| A futures contract is said to be "open when it has been entered into and not yet liquidated by an offsetting transaction or fufilled by delivery. Open interest held or controlled by a trader is referred to as that trader's futures position. THe CFTC's "Options and Futures Combined Report" calculates traders' positions on a futures-equivalent basis using delta factors supplied by the exchanges. Long (short) call and short (long) put open interest are considered long (short) futures-equivalent open positions. |
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Reportable Positions |
| Clearing members, futures commission merchants (FCMs) and foreign brokers are required to make daily reports to the CFTC showing each trader's positions on their books that, in any future month of a commodity, exceed the reporting level. Open interest figures show the aggregate positions reported by all clearing members, FCMs and foreign brokers. Positions of individual traders are classified either as "commercial" or "non-commercial." All of a trader's reported futures positions in a commodity are classified as commercial if the trader uses futures contracts int he particular commodity for hedging as defined in the CFTC's regulations. |
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Non-Reportable Positions |
| Traders' positions that are below the reporting level are classfied as "non-reportable." The aggregate long and short open interest shown as non-reportable positions are derived by subtracting reported positions from total open interest. |
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Last Updated: Octber 2011 |
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