COMMITMENTS OF TRADERS REPORT - Summary and Analysis of the US Government Report

THIS PAGE INCLUDES LINKS TO "FUTURES ONLY" DATA FILES, " FUTURES COMBINED WITH OPTIONS" DATA FILES, "SUPPLEMENTAL REPORT" DATA FILES, AND "DISAGGREGATED WITH OPTIONS DATA FILES."

The following is a listing of the Commitments of Traders data files for the futures contracts in the reports on this Web Site. The data files are comma separated and include the following:

date,
date number,
Non Reportable (small commercial and small spec) longs,
Non Reportable (small commercial and small spec) shorts,
Reportable Non-Commercial (large spec) longs,
Reportable Non-Commercial ( large spec) shorts,
Reportable Commercial longs,
Reportable Commercial shorts,
total open interest.

SEE DISCLOSURES AND DISCLAIMERS BELOW

(Note: For several different reasons, uploading the following data files into the correct server has repeatedly been a problem. Normally I update the data files each week and post them on Saturday morning. If you find that the data files are NOT updated by noon Saturday, please send me a note so I can correct the uploading. Thanks.)

**WHEN YOU DISPLAY THE DATA FILE, YOU MAY NEED TO SAVE THE PAGE TO A FILE AS A TEXT FILE (ie save as .txt) TO BE ABLE TO READ IT INTO A SPREAD SHEET.**

**The following table are links to "futures only" files.** ("futures combined with options are in the second table below)

(Note: When displaying files, size the browser window so data displays as one line for each week.)
Currencies: BP British Pound CD Canadian Dollar EC European Currency JY Japanese Yen MQ Mexican Peso SF Swiss Franc DX US Dollar Index	Energies: CL Crude Oil RB Reformulated Blend Gas HO Heating Oil NG Natural Gas	Exotics (Softs): CO or cc Cocoa KC or co Coffee CT Cotton OJ Orange Juice SB Sugar #11 LB Lumber	Grains: C Corn O Oats S Soybeans SM Soybean Meal BO Soybean Oil W Wheat KW Kansas Wheat MW Minneapolis Wheat
Indices: DJ Dow Jones Industrial Stk Idx SP S&P 500 Stock Index ES E-Mini S&P SPES S&P and E-Mini S&P ND NASDAQ 100 NQ E-Mini NASDAQ 100 Stock Index Subtotal	Interest Rates: ED EuroDollars FV Five Year Treasury Notes MB Municipal Bond Index TY Ten Year Treasury Notes US Treasury Bonds	Meats: FC Feeder Cattle LC Live Cattle LH Lean Hogs PB Pork Belllies	Metals: HG High Grade Copper GC or go Gold Comex PA Palladium PL Platinum SI or sv Silver (Comex)

**The following table are links to "futures combined with options" files.**

The "With Option" data released by the CFTC, adjusts all totals in the regular report to reflect the "net delta" of option positions. For example, If a "hedger" had a long 10 futures contracts position in CORN, but was short 1,000 options that had a delta of 55, he would not show up in the COT REPORT - FUTURES ONLY because his 10 futures LONG were not a "reportable" position. He would be reflected in the "with options" report because his net delta position (1,000 option contracts at 55 delta would equal 550 open interest "short" contract equivalent) less his 10 long futures would equal a reportable position of 540 futures short.

(Note: When displaying files, size the browser window so data displays as one line for each week.)
Currencies: BP British Pound CD Canadian Dollar EC European Currency JY Japanese Yen SF Swiss Franc DX US Dollar Index	Energies: CL Crude Oil RB Reformulated Blend Gas HO Heating Oil NG Natural Gas	Exotics (Softs): CO or cc Cocoa KC or co Coffee CT Cotton OJ Orange Juice SB Sugar #11 LB Lumber	Grains: C Corn O Oats S Soybeans SM Soybean Meal BO Soybean Oil W Wheat KW Kansas Wheat MW Minneapolis Wheat
Indices: DJ Dow Jones Industrial Stk Idx SP S&P 500 Stock Index ES E-Mini S&P SPES S&P and E-Mini S&P ND NASDAQ 100 NQ E-Mini NASDAQ 100 Stock Index Subtotal	Interest Rates: ED EuroDollars FV Five Year Treasury Notes MB Municipal Bond Index TY Ten Year Treasury Notes US Treasury Bonds	Meats: FC Feeder Cattle LC Live Cattle LH Lean Hogs PB Pork Belllies	Metals: HG High Grade Copper GC or go Gold Comex PA Palladium PL Platinum SI or sv Silver (Comex)

FOLLOWING ARE THE SUMMARY DATA FILES FROM THE 12 CONTRACTS
COVERED IN THE SUPPLEMENTAL COT REPORT
(Note: When displaying files, size the browser window so data displays as one line for each week.)

CIT data files	The links at the left are to the COT files of the supplemental COT report. The data is in the following format: date, date number, Non Reportable (small commercial and small spec) longs, Non Reportable (small commercial and small spec) shorts, Reportable Non-Commercial (large spec) longs, Reportable Non-Commercial ( large spec) shorts, Reportable Commercial longs, Reportable Commercial shorts, Reportable Commodity Index Trader longs, Reportable Commodity Index Trader shorts, Total open interest.
Wheat
KC Wheat
Corn
Soybeans
Soybean Oil
Cotton
Lean Hogs
Lv Cattle
Feeder
Cocoa
Sugar No11
Coffee
TOTALS

FOLLOWING ARE THE SUMMARY DATA FILES FROM "SELECTED" CONTRACTS COVERED IN THE DISAGGREGATED WITH OPTIONS
(Note: When displaying files, size the browser window so data displays as one line for each week.)

DAG data files

The links at the left are to the major contracts with three years
of history released by the CFTC

The data is in the following format:

date,
date number,
Non Reportable (small commercial and small spec) longs,
Non Reportable (small commercial and small spec) shorts,
Reportable Non-Commercial (large spec) longs,
Reportable Non-Commercial ( large spec) shorts,
Reportable Commercial (producer/merchant/user) longs,
Reportable Commercial (producer/merchant/user) shorts,
Reportable Swap Dealer longs,
Reportable Swap Dealer shorts,
Reportable Money Manager longs,
Reportable Money Manager shorts,
Total open interest.

Copy this line into Excel for headings:

date date ss l ss s ls l ls s c l c s swp l swp s mm l mm s op int

Commitments of Traders calendar of CFTC release dates. Weekly Commitments of Traders Reports are released by the CFTC every Friday after the close of business, effective for the prior Tuesdays. The release dates may be adjusted to accommodate holidays. Usually, the www.commitmentsoftraders.com Internet Edition of the Commitments of Traders Report is updated with the new CFTC information by 4 PM Central time after the release of the "futures only data."

The CFTC has posted a background report of the COT Report. See Backgrounder-The Commitments of Traders Report The Report contains general background information and detailed explanatory notes for the short form, the long form, and the options-and-futures-combined reports.

The CFTC releases the futures data combined with the net deltas of option positions on each Friday evening. The weekly report shows the information as of the close for the previous Tuesday.

The tables in this Web site are summaries of selected data obtained from the report issued by an agency of the US Government, the Commodity Futures Trading Commission (CFTC). The entire report can be obtained from http://www.cftc.gov/ .

The "v" or "v-" following the net position in the 12 week summary tables indicates if the net position is within 95% of the high of the five year range, or within 5% of the low of the five year range. "I" or "I-" indicate within 95% or 5 % of the one year range. "III" or "III-" indicate within 95% or 5% of the three year range.

Footnotes on data presented:

All data has been drawn from the CFTC website and begins with January 1986. Accuracy of the data is not guarenteed by the CFTC or by the publisher in any way.
Lumber changed with the May 96 contract to 80,000 board feet from 160,000. Open interest data for prior to May 96 is doubled and reflected in the current information.
S&P open interest data prior to 10/31/97 has been restated by doubling such amounts to reflect the change in the multiplier from $500 per point to $250.
Lean
Hog data is combined with the Live Hog data from prior to the contract change in 1997.
The Feeder Cattle contract change from 44,000 pounds to 50,000 pounds with the Jan 1993 contract did not result in a change in CFTC reporting.
The change in the Grain contracts 12/31/97 from stated in number of thousands of bushels to contracts of 5,000 bu is reflected in past data by dividing the published numbers by 5.

C 1999- 2010 George Slezak
For more information call George at 1-888-311-3400

All aspects of any trade recommendations contained in this report are subject to modification at any time.

FUTURES TRADING INVOLVES SIGNIFICANT RISK OF LOSS AND IS NOT SUITABLE FOR EVERYONE AND THE RISK OF LOSS SHOULD BE CONSIDERED CAREFULLY BEFORE MAKING ANY TRADES. A STOP LOSS MAY NOT LIMIT YOUR LOSS TO THE AMOUNT INTENDED. YOU SHOULD BE FOREWARNED THAT SYSTEMS WHICH TRIGGER FREQUENT TRADING SIGNALS AS PART OF A DAY TRADING STRATEGY CAN RESULT IN SUBSTANTIAL COMMISSIONS AND FEES. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. ANY STATEMENT OF FACTS HEREIN CONTAINED ARE DERIVED FROM SOURCES BELIEVED TO BE RELIABLE, BUT ARE NOT GUARANTEED AS TO ACCURACY, NOR DO THEY PURPORT TO BE COMPLETE.

ANY REFERENCE TO PERFORMANCE IS INTENDED TO BE UNDERSTOOD AS STRICTLY THEORETICAL.

REGULATORY DISCLOSURES REGARDING HYPOTHETICAL RESULTS

HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.

ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS EXISTS IN FUTURES TRADING.

All traders should read the CFTC CONSUMER ALERTS and the "COMMISSION ADVISORY" on trading systems.

	Individual Contract Data	*www. Commitments of Traders .com*
Other	Weekly Charts with COT data plotted.
Reports	Individual Commodity Exchange releases