The US Commodity Futures Trading Commission (CFTC) today announced that the agency will make available more than three years of history of disaggregated data included in the weekly Commitments of Traders (COT) reports.
History for the 22 commodity futures markets currently contained in the weekly disaggregated COT reports, first published on September 4, 2009, will be available starting Tuesday, October 20, 2009, at cftc.gov.
"Economists have for decades recognized that transparency benefits the marketplace," CFTC Chairman Gary Gensler said. "Last month, we began disaggregating data included in our weekly reports to give the public a more accurate depiction of the makeup of the commodity futures markets. By releasing three years of history, we will provide regulators, market participants and the public with additional transparency."
Two machine-readable files will be located on the CFTC website, with data dating back to June 13, 2006. One is a zipped, comma-delimited text file (.txt); while the other is a zipped Excel file. In addition, the 3-year history will be available in a "viewable" file on the CFTC website, by commodity group, and, within group, by commodity. These viewable files will only be available in the "long format."
Please note: CFTC does not maintain a history of large trader classifications. Therefore, current classifications are used to classify the historical positions of each reportable trader (this approach is commonly referred to as "backcasting;" see the link to the D-COT Explanatory Notes in the Related Documents).