CFTC Market Reports

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The U.S. Commodity Futures Trading Commissionn releases several reports on a weekly, monthly or annual basis to provide information to market participants and the public about activity in the futures and options markets. The reports include Commitments of Traders, Cotton On-Call, Bank Participation in the Futures and Options Markets, CUSIPS Delivered for CBOT Treasury Futures Contracts (maintained by the CME Group), Financial Data for Futures Commission Merchants and Futures Industry Registrants by Location.

Commitments of Traders

These reports[1] are released each Friday at 3:30 p.m. and provide a breakdown of each Tuesday's open interest for markets in which 20 or more traders hold positions equal to or above the reporting levels established by the CFTC.

Cotton On-Call

This weekly reportis[2] released each Thursday after 3:30 p.m. and provides “on-call” positions in spot cotton based on New York Cotton futures reported by merchants in special account status as of the preceding Friday.

Bank Participation in the Futures and Options Markets

These monthly reports[3] list U.S. and foreign banks active in the futures and option contract markets.

CUSIPS Delivered for CBOT Treasury Futures Contracts (maintained by Chicago Board of Trade)

Delivery may occur on any business day during the delivery month, as defined by Chicago Board of Trade (CBOT) rules. All bonds or notes delivered against a single contract are usually the cheapest-to-deliver (CTD) issue in the contract’s deliverable basket of securities.[4]

Financial Data for Futures Commission Merchants

Selected financial information[5] from the monthly financial reports that futures commission merchants file with the CFTC.

Futures Industry Registrants by Location

This annual report[6] shows the number of futures industry registrants in each registration category, by state.


References

  1. Commitments of Traders Report. U.S. Commodity Futures Trading Commission.
  2. Cotton-on-Call. U.S. Commodity Futures Trading Commission.
  3. Bank Participation in the Futures and Options Markets. U.S. Commodity Futures Trading Commission.
  4. CUSIPS Delivered for CBOT Treasury Futures Contracts. U.S. Commodity Futures Trading Commission.
  5. Financial Data from Futures Commission Merchants. {{{org}}}.
  6. Futures Industry Registrants by Location. U.S. Commodity Futures Trading Commission.