CFTC to release history of disaggregated COT data
The US Commodity Futures Trading Commission will make available more than three years of history of disaggregated data included in the weekly commitments of traders reports.
History for the 22 commodity futures markets currently contained in the weekly disaggregated COT reports, first published on 4 September 2009, will be available starting 20 October 2009.
“Economists have for decades recognized that transparency benefits the marketplace,” says CFTC chairman Gary Gensler. “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 13 June 2006. One is a zipped, comma-delimited text file (.txt), while the other is a zipped Excel file. In addition, the three-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.
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