Commitment of Traders (COT) Report: British Pound - 13th May 2025
The Commitment of Traders (COT) report for the British Pound provides insights into trader positioning and market sentiment. This data, sourced from the latest CFTC report on 13th May 2025, is updated weekly to help traders analyze trends and make informed decisions.
DATE | LONG | SHORT | CHANGE LONG | CHANGE SHORT | % LONG | % SHORT | NET POSITION |
---|
Non Commercial Positions and % of OI
Commitment of Traders (COT) Open Interest All (OIA) Index
The Commitment of Traders (COT) Open Interest All (OIA) Index is a measure used to gauge the level of open interest in a market relative to its historical range. It provides insight into how current market participation compares to past activity.
The COT OIA Index is calculated using a rolling window approach, which considers the open interest data over a specified period, in this case 50. Here’s the general mathematical formula for calculating the COT OIA Index:
COT OIA Index =
Current Open Interest - Minimum Open Interestwindow
Maximum Open Interestwindow - Minimum Open Interestwindow
× 100
Where:
- Current Open Interest is the open interest value at the current point in time.
- Minimum Open Interestwindow is the minimum open interest value over the rolling window period.
- Maximum Open Interestwindow is the maximum open interest value over the rolling window period.
The result is then multiplied by 100 to convert it into a percentage. This index allows you to see if the current open interest is high or low compared to the recent historical range.
This method of analysis was popularized by Larry Williams in his book Trade Stocks and Commodities with the Insiders.
Commitment of Traders Commercial & Non Commercial Net positions
ID | 250513096742F | Market_and_Exchange_Names | BRITISH POUND - CHICAGO MERCANTILE EXCHANGE | Report_Date_as_YYYY_MM_DD | 2025-05-13 00:00:00 |
YYYY Report Week WW | 2025 Report Week 19 | CONTRACT_MARKET_NAME | BRITISH-POUND | CFTC_Contract_Market_Code | 096742 |
CFTC_Market_Code | CME | CFTC_Region_Code | CHI | CFTC_Commodity_Code | 96 |
Commodity Name | POUND STERLING | Open_Interest_All | 194861 | NonComm_Positions_Long_All | 89540 |
NonComm_Positions_Short_All | 62324 | NonComm_Postions_Spread_All | 16720 | Comm_Positions_Long_All | 55836 |
Comm_Positions_Short_All | 87895 | Tot_Rept_Positions_Long_All | 162096 | Tot_Rept_Positions_Short_All | 166939 |
NonRept_Positions_Long_All | 32765 | NonRept_Positions_Short_All | 27922 | Open_Interest_Old | 194861 |
NonComm_Positions_Long_Old | 89540 | NonComm_Positions_Short_Old | 62324 | NonComm_Positions_Spread_Old | 16720 |
Comm_Positions_Long_Old | 55836 | Comm_Positions_Short_Old | 87895 | Tot_Rept_Positions_Long_Old | 162096 |
Tot_Rept_Positions_Short_Old | 166939 | NonRept_Positions_Long_Old | 32765 | NonRept_Positions_Short_Old | 27922 |
Open_Interest_Other | 0 | NonComm_Positions_Long_Other | 0 | NonComm_Positions_Short_Other | 0 |
NonComm_Positions_Spread_Other | 0 | Comm_Positions_Long_Other | 0 | Comm_Positions_Short_Other | 0 |
Tot_Rept_Positions_Long_Other | 0 | Tot_Rept_Positions_Short_Other | 0 | NonRept_Positions_Long_Other | 0 |
NonRept_Positions_Short_Other | 0 | Change_in_Open_Interest_All | -5353.0 | Change_in_NonComm_Long_All | -4844.0 |
Change_in_NonComm_Short_All | -2825.0 | Change_in_NonComm_Spead_All | 380.0 | Change_in_Comm_Long_All | -1961.0 |
Change_in_Comm_Short_All | -4638.0 | Change_in_Tot_Rept_Long_All | -6425.0 | Change_in_Tot_Rept_Short_All | -7083.0 |
Change_in_NonRept_Long_All | 1072.0 | Change_in_NonRept_Short_All | 1730.0 | Pct_of_Open_Interest_All | 100 |
Pct_of_OI_NonComm_Long_All | 46.0 | Pct_of_OI_NonComm_Short_All | 32.0 | Pct_of_OI_NonComm_Spread_All | 8.6 |
Pct_of_OI_Comm_Long_All | 28.7 | Pct_of_OI_Comm_Short_All | 45.1 | Pct_of_OI_Tot_Rept_Long_All | 83.2 |
Pct_of_OI_Tot_Rept_Short_All | 85.7 | Pct_of_OI_NonRept_Long_All | 16.8 | Pct_of_OI_NonRept_Short_All | 14.3 |
Pct_of_Open_Interest_Old | 100 | Pct_of_OI_NonComm_Long_Old | 46.0 | Pct_of_OI_NonComm_Short_Old | 32.0 |
Pct_of_OI_NonComm_Spread_Old | 8.6 | Pct_of_OI_Comm_Long_Old | 28.7 | Pct_of_OI_Comm_Short_Old | 45.1 |
Pct_of_OI_Tot_Rept_Long_Old | 83.2 | Pct_of_OI_Tot_Rept_Short_Old | 85.7 | Pct_of_OI_NonRept_Long_Old | 16.8 |
Pct_of_OI_NonRept_Short_Old | 14.3 | Pct_of_Open_Interest_Other | 0 | Pct_of_OI_NonComm_Long_Other | 0.0 |
Pct_of_OI_NonComm_Short_Other | 0.0 | Pct_of_OI_NonComm_Spread_Other | 0.0 | Pct_of_OI_Comm_Long_Other | 0.0 |
Pct_of_OI_Comm_Short_Other | 0.0 | Pct_of_OI_Tot_Rept_Long_Other | 0.0 | Pct_of_OI_Tot_Rept_Short_Other | 0.0 |
Pct_of_OI_NonRept_Long_Other | 0.0 | Pct_of_OI_NonRept_Short_Other | 0.0 | Traders_Tot_All | 108 |
Traders_NonComm_Long_All | 34 | Traders_NonComm_Short_All | 20 | Traders_NonComm_Spread_All | 11 |
Traders_Comm_Long_All | 22 | Traders_Comm_Short_All | 40 | Traders_Tot_Rept_Long_All | 62 |
Traders_Tot_Rept_Short_All | 66 | Traders_Tot_Old | 108 | Traders_NonComm_Long_Old | 34 |
Traders_NonComm_Short_Old | 20 | Traders_NonComm_Spead_Old | 11 | Traders_Comm_Long_Old | 22 |
Traders_Comm_Short_Old | 40 | Traders_Tot_Rept_Long_Old | 62 | Traders_Tot_Rept_Short_Old | 66 |
Traders_Tot_Other | 0 | Traders_NonComm_Long_Other | 0 | Traders_NonComm_Short_Other | 0 |
Traders_NonComm_Spread_Other | 0 | Traders_Comm_Long_Other | 0 | Traders_Comm_Short_Other | 0 |
Traders_Tot_Rept_Long_Other | 0 | Traders_Tot_Rept_Short_Other | 0 | Conc_Gross_LE_4_TDR_Long_All | 25.9 |
Conc_Gross_LE_4_TDR_Short_All | 31.4 | Conc_Gross_LE_8_TDR_Long_All | 44.4 | Conc_Gross_LE_8_TDR_Short_All | 43.6 |
Conc_Net_LE_4_TDR_Long_All | 24.0 | Conc_Net_LE_4_TDR_Short_All | 31.4 | Conc_Net_LE_8_TDR_Long_All | 42.4 |
Conc_Net_LE_8_TDR_Short_All | 40.3 | Conc_Gross_LE_4_TDR_Long_Old | 25.9 | Conc_Gross_LE_4_TDR_Short_Old | 31.4 |
Conc_Gross_LE_8_TDR_Long_Old | 44.4 | Conc_Gross_LE_8_TDR_Short_Old | 43.6 | Conc_Net_LE_4_TDR_Long_Old | 24.0 |
Conc_Net_LE_4_TDR_Short_Old | 31.4 | Conc_Net_LE_8_TDR_Long_Old | 42.4 | Conc_Net_LE_8_TDR_Short_Old | 40.3 |
Conc_Gross_LE_4_TDR_Long_Other | 0.0 | Conc_Gross_LE_4_TDR_Short_Other | 0.0 | Conc_Gross_LE_8_TDR_Long_Other | 0.0 |
Conc_Gross_LE_8_TDR_Short_Other | 0.0 | Conc_Net_LE_4_TDR_Long_Other | 0.0 | Conc_Net_LE_4_TDR_Short_Other | 0.0 |
Conc_Net_LE_8_TDR_Long_Other | 0.0 | Conc_Net_LE_8_TDR_Short_Other | 0.0 | Contract_Units | (CONTRACTS OF GBP 62,500) |
COMMODITY_NAME | POUND STERLING | COMMODITY_SUBGROUP_NAME | CURRENCY | COMMODITY_GROUP_NAME | FINANCIAL INSTRUMENTS |
FutOnly_or_Combined | FutOnly | Symbol | GBPUSD=X | NonComm_Positions_Long_pct | 0.589606490017384 |
NonComm_Positions_Short_pct | 99.41039350998261 | Comm_Positions_Long_pct | 0.38847569417870886 | Comm_Positions_Short_pct | 99.61152430582129 |
NonComm_net_diff | 27216 | Comm_net_diff | -32059 | NonComm_net_diff_pct | 1.0 |
Comm_net_diff_pct | 1.0 |