Commitment of Traders (COT) Report: Canadian Dollar - 13th May 2025

The Commitment of Traders (COT) report for the Canadian Dollar 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

ID250513090741FMarket_and_Exchange_NamesCANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGEReport_Date_as_YYYY_MM_DD2025-05-13 00:00:00
YYYY Report Week WW2025 Report Week 19CONTRACT_MARKET_NAMECANADIAN-DOLLARCFTC_Contract_Market_Code090741
CFTC_Market_CodeCME CFTC_Region_CodeCHICFTC_Commodity_Code90
Commodity NameCANADIAN DOLLAROpen_Interest_All262803NonComm_Positions_Long_All23250
NonComm_Positions_Short_All105406NonComm_Postions_Spread_All5475Comm_Positions_Long_All212802
Comm_Positions_Short_All120907Tot_Rept_Positions_Long_All241527Tot_Rept_Positions_Short_All231788
NonRept_Positions_Long_All21276NonRept_Positions_Short_All31015Open_Interest_Old262803
NonComm_Positions_Long_Old23250NonComm_Positions_Short_Old105406NonComm_Positions_Spread_Old5475
Comm_Positions_Long_Old212802Comm_Positions_Short_Old120907Tot_Rept_Positions_Long_Old241527
Tot_Rept_Positions_Short_Old231788NonRept_Positions_Long_Old21276NonRept_Positions_Short_Old31015
Open_Interest_Other0NonComm_Positions_Long_Other0NonComm_Positions_Short_Other0
NonComm_Positions_Spread_Other0Comm_Positions_Long_Other0Comm_Positions_Short_Other0
Tot_Rept_Positions_Long_Other0Tot_Rept_Positions_Short_Other0NonRept_Positions_Long_Other0
NonRept_Positions_Short_Other0Change_in_Open_Interest_All7702.0Change_in_NonComm_Long_All6573.0
Change_in_NonComm_Short_All18084.0Change_in_NonComm_Spead_All670.0Change_in_Comm_Long_All3231.0
Change_in_Comm_Short_All-12195.0Change_in_Tot_Rept_Long_All10474.0Change_in_Tot_Rept_Short_All6559.0
Change_in_NonRept_Long_All-2772.0Change_in_NonRept_Short_All1143.0Pct_of_Open_Interest_All100
Pct_of_OI_NonComm_Long_All8.8Pct_of_OI_NonComm_Short_All40.1Pct_of_OI_NonComm_Spread_All2.1
Pct_of_OI_Comm_Long_All81.0Pct_of_OI_Comm_Short_All46.0Pct_of_OI_Tot_Rept_Long_All91.9
Pct_of_OI_Tot_Rept_Short_All88.2Pct_of_OI_NonRept_Long_All8.1Pct_of_OI_NonRept_Short_All11.8
Pct_of_Open_Interest_Old100Pct_of_OI_NonComm_Long_Old8.8Pct_of_OI_NonComm_Short_Old40.1
Pct_of_OI_NonComm_Spread_Old2.1Pct_of_OI_Comm_Long_Old81.0Pct_of_OI_Comm_Short_Old46.0
Pct_of_OI_Tot_Rept_Long_Old91.9Pct_of_OI_Tot_Rept_Short_Old88.2Pct_of_OI_NonRept_Long_Old8.1
Pct_of_OI_NonRept_Short_Old11.8Pct_of_Open_Interest_Other0Pct_of_OI_NonComm_Long_Other0.0
Pct_of_OI_NonComm_Short_Other0.0Pct_of_OI_NonComm_Spread_Other0.0Pct_of_OI_Comm_Long_Other0.0
Pct_of_OI_Comm_Short_Other0.0Pct_of_OI_Tot_Rept_Long_Other0.0Pct_of_OI_Tot_Rept_Short_Other0.0
Pct_of_OI_NonRept_Long_Other0.0Pct_of_OI_NonRept_Short_Other0.0Traders_Tot_All116
Traders_NonComm_Long_All26Traders_NonComm_Short_All30Traders_NonComm_Spread_All14
Traders_Comm_Long_All41Traders_Comm_Short_All27Traders_Tot_Rept_Long_All73
Traders_Tot_Rept_Short_All66Traders_Tot_Old116Traders_NonComm_Long_Old26
Traders_NonComm_Short_Old30Traders_NonComm_Spead_Old14Traders_Comm_Long_Old41
Traders_Comm_Short_Old27Traders_Tot_Rept_Long_Old73Traders_Tot_Rept_Short_Old66
Traders_Tot_Other0Traders_NonComm_Long_Other0Traders_NonComm_Short_Other0
Traders_NonComm_Spread_Other0Traders_Comm_Long_Other0Traders_Comm_Short_Other0
Traders_Tot_Rept_Long_Other0Traders_Tot_Rept_Short_Other0Conc_Gross_LE_4_TDR_Long_All67.2
Conc_Gross_LE_4_TDR_Short_All31.5Conc_Gross_LE_8_TDR_Long_All72.7Conc_Gross_LE_8_TDR_Short_All49.0
Conc_Net_LE_4_TDR_Long_All66.3Conc_Net_LE_4_TDR_Short_All31.5Conc_Net_LE_8_TDR_Long_All71.3
Conc_Net_LE_8_TDR_Short_All48.9Conc_Gross_LE_4_TDR_Long_Old67.2Conc_Gross_LE_4_TDR_Short_Old31.5
Conc_Gross_LE_8_TDR_Long_Old72.7Conc_Gross_LE_8_TDR_Short_Old49.0Conc_Net_LE_4_TDR_Long_Old66.3
Conc_Net_LE_4_TDR_Short_Old31.5Conc_Net_LE_8_TDR_Long_Old71.3Conc_Net_LE_8_TDR_Short_Old48.9
Conc_Gross_LE_4_TDR_Long_Other0.0Conc_Gross_LE_4_TDR_Short_Other0.0Conc_Gross_LE_8_TDR_Long_Other0.0
Conc_Gross_LE_8_TDR_Short_Other0.0Conc_Net_LE_4_TDR_Long_Other0.0Conc_Net_LE_4_TDR_Short_Other0.0
Conc_Net_LE_8_TDR_Long_Other0.0Conc_Net_LE_8_TDR_Short_Other0.0Contract_Units(CONTRACTS OF CAD 100,000)
COMMODITY_NAMECANADIAN DOLLARCOMMODITY_SUBGROUP_NAMECURRENCYCOMMODITY_GROUP_NAMEFINANCIAL INSTRUMENTS
FutOnly_or_CombinedFutOnlySymbolCAD=XNonComm_Positions_Long_pct0.18071446337520208
NonComm_Positions_Short_pct99.8192855366248Comm_Positions_Long_pct0.6376873263831662Comm_Positions_Short_pct99.36231267361683
NonComm_net_diff-82156Comm_net_diff91895NonComm_net_diff_pct1.0
Comm_net_diff_pct1.0