Commitment of Traders (COT) Report: Euro Fx - 13th May 2025

The Commitment of Traders (COT) report for the Euro Fx 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

ID250513099741FMarket_and_Exchange_NamesEURO FX - CHICAGO MERCANTILE EXCHANGEReport_Date_as_YYYY_MM_DD2025-05-13 00:00:00
YYYY Report Week WW2025 Report Week 19CONTRACT_MARKET_NAMEEURO-FXCFTC_Contract_Market_Code099741
CFTC_Market_CodeCME CFTC_Region_CodeCHICFTC_Commodity_Code99
Commodity NameEUROPEAN CURRENCY UNITOpen_Interest_All750906NonComm_Positions_Long_All209549
NonComm_Positions_Short_All124775NonComm_Postions_Spread_All40168Comm_Positions_Long_All406660
Comm_Positions_Short_All540942Tot_Rept_Positions_Long_All656377Tot_Rept_Positions_Short_All705885
NonRept_Positions_Long_All94529NonRept_Positions_Short_All45021Open_Interest_Old750906
NonComm_Positions_Long_Old209549NonComm_Positions_Short_Old124775NonComm_Positions_Spread_Old40168
Comm_Positions_Long_Old406660Comm_Positions_Short_Old540942Tot_Rept_Positions_Long_Old656377
Tot_Rept_Positions_Short_Old705885NonRept_Positions_Long_Old94529NonRept_Positions_Short_Old45021
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_All13893.0Change_in_NonComm_Long_All15357.0
Change_in_NonComm_Short_All6302.0Change_in_NonComm_Spead_All-78.0Change_in_Comm_Long_All1125.0
Change_in_Comm_Short_All4068.0Change_in_Tot_Rept_Long_All16404.0Change_in_Tot_Rept_Short_All10292.0
Change_in_NonRept_Long_All-2511.0Change_in_NonRept_Short_All3601.0Pct_of_Open_Interest_All100
Pct_of_OI_NonComm_Long_All27.9Pct_of_OI_NonComm_Short_All16.6Pct_of_OI_NonComm_Spread_All5.3
Pct_of_OI_Comm_Long_All54.2Pct_of_OI_Comm_Short_All72.0Pct_of_OI_Tot_Rept_Long_All87.4
Pct_of_OI_Tot_Rept_Short_All94.0Pct_of_OI_NonRept_Long_All12.6Pct_of_OI_NonRept_Short_All6.0
Pct_of_Open_Interest_Old100Pct_of_OI_NonComm_Long_Old27.9Pct_of_OI_NonComm_Short_Old16.6
Pct_of_OI_NonComm_Spread_Old5.3Pct_of_OI_Comm_Long_Old54.2Pct_of_OI_Comm_Short_Old72.0
Pct_of_OI_Tot_Rept_Long_Old87.4Pct_of_OI_Tot_Rept_Short_Old94.0Pct_of_OI_NonRept_Long_Old12.6
Pct_of_OI_NonRept_Short_Old6.0Pct_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_All299
Traders_NonComm_Long_All94Traders_NonComm_Short_All38Traders_NonComm_Spread_All31
Traders_Comm_Long_All121Traders_Comm_Short_All93Traders_Tot_Rept_Long_All225
Traders_Tot_Rept_Short_All152Traders_Tot_Old299Traders_NonComm_Long_Old94
Traders_NonComm_Short_Old38Traders_NonComm_Spead_Old31Traders_Comm_Long_Old121
Traders_Comm_Short_Old93Traders_Tot_Rept_Long_Old225Traders_Tot_Rept_Short_Old152
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_All16.1
Conc_Gross_LE_4_TDR_Short_All43.9Conc_Gross_LE_8_TDR_Long_All25.6Conc_Gross_LE_8_TDR_Short_All61.2
Conc_Net_LE_4_TDR_Long_All15.2Conc_Net_LE_4_TDR_Short_All43.9Conc_Net_LE_8_TDR_Long_All24.2
Conc_Net_LE_8_TDR_Short_All61.1Conc_Gross_LE_4_TDR_Long_Old16.1Conc_Gross_LE_4_TDR_Short_Old43.9
Conc_Gross_LE_8_TDR_Long_Old25.6Conc_Gross_LE_8_TDR_Short_Old61.2Conc_Net_LE_4_TDR_Long_Old15.2
Conc_Net_LE_4_TDR_Short_Old43.9Conc_Net_LE_8_TDR_Long_Old24.2Conc_Net_LE_8_TDR_Short_Old61.1
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 EUR 125,000)
COMMODITY_NAMEEUROPEAN CURRENCY UNITCOMMODITY_SUBGROUP_NAMECURRENCYCOMMODITY_GROUP_NAMEFINANCIAL INSTRUMENTS
FutOnly_or_CombinedFutOnlySymbolEURUSD=XNonComm_Positions_Long_pct0.6267841973654299
NonComm_Positions_Short_pct99.37321580263458Comm_Positions_Long_pct0.4291464137897556Comm_Positions_Short_pct99.57085358621025
NonComm_net_diff84774Comm_net_diff-134282NonComm_net_diff_pct1.0
Comm_net_diff_pct1.0