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

The Commitment of Traders (COT) report for the Nz 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

ID250513112741FMarket_and_Exchange_NamesNZ DOLLAR - CHICAGO MERCANTILE EXCHANGEReport_Date_as_YYYY_MM_DD2025-05-13 00:00:00
YYYY Report Week WW2025 Report Week 19CONTRACT_MARKET_NAMENZ-DOLLARCFTC_Contract_Market_Code112741
CFTC_Market_CodeCME CFTC_Region_CodeCHICFTC_Commodity_Code112
Commodity NameNEW ZEALAND DOLLAROpen_Interest_All60757NonComm_Positions_Long_All10207
NonComm_Positions_Short_All32819NonComm_Postions_Spread_All927Comm_Positions_Long_All45320
Comm_Positions_Short_All23204Tot_Rept_Positions_Long_All56454Tot_Rept_Positions_Short_All56950
NonRept_Positions_Long_All4303NonRept_Positions_Short_All3807Open_Interest_Old60757
NonComm_Positions_Long_Old10207NonComm_Positions_Short_Old32819NonComm_Positions_Spread_Old927
Comm_Positions_Long_Old45320Comm_Positions_Short_Old23204Tot_Rept_Positions_Long_Old56454
Tot_Rept_Positions_Short_Old56950NonRept_Positions_Long_Old4303NonRept_Positions_Short_Old3807
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_All248.0Change_in_NonComm_Long_All19.0
Change_in_NonComm_Short_All-504.0Change_in_NonComm_Spead_All254.0Change_in_Comm_Long_All205.0
Change_in_Comm_Short_All919.0Change_in_Tot_Rept_Long_All478.0Change_in_Tot_Rept_Short_All669.0
Change_in_NonRept_Long_All-230.0Change_in_NonRept_Short_All-421.0Pct_of_Open_Interest_All100
Pct_of_OI_NonComm_Long_All16.8Pct_of_OI_NonComm_Short_All54.0Pct_of_OI_NonComm_Spread_All1.5
Pct_of_OI_Comm_Long_All74.6Pct_of_OI_Comm_Short_All38.2Pct_of_OI_Tot_Rept_Long_All92.9
Pct_of_OI_Tot_Rept_Short_All93.7Pct_of_OI_NonRept_Long_All7.1Pct_of_OI_NonRept_Short_All6.3
Pct_of_Open_Interest_Old100Pct_of_OI_NonComm_Long_Old16.8Pct_of_OI_NonComm_Short_Old54.0
Pct_of_OI_NonComm_Spread_Old1.5Pct_of_OI_Comm_Long_Old74.6Pct_of_OI_Comm_Short_Old38.2
Pct_of_OI_Tot_Rept_Long_Old92.9Pct_of_OI_Tot_Rept_Short_Old93.7Pct_of_OI_NonRept_Long_Old7.1
Pct_of_OI_NonRept_Short_Old6.3Pct_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_All76
Traders_NonComm_Long_All20Traders_NonComm_Short_All27Traders_NonComm_Spread_All8
Traders_Comm_Long_All12Traders_Comm_Short_All20Traders_Tot_Rept_Long_All35
Traders_Tot_Rept_Short_All52Traders_Tot_Old76Traders_NonComm_Long_Old20
Traders_NonComm_Short_Old27Traders_NonComm_Spead_Old8Traders_Comm_Long_Old12
Traders_Comm_Short_Old20Traders_Tot_Rept_Long_Old35Traders_Tot_Rept_Short_Old52
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_All70.3
Conc_Gross_LE_4_TDR_Short_All48.3Conc_Gross_LE_8_TDR_Long_All82.5Conc_Gross_LE_8_TDR_Short_All62.0
Conc_Net_LE_4_TDR_Long_All70.3Conc_Net_LE_4_TDR_Short_All48.3Conc_Net_LE_8_TDR_Long_All82.4
Conc_Net_LE_8_TDR_Short_All62.0Conc_Gross_LE_4_TDR_Long_Old70.3Conc_Gross_LE_4_TDR_Short_Old48.3
Conc_Gross_LE_8_TDR_Long_Old82.5Conc_Gross_LE_8_TDR_Short_Old62.0Conc_Net_LE_4_TDR_Long_Old70.3
Conc_Net_LE_4_TDR_Short_Old48.3Conc_Net_LE_8_TDR_Long_Old82.4Conc_Net_LE_8_TDR_Short_Old62.0
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 NZD 100,000)
COMMODITY_NAMENEW ZEALAND DOLLARCOMMODITY_SUBGROUP_NAMECURRENCY(NON-MAJOR)COMMODITY_GROUP_NAMEFINANCIAL INSTRUMENTS
FutOnly_or_CombinedFutOnlySymbolNZD=XNonComm_Positions_Long_pct0.23722865244270905
NonComm_Positions_Short_pct99.76277134755729Comm_Positions_Long_pct0.6613741170976593Comm_Positions_Short_pct99.33862588290233
NonComm_net_diff-22612Comm_net_diff22116NonComm_net_diff_pct1.0
Comm_net_diff_pct1.0