Commitment of Traders (COT) Report: Swiss Franc - 13th May 2025

The Commitment of Traders (COT) report for the Swiss Franc 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

ID250513092741FMarket_and_Exchange_NamesSWISS FRANC - CHICAGO MERCANTILE EXCHANGEReport_Date_as_YYYY_MM_DD2025-05-13 00:00:00
YYYY Report Week WW2025 Report Week 19CONTRACT_MARKET_NAMESWISS-FRANCCFTC_Contract_Market_Code092741
CFTC_Market_CodeCME CFTC_Region_CodeCHICFTC_Commodity_Code92
Commodity NameSWISS FRANCOpen_Interest_All73088NonComm_Positions_Long_All7443
NonComm_Positions_Short_All30512NonComm_Postions_Spread_All79Comm_Positions_Long_All51006
Comm_Positions_Short_All28007Tot_Rept_Positions_Long_All58528Tot_Rept_Positions_Short_All58598
NonRept_Positions_Long_All14560NonRept_Positions_Short_All14490Open_Interest_Old73088
NonComm_Positions_Long_Old7443NonComm_Positions_Short_Old30512NonComm_Positions_Spread_Old79
Comm_Positions_Long_Old51006Comm_Positions_Short_Old28007Tot_Rept_Positions_Long_Old58528
Tot_Rept_Positions_Short_Old58598NonRept_Positions_Long_Old14560NonRept_Positions_Short_Old14490
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_All2510.0Change_in_NonComm_Long_All1885.0
Change_in_NonComm_Short_All1380.0Change_in_NonComm_Spead_All-35.0Change_in_Comm_Long_All-1266.0
Change_in_Comm_Short_All167.0Change_in_Tot_Rept_Long_All584.0Change_in_Tot_Rept_Short_All1512.0
Change_in_NonRept_Long_All1926.0Change_in_NonRept_Short_All998.0Pct_of_Open_Interest_All100
Pct_of_OI_NonComm_Long_All10.2Pct_of_OI_NonComm_Short_All41.7Pct_of_OI_NonComm_Spread_All0.1
Pct_of_OI_Comm_Long_All69.8Pct_of_OI_Comm_Short_All38.3Pct_of_OI_Tot_Rept_Long_All80.1
Pct_of_OI_Tot_Rept_Short_All80.2Pct_of_OI_NonRept_Long_All19.9Pct_of_OI_NonRept_Short_All19.8
Pct_of_Open_Interest_Old100Pct_of_OI_NonComm_Long_Old10.2Pct_of_OI_NonComm_Short_Old41.7
Pct_of_OI_NonComm_Spread_Old0.1Pct_of_OI_Comm_Long_Old69.8Pct_of_OI_Comm_Short_Old38.3
Pct_of_OI_Tot_Rept_Long_Old80.1Pct_of_OI_Tot_Rept_Short_Old80.2Pct_of_OI_NonRept_Long_Old19.9
Pct_of_OI_NonRept_Short_Old19.8Pct_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_All45
Traders_NonComm_Long_All10Traders_NonComm_Short_All11Traders_NonComm_Spread_All3
Traders_Comm_Long_All9Traders_Comm_Short_All16Traders_Tot_Rept_Long_All21
Traders_Tot_Rept_Short_All28Traders_Tot_Old45Traders_NonComm_Long_Old10
Traders_NonComm_Short_Old11Traders_NonComm_Spead_Old3Traders_Comm_Long_Old9
Traders_Comm_Short_Old16Traders_Tot_Rept_Long_Old21Traders_Tot_Rept_Short_Old28
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_All55.4
Conc_Gross_LE_4_TDR_Short_All37.9Conc_Gross_LE_8_TDR_Long_All69.6Conc_Gross_LE_8_TDR_Short_All55.4
Conc_Net_LE_4_TDR_Long_All55.4Conc_Net_LE_4_TDR_Short_All36.9Conc_Net_LE_8_TDR_Long_All69.6
Conc_Net_LE_8_TDR_Short_All54.4Conc_Gross_LE_4_TDR_Long_Old55.4Conc_Gross_LE_4_TDR_Short_Old37.9
Conc_Gross_LE_8_TDR_Long_Old69.6Conc_Gross_LE_8_TDR_Short_Old55.4Conc_Net_LE_4_TDR_Long_Old55.4
Conc_Net_LE_4_TDR_Short_Old36.9Conc_Net_LE_8_TDR_Long_Old69.6Conc_Net_LE_8_TDR_Short_Old54.4
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 CHF 125,000)
COMMODITY_NAMESWISS FRANCCOMMODITY_SUBGROUP_NAMECURRENCYCOMMODITY_GROUP_NAMEFINANCIAL INSTRUMENTS
FutOnly_or_CombinedFutOnlySymbolCHF=XNonComm_Positions_Long_pct0.19610064550125147
NonComm_Positions_Short_pct99.80389935449875Comm_Positions_Long_pct0.6455393416273272Comm_Positions_Short_pct99.35446065837267
NonComm_net_diff-23069Comm_net_diff22999NonComm_net_diff_pct1.0
Comm_net_diff_pct1.0