COT Data
Data Coverage and Exchanges

Subscribers to the COT data service will receive historical data files dating on average back to 1993 together with downloads covering the following exchanges:

International Indexes Exchange

• Dow Jones Industrial Average, Chicago Board of Trade
• S&P 500 Stock Index, Chicago Mercantile Exchange
• E-Mini S&P 500 Stock Index, Chicago Mercantile Exchange
• S&P 400 Midcap Stock Index, Chicago Mercantile Exchange
• NASDAQ-100 Stock Index, Chicago Mercantile Exchange
• NASDAQ-100 Stock Index (Mini), Chicago Mercantile Exchange
• Russel 2000 Stock Index Future, Chicago Mercantile Exchange
• Nikkei Stock Average, Chicago Mercantile Exchange
• Interest Rates Exchange
• 30-Day Federal Funds, Chicago Board of Trade
• U.S. Treasury Bonds, Chicago Board of Trade
• 2-Year U.S. Treasury Notes, Chicago Board of Trade
• 5-Year U.S. Treasury Notes, Chicago Board of Trade
• 10-Year U.S. Treasury Notes, Chicago Board of Trade
• Ten-Year Agency Note, Chicago Board of Trade
• Interest Rate Swaps 10YR - 3MO, Chicago Board of Trade

Currencies Exchange

• Australian Dollars, Chicago Mercantile Exchange
• Canadian Dollar, Chicago Mercantile Exchange
• Swiss Franc, Chicago Mercantile Exchange
• Mexican Peso, Chicago Mercantile Exchange
• Pound Sterling, Chicago Mercantile Exchange
• Japanese Yen, Chicago Mercantile Exchange
• U.S. Dollar Index, New York Cotton Exchange
• Euro FX Chicago, Mercantile Exchange
• 1-Month Libor Rate, Chicago Mercantile Exchange
• 3-MO. Euroyen Tibor, Chicago Mercantile Exchange
• 3-Month Eurodollars, Chicago Mercantile Exchange

Hard Commodities Exchange

• Crude Oil, Light Sweet, New York Mercantile Exchange
• No. 2 Heating Oil, N.Y. Harbor, New York Mercantile Exchange
• Unleaded Gasoline, N.Y. Harbor, New York Mercantile Exchange
• Random Length Lumber -80/110000, Chicago Mercantile Exchange
• Palladium, New York Mercantile Exchange
• Platinum, New York Mercantile Exchange
• Silver, Commodity Exchange Inc.
• Copper-Grade #1, Commodity Exchange Inc.
• Gold, Commodity Exchange Inc.
• Natural Gas, New York Mercantile Exchange

Soft Commodities Exchange

• Cocoa, Coffee Sugar and Cocoa Exchange
• Coffee, Coffee Sugar and Cocoa Exchange
• Cotton No. 2, New York Cotton Exchange
• Corn, Chicago Board of Trade
• Feeder Cattle Chicago Mercantile Exchange
• Frozen Concentrated Orange Juice, Citrus Assoc. of NY Cotton Exchange
• Oats, Chicago Board of Trade
• Milk, Chicago Mercantile Exchange
• Rough Rice, Chicago Board of Trade
• Soybeans, Chicago Board of Trade
• Soybean Oil, Chicago Board of Trade
• Soybean Meal, Chicago Board of Trade
• Sugar No. 11, Coffee Sugar and Cocoa Exchange
• Wheat, Chicago Board of Trade
• Wheat, Kansas City Board of Trade
• Wheat, Minneapolis Grain Exchange