Commitments of Traders Data Calculations

All Examples use the Canadian Dollar symbol CANDOL.

Contract Open Interest

Calculation:

( (CANDOL-C, O/I) + (CANDOL-N, O/I) + (CANDOL-S, O/I) ) / 2

Individual Group's Positions Held

Longs = (Open Interest + Net Positions) / 2
Shorts = (Open Interest - Net Positions) / 2

Calculations:

Commercials Long Positions Held
( (CANDOL-C, OI) + (CANDOL-C, Close) ) / 2

Commercials Short Positions Held
( (CANDOL-C, OI) - (CANDOL-C, Close) ) / 2

Non-Commercials Long Positions Held
( (CANDOL-N, OI) + (CANDOL-N, Close) ) / 2

Non-Commercials Short Positions Held
( (CANDOL-N, OI) - (CANDOL-N, Close) ) / 2

Small Traders Long Positions Held
( (CANDOL-S, OI) + (CANDOL-S, Close) ) / 2

Small Traders Short Positions Held
( (CANDOL-S, OI) - (CANDOL-S, Close) ) / 2