The Commodity Futures Trading Commission will increase publication of its Commitments of Traders report from once to twice a week by the end of 2026, Chairman Michael S. Selig announced on October 27. Data from Monday will be published on Wednesday, and data from Wednesday will be published on Friday, both at 3:30 p.m. Eastern Time. The latency between data collection and publication falls from three days to two.
The change follows a recent request for comment, the commission said, and its Division of Data will lead implementation through modernisation and automation while maintaining accuracy. The National Grain and Feed Association welcomed the plan the same day, saying it had advocated for more frequent and timely reporting for many years and that the changes would give commercial hedgers more timely information for risk management, in a statement by its president and chief executive Mike Seyfert.
For this beat, the practical effect is on exactly the trades that have driven recent editions. The record money manager short only position of 599,731 Henry Hub contracts was released on a Friday for positions days old, and three sharp price rebounds followed before any newer positioning print could confirm or deny covering. Twice weekly data will not remove the lag, but a two day lag on a Wednesday print is a materially better squeeze gauge than a three day lag once a week.