CFTC to publish financial large-trader report
The Traders in Financial Futures (TFF) report will be published alongside the Commission’s weekly Commitments of Traders (COT) report, which was reformatted in September 2009 to include disaggregated data on physical commodity markets.
Like the COT reports, the TFF report will provide a breakdown of each Tuesday's open interest for markets in which 20 or more traders hold positions equal to or above reporting levels established by the CFTC.
The TFF report, which will be published in futures-only
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