Beginner question. As I understand it (vaguely), the COT report contains information on activities (eg. long/short position held) for specific futures contracts. Take, for instance, COT for 13874A, the corresponding futures contracts would be the ES (E-Mini S&P 500) future contract.

Now, what about 097741? Which are the corresponding futures contract? 6J, J7(e-mini JPY/USD), MJY(Micro JPY/USD)? Or all?

  • $\begingroup$ I don't know a complete list of the CTFC ID's used in COT reports (does any one?). However it does seem that 13874A refers to ES, while 13874+ includes all S&P 500 type contracts on the CME (consolidated S&P500). From the fact that CFTC ID 097741 is described as .CONTRACTS OF JPY 12,500,000 it seems to be the 6J contract cftc.gov/MarketReports/CommitmentsofTraders/AbouttheCOTReports/… Sorry I don't have a more authoritative answer. Maybe you should ask Quandl or the CFTC. $\endgroup$
    – nbbo2
    Commented Oct 17, 2020 at 12:05

1 Answer 1


According to the CFTC COT Report, as below, you can see that the #097741 CFTC code refers to the 12,500,000 contracts of the JPY futures. CFTC COT

The same can be found here on the CME website, https://www.cmegroup.com/trading/fx/g10/japanese-yen_contract_specifications.html

So to answer your question, this relates to 6J

  • $\begingroup$ thank you for your answer. So do the numbers in the report correspond to only 6J contracts? What about J7 and MJY? I can't seem to find the COT reports related to them. $\endgroup$ Commented Nov 20, 2020 at 13:21
  • $\begingroup$ COT report is for institutional buying/selling activity. I doubt, when the regular contract is available, any institution would be looking at trading these mini/micro futures contracts. $\endgroup$ Commented Nov 21, 2020 at 11:50

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.