Commitments of Traders Report

A report published each Friday by the Commodities Futures Trading Commission (CFTC), a U.S. regulatory body, giving details of each Tuesday's open interest in those U.S. futures and options markets where 20 or more traders hold positions at or above levels they are required to report to the CFTC. The information can help identify the likelihood that a market trend will change or continue as it gives details on the changes in open interest from the previous week and in long and short positions.

See also: http://www.cftc.gov/marketreports/commitmentsoftraders/index.htm