On July 5th, the CFTC announced the release of two new data sets regarding the commodity futures markets. The new reports, entitled "Large Trader Net Position Changes" and "Trading Account Net Position Changes," can be found on the agency's website. The new data provides a view of the amount of trading that results in daily net position changes. The balance of trading is due to day trading or trading in calendar spreads. The data shows that, in many cases, less than 20 percent of average daily trading volume results in traders changing their net long or net short all-futures-combined positions. The "Trading Account Net Position Changes" data relies on transaction data provided to the CFTC by the exchanges. This data identifies, for a given week, the average-daily net position change at the trading-account level. The data covers 28 physical and financial futures markets from April 2010 through May 2011. The CFTC has requested comments on the usefulness of these reports and ways to improve them. CFTC Press Release.