{"slug":"when-is-the-cot-report-released","qid":"spy_weekly_gap","label":"SPY: the move from Tuesday's close to Friday 3:30 pm ET, week by week, Aug 2025 to Jul 2026","post_title":"When Is the COT Report Released?","post_url":"/blog/when-is-the-cot-report-released#q-spy_weekly_gap","columns":["week","friday_label","change_pct","abs_change_pct"],"rows":[{"week":"2025-08-08","friday_label":"Aug 8, 2025","change_pct":1.45,"abs_change_pct":1.45},{"week":"2025-08-15","friday_label":"Aug 15, 2025","change_pct":0.18,"abs_change_pct":0.18},{"week":"2025-08-22","friday_label":"Aug 22, 2025","change_pct":0.85,"abs_change_pct":0.85},{"week":"2025-08-29","friday_label":"Aug 29, 2025","change_pct":-0.06,"abs_change_pct":0.06},{"week":"2025-09-05","friday_label":"Sep 5, 2025","change_pct":1.04,"abs_change_pct":1.04},{"week":"2025-09-12","friday_label":"Sep 12, 2025","change_pct":1.19,"abs_change_pct":1.19},{"week":"2025-09-19","friday_label":"Sep 19, 2025","change_pct":0.57,"abs_change_pct":0.57},{"week":"2025-09-26","friday_label":"Sep 26, 2025","change_pct":-0.27,"abs_change_pct":0.27},{"week":"2025-10-03","friday_label":"Oct 3, 2025","change_pct":0.52,"abs_change_pct":0.52},{"week":"2025-10-10","friday_label":"Oct 10, 2025","change_pct":-1.93,"abs_change_pct":1.93},{"week":"2025-10-17","friday_label":"Oct 17, 2025","change_pct":0.37,"abs_change_pct":0.37},{"week":"2025-10-24","friday_label":"Oct 24, 2025","change_pct":1.03,"abs_change_pct":1.03},{"week":"2025-10-31","friday_label":"Oct 31, 2025","change_pct":-0.44,"abs_change_pct":0.44},{"week":"2025-11-07","friday_label":"Nov 7, 2025","change_pct":-0.91,"abs_change_pct":0.91},{"week":"2025-11-14","friday_label":"Nov 14, 2025","change_pct":-1.53,"abs_change_pct":1.53},{"week":"2025-11-21","friday_label":"Nov 21, 2025","change_pct":-0.12,"abs_change_pct":0.12},{"week":"2025-12-05","friday_label":"Dec 5, 2025","change_pct":0.64,"abs_change_pct":0.64},{"week":"2025-12-12","friday_label":"Dec 12, 2025","change_pct":-0.28,"abs_change_pct":0.28},{"week":"2025-12-19","friday_label":"Dec 19, 2025","change_pct":0.25,"abs_change_pct":0.25},{"week":"2025-12-26","friday_label":"Dec 26, 2025","change_pct":0.33,"abs_change_pct":0.33},{"week":"2026-01-02","friday_label":"Jan 2, 2026","change_pct":-0.56,"abs_change_pct":0.56},{"week":"2026-01-09","friday_label":"Jan 9, 2026","change_pct":0.46,"abs_change_pct":0.46},{"week":"2026-01-16","friday_label":"Jan 16, 2026","change_pct":-0.24,"abs_change_pct":0.24},{"week":"2026-01-23","friday_label":"Jan 23, 2026","change_pct":1.64,"abs_change_pct":1.64},{"week":"2026-01-30","friday_label":"Jan 30, 2026","change_pct":-0.74,"abs_change_pct":0.74},{"week":"2026-02-06","friday_label":"Feb 6, 2026","change_pct":0.05,"abs_change_pct":0.05},{"week":"2026-02-13","friday_label":"Feb 13, 2026","change_pct":-1.66,"abs_change_pct":1.66},{"week":"2026-02-20","friday_label":"Feb 20, 2026","change_pct":0.85,"abs_change_pct":0.85},{"week":"2026-02-27","friday_label":"Feb 27, 2026","change_pct":-0.25,"abs_change_pct":0.25},{"week":"2026-03-06","friday_label":"Mar 6, 2026","change_pct":-1.16,"abs_change_pct":1.16},{"week":"2026-03-13","friday_label":"Mar 13, 2026","change_pct":-2.1,"abs_change_pct":2.1},{"week":"2026-03-20","friday_label":"Mar 20, 2026","change_pct":-3.49,"abs_change_pct":3.49},{"week":"2026-03-27","friday_label":"Mar 27, 2026","change_pct":-2.79,"abs_change_pct":2.79},{"week":"2026-04-10","friday_label":"Apr 10, 2026","change_pct":3.05,"abs_change_pct":3.05},{"week":"2026-04-17","friday_label":"Apr 17, 2026","change_pct":2.17,"abs_change_pct":2.17},{"week":"2026-04-24","friday_label":"Apr 24, 2026","change_pct":1.34,"abs_change_pct":1.34},{"week":"2026-05-01","friday_label":"May 1, 2026","change_pct":1.49,"abs_change_pct":1.49},{"week":"2026-05-08","friday_label":"May 8, 2026","change_pct":1.81,"abs_change_pct":1.81},{"week":"2026-05-15","friday_label":"May 15, 2026","change_pct":0.31,"abs_change_pct":0.31},{"week":"2026-05-22","friday_label":"May 22, 2026","change_pct":1.58,"abs_change_pct":1.58},{"week":"2026-05-29","friday_label":"May 29, 2026","change_pct":0.86,"abs_change_pct":0.86},{"week":"2026-06-05","friday_label":"Jun 5, 2026","change_pct":-2.87,"abs_change_pct":2.87},{"week":"2026-06-12","friday_label":"Jun 12, 2026","change_pct":0.57,"abs_change_pct":0.57},{"week":"2026-06-26","friday_label":"Jun 26, 2026","change_pct":-0.22,"abs_change_pct":0.22},{"week":"2026-07-10","friday_label":"Jul 10, 2026","change_pct":0.98,"abs_change_pct":0.98},{"week":"2026-07-17","friday_label":"Jul 17, 2026","change_pct":-1.18,"abs_change_pct":1.18},{"week":"2026-07-24","friday_label":"Jul 24, 2026","change_pct":-1.41,"abs_change_pct":1.41},{"week":"2026-07-31","friday_label":"Jul 31, 2026","change_pct":0.86,"abs_change_pct":0.86}],"shape":"series","sql":"WITH raw AS (\n    SELECT toTimeZone(window_start, 'America/New_York') AS et,\n           close\n    FROM global_markets.delayed_stocks_minute_aggs\n    WHERE ticker = 'SPY'\n      AND window_start >= toDateTime('2025-08-01 00:00:00')\n      AND window_start < toDateTime('2026-08-01 00:00:00')\n),\nbars AS (\n    SELECT toDate(et) AS session_date,\n           toDayOfWeek(et) AS day_of_week,\n           toHour(et) * 60 + toMinute(et) AS minute_of_day,\n           close\n    FROM raw\n    WHERE toDayOfWeek(et) IN (2, 5)\n      AND (toHour(et) * 60 + toMinute(et)) BETWEEN 570 AND 959\n),\ntuesday_snapshot AS (\n    SELECT toMonday(session_date) AS week_start,\n           argMax(close, minute_of_day) AS tuesday_close\n    FROM bars\n    WHERE day_of_week = 2\n    GROUP BY week_start\n),\nfriday_release AS (\n    SELECT toMonday(session_date) AS week_start,\n           max(session_date) AS friday_date,\n           argMax(close, minute_of_day) AS friday_1530\n    FROM bars\n    WHERE day_of_week = 5\n      AND minute_of_day BETWEEN 900 AND 930\n    GROUP BY week_start\n)\nSELECT f.friday_date AS week,\n       formatDateTime(f.friday_date, '%b %e, %Y') AS friday_label,\n       round((toFloat64(f.friday_1530) / toFloat64(t.tuesday_close) - 1) * 100, 2) AS change_pct,\n       round(abs(toFloat64(f.friday_1530) / toFloat64(t.tuesday_close) - 1) * 100, 2) AS abs_change_pct\nFROM tuesday_snapshot AS t\nINNER JOIN friday_release AS f ON t.week_start = f.week_start\nORDER BY week","computed_at":"2026-08-04T14:59:58.744604+00:00","elapsed":0.004460868}