I get my data from a futures charting service called Trade Navigator from Genesis Software. Maybe you can dig it out here, as the source is the cftc. <A HREF="http://www.cftc.gov/dea/history/deahist-cot-ftp.htm" target="_blank">http://www.cftc.gov/dea/history/deahist-cot-ftp.htm</A>