CFTC COT Report: Positioning + COT Index
Pricing
Pay per event
CFTC COT Report: Positioning + COT Index
Official CFTC Commitments of Traders data (Legacy, Disaggregated, TFF) as tidy weekly rows: net positions per trader group, weekly changes, % of open interest and 26/52/156-week COT Index.
Pricing
Pay per event
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Gabriel Clemente
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CFTC COT Positioning + COT Index
Official CFTC Commitments of Traders data as tidy weekly rows, ready for charts, spreadsheets and trading models. No API key and no login are needed. The data comes straight from the CFTC's public data portal.
What you get
One row per market × week × trader group:
long,short,spread,net(long − short) contractsnet_change_wow(week-over-week change in net), plus the officiallong_change_wow/short_change_wowpct_oi_long,pct_oi_short: share of open interest (official CFTC figures)traders_long,traders_short: number of traders (CFTC hides counts below 4 traders, so these are null)- COT Index for 26, 52 and 156 weeks: where this week's net position sits in its range (0 = most bearish in the window, 100 = most bullish). Windows are configurable.
open_interest,report_date,market,cftc_code,source_url(the exact API query) andsource_dataset
Reports
- Legacy: commercials vs non-commercials (large speculators) vs small traders
- Disaggregated (commodities): producers/merchants, swap dealers, managed money, other reportables
- Traders in Financial Futures (FX, indices, rates, crypto): dealers, asset managers, leveraged funds, other reportables
- Futures-only, or futures and options combined
Input
presets:major_fx(EUR, GBP, JPY, CHF, CAD, AUD, NZD, MXN, DXY),metals(gold, silver, copper),energy(WTI, natural gas),us_indices(S&P, Nasdaq, Dow, Russell),crypto(BTC, ETH),us_rates(10Y note, T-bond)markets: CFTC codes (088691) or name searches (GOLD)reportType,futuresOnly,dateFrom/dateToorlastNWeeks,cotIndexWeeks
Good to know
- The COT Index needs a full window of history. The actor fetches the extra weeks automatically, and you aren't charged for them. If a market is younger than the window, the index is null rather than guessed.
- The CFTC publishes every Friday, with positions as of Tuesday.
- Data: U.S. Commodity Futures Trading Commission, public domain. Source: publicreporting.cftc.gov.
Pricing
Pay per event: cot-row per output row.
Legal note
Data: U.S. Commodity Futures Trading Commission (public domain; CFTC acknowledged as source). This actor is not affiliated with the CFTC. Informational only, not investment advice.
