CFTC Commitments of Traders (COT) Report Tracker

CFTC Commitments of Traders (COT) Report Tracker

Track CFTC Commitments of Traders positioning data for Bitcoin, Ether, gold, crude oil, currencies, and rates — directly from the official US Commodity Futures Trading Commission public API. No API key required. Data is published weekly every Friday at 3:30 PM ET and covers all regulated US futures markets.

The COT report is one of the most widely watched "smart money" indicators among professional traders. It reveals how commercial hedgers (producers, banks) vs. non-commercial speculators (hedge funds, CTAs) are positioned in futures markets — and historically, extreme speculator positioning has been a reliable contrarian signal.

What You Get

Each record represents one weekly COT report for one market:

• report_date — ISO 8601 date (every Tuesday as of that week)
• market — full CFTC market name (e.g., "BITCOIN - CHICAGO MERCANTILE EXCHANGE")
• report_type — futures_only or combined (futures + options)
• cftc_code — CFTC contract market code

Non-Commercial (Large Speculators — Hedge Funds, CTAs)

• noncomm_long — total long contracts held by speculators
• noncomm_short — total short contracts held by speculators
• noncomm_net — net position (long − short); positive = net long = bullish
• noncomm_net_change — week-over-week change in net position
• noncomm_spreading — spreading (long one contract month, short another)

Commercial (Hedgers — Producers, Banks, End Users)

• comm_long — commercial long contracts
• comm_short — commercial short contracts
• comm_net — commercial net position (usually opposite of speculators)

Market Totals

• open_interest — total open contracts across all participants
• open_interest_change — weekly OI change
• sentiment — derived signal: "bullish", "bearish", or "neutral" based on speculator net positioning

Input Parameters

Parameter	Type	Default	Description
markets	array	10 major markets	Market name keywords (partial match). E.g., "BITCOIN", "GOLD", "EURO FX"
weeks	integer	12	Weeks of history per market (max 52)
reportType	string	"futures_only"	"futures_only" or "combined" (futures + options)

Sample Output

{
  "report_date": "2025-01-07",
  "market": "BITCOIN - CHICAGO MERCANTILE EXCHANGE",
  "report_type": "futures_only",
  "cftc_code": "133741",
  "noncomm_long": 8421,
  "noncomm_short": 2180,
  "noncomm_net": 6241,
  "noncomm_net_change": 312,
  "noncomm_spreading": 142,
  "comm_long": 1834,
  "comm_short": 7919,
  "comm_net": -6085,
  "open_interest": 18473,
  "open_interest_change": 547,
  "sentiment": "bullish"
}

How to Read COT Data

The non-commercial (speculator) net position is the primary signal most traders watch:

• Rising speculator net longs → growing bullish momentum. When extreme, can signal a crowded long trade that may reverse
• Falling speculator net longs / increasing shorts → bearish positioning. Extreme short positioning historically precedes recoveries
• Commercial net position runs opposite to speculators — hedgers short when they produce (e.g., oil producers selling forward), so commercial shorts are structurally bearish for price

The open interest level reveals how many participants are engaged. Falling OI during a price move suggests the trend is weakening. Rising OI confirms commitment.

Default Markets

The actor tracks 10 major markets by default: Bitcoin, Ether, Gold, Silver, Crude Oil, Natural Gas, Euro FX, Japanese Yen, 10-Year Treasury Notes, and Copper. Any CFTC-regulated market can be added by keyword.

Use Cases

• Crypto COT analysis — track institutional Bitcoin and Ether futures positioning on CME
• Contrarian signals — identify extreme speculator long/short crowding as a mean-reversion indicator
• Commodities research — monitor gold, oil, agricultural market positioning
• FX carry and momentum — use speculator positioning in EUR, JPY, GBP as trend confirmation
• Rates market insight — track hedge fund positioning in Treasuries vs. bond market moves
• Systematic quant factors — COT data is a component in many trend-following CTA models
• Sentiment dashboards — track how market sentiment evolves week-to-week across asset classes

Data Update Schedule

CFTC publishes new COT data every Friday at 3:30 PM ET, reflecting positions as of the prior Tuesday. Schedule this actor to run Fridays after 4:00 PM ET to capture the latest report. Weekend runs produce no new data.

Pricing

Pay-per-event: $0.002 per market report — default 10 markets = $0.02 per run. 12 weeks of history for 10 markets = $0.20.

FAQ

Where does the data come from? The CFTC (Commodity Futures Trading Commission) publishes COT data weekly at publicreporting.cftc.gov via the Socrata open data API. Data is official, free, and updated every Friday. No API key is required.

What is the difference between futures-only and combined? Futures-only includes only outright futures contracts. Combined adds options on futures (delta-adjusted to an equivalent futures position). For markets with liquid options (like S&P 500 or gold), combined gives a more complete picture of total exposure.

Why are commercial traders net short in most commodity markets? Producers (oil companies, farmers, miners) use futures to hedge their production. If you produce 1 million barrels of oil, you sell futures to lock in price — so commercial traders are structurally short in commodity markets. This is normal, not bearish.

Can I get historical COT data going back further? The CFTC Socrata API covers data back to the 1980s for most markets. Set weeks to 52 for the maximum 1-year window per request.

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Related actors

• CBOE Volatility Tracker — VIX put/call ratio to pair with COT speculator positioning signals
• Binance Futures Sentiment — Crypto-specific futures sentiment to complement CME Bitcoin COT data
• Federal Reserve Rate Probability — Interest rate context for COT positioning in Treasury and currency futures

Feedback

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